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RBA Glossary definition for ISDA

ISDA – International Swaps and Derivatives Association

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1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
The second group of capital charges are those suggested by ISDA and are denoted in Table 9 as ISDAC1, ISDAC2 and ISDAC3. ... 0.4293. Note:. a. ISDAC6 is the conventional ISDA formulation calculated with b set equal to 0.6.
https://www.rba.gov.au/publications/rdp/1994/9409/result.html
See 1 more results from "RDP 9409"

References

11 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
ISDA (International Swaps and Derivatives Association) (2013), ‘CCP Loss Allocation at the End of the Waterfall’, Risk Management Technical Paper, August. ... ISDA (2014), ‘ISDA Margin Survey 2014’, 10 April. ISDA (2015), ‘CCP Default Management
https://www.rba.gov.au/publications/rdp/2015/2015-02/references.html
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Central Counterparty Loss Allocation and Transmission of Financial Stress

16 Mar 2015 RDP PDF 1285KB
There have been a number of attempts to estimate the magnitude of this increase in demand (Heller and Vause 2012; ISDA, IIF and AFME 2012; Levels and. ... One mechanism for uncovered loss allocation that has been widely debated, and in some cases adopted,
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf

Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting

30 Nov 2009 RDP PDF 104KB
Forinstance, the International Swap Dealers' Association (ISDA) has suggested scalingthe existing add-ons by the ratio of net to gross market values. ... The ISDA ratio is also inappropriate whenusing (4), as this would assume that all out-of-the-money
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9409.pdf

OTC Derivatives Reform: Netting and Networks | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath, Gerard Kelly and Mark Manning
bilateral arrangements typically do not currently require initial margin (Heller and Vause (2011); IMF (2012); ISDA (2012); Sidanius and Zikes (2012); BCBS-IOSCO (2013); and Singh (2013), among others).
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html

Innovation and Integration in Financial Markets and the Implications for Financial Stability | Conference – 2007

20 Aug 2007 Conferences
Rob Hamilton, Nigel Jenkinson and Adrian Penalver
This has grown at a tremendous pace, with the International Swaps and Derivatives Association (ISDA) reporting an increase in the notional value outstanding from US$0.6tr in 2001 to US$34tr in
https://www.rba.gov.au/publications/confs/2007/hamilton-jenkinson-penalver.html

OTC Derivatives Reform: Netting and Networks

19 Dec 2013 Conferences PDF 488KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/heath-kelly-manning.pdf

Innovation and Integration in Financial Markets and the Implications for Financial Stability

20 Nov 2007 Conferences PDF 333KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/hamilton-jenkinson-penalver.pdf

Liquidity and Funding Markets

6 Jan 2014 Conferences PDF 4842KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/conf-vol-2013.pdf

The Structure and Resilience of the Financial System: Proceedings of a Conference

22 Nov 2007 Conferences PDF 1636KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/conf-vol-2007.pdf