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1–10 of 14 search results for ISDA

RBA Glossary definition for ISDA

ISDA – International Swaps and Derivatives Association

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Box B: The Greek Private Sector Debt Swap

10 May 2012 SMP – May 2012
The International Swaps and Derivatives Association (ISDA) subsequently ruled that the activation of CACs constituted a ‘credit event’ for credit default swaps (CDS) referencing Greek sovereign debt.
https://www.rba.gov.au/publications/smp/2012/may/box-b.html

Box B: The Greek Private Sector Debt Swap

3 May 2012 SMP - May 2012 PDF 454KB
https://www.rba.gov.au/publications/smp/2012/may/pdf/box-b.pdf

International and Foreign Exchange Markets

10 May 2009 SMP – May 2009
ISDA has indicated that activity in CDS contracts has started to pick up again in the first quarter of 2009. ... The ISDA's standardised CDS contract requires an auction to determine the value of underlying securities as part of the settlement process in
https://www.rba.gov.au/publications/smp/2009/may/intl-fx-mkts.html

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

International and Foreign Exchange Markets

10 Aug 2011 SMP – August 2011
The International Swaps and Derivatives Association (ISDA) suggested that a ‘credit event’ on Greek sovereign credit default swaps is unlikely to be declared due to the voluntary nature of the debt
https://www.rba.gov.au/publications/smp/2011/aug/intl-fx-mkts.html

International and Foreign Exchange Markets

4 Aug 2011 SMP – August 2011 PDF 965KB
https://www.rba.gov.au/publications/smp/2011/aug/pdf/intl-fx-mkts.pdf

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

Statement on Monetary Policy – August 2011

5 Sep 2011 SMP – August 2011 PDF 2031KB
https://www.rba.gov.au/publications/smp/2011/aug/pdf/0811.pdf

Statement on Monetary Policy - May 2009

7 May 2009 SMP PDF 1069KB
Reserve Bank of Australia
https://www.rba.gov.au/publications/smp/2009/may/pdf/0509.pdf