Search: ISDA
RBA Glossary definition for ISDA
ISDA – International Swaps and Derivatives Association
Search Results
The Foreign Exchange Market and Central Counterparties
10 Mar 2010
Bulletin
– March 2010
ISDA Credit Support Annexes) to effectively post margin against mark-to-market losses on bilaterally netted exposures. ... Confirmation processing. Contract becomes legally binding, generally according to standard documentation such as that provided by
https://www.rba.gov.au/publications/bulletin/2010/mar/8.html
The Foreign Exchange Market and Central Counterparties
10 Mar 2010
Bulletin
PDF
153KB
Reserve Bank of Australia Bulletin March 2010
https://www.rba.gov.au/publications/bulletin/2010/mar/pdf/bu-0310-8.pdf
The Australian Credit Default Swap Market
10 Dec 2011
Bulletin
– December 2011
The International Swaps and Derivatives Association (ISDA) publishes a list of debt obligations that are eligible to be delivered in the auction. ... Available at <http://www.afma.com.au/afmawr/_assets/main/lib90013/2011%20afmr.pdf>. ISDA (International
https://www.rba.gov.au/publications/bulletin/2011/dec/6.html
Fallbacks for BBSW Securities
16 Jun 2022
Bulletin
– June 2022
The bank bill swap rate (BBSW) is an important short-term benchmark interest rate for Australian financial markets across various maturities.
https://www.rba.gov.au/publications/bulletin/2022/jun/fallbacks-for-bbsw-securities.html
References
11 Sep 2015
RDP
2015-02
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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Results
1 Dec 1994
RDP
9409
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
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Recovery and Resolution of Central Counterparties
19 Dec 2013
Bulletin
– December 2013
The increasing importance of central counterparties (CCPs) to financial stability has prompted regulators to take steps to ensure that critical CCP services can continue in circumstances of financial distress. These steps include ensuring that CCPs
https://www.rba.gov.au/publications/bulletin/2013/dec/5.html
Fallbacks for BBSW Securities
26 Sep 2022
Bulletin
- June 2022
PDF
578KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/fallbacks-for-bbsw-securities.pdf
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
The Australian Credit Default Swap Market
22 Feb 2012
Bulletin
PDF
674KB
Reserve Bank of Australia December Bulletin 2011
https://www.rba.gov.au/publications/bulletin/2011/dec/pdf/bu-1211-6.pdf