Search: ISDA
RBA Glossary definition for ISDA
ISDA – International Swaps and Derivatives Association
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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
Background and Relevant Literature
11 Sep 2015
RDP
2015-02
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 Capel 2012; Sidanius and ... One mechanism for uncovered loss allocation that has been widely debated,
https://www.rba.gov.au/publications/rdp/2015/2015-02/background-relevant-literature.html
Data and Exposure Analysis
29 Sep 2015
RDP
2015-02
large banks (ISDA 2014).
https://www.rba.gov.au/publications/rdp/2015/2015-02/data-exposure-analysis.html