Search: ISDA
RBA Glossary definition for ISDA
ISDA – International Swaps and Derivatives Association
Search Results
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
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
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
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
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