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Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
During the assessment period, SwapClear began clearing swaps referencing the Euro Short-Term Rate (STR) in October 2019, the New Zealand short-term rate (NZIONA) in November 2019, and the Singapore ... Overnight index swaps (OIS) and basis swaps
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/other-material-developments.html
Material Developments | Assessment of LCH Limited's SwapClear Service-December 2019
9 Mar 2023
LCH Ltd began clearing STR swaps in October 2019. LCH Ltd has also previously made changes to its Rulebook so that it may determine alternative interest rates for products to be ... LCH Ltd expects to transition its discounting and calculation of price
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/material-developments.html
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
With this in mind, the conversion of EONIA contracts to STR took place in October 2021, while outstanding CHF, EUR, GBP and JPY LIBOR contracts are to be converted in December.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/other-material-developments.html
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
Assessment of LCH Limited's SwapClear Service Abbreviations. STR. Euro short-term rate.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/abbreviations.html
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
EONIA. Euro Overnight Index Average. STR. Euro short-term rate. FRA. Forward rate agreement.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/abbreviations.html
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
In October 2021, LCH Ltd undertook the conversion of Euro Overnight Index Average (EONIA) contracts to the euro short-term rate (STR) while London Interbank Offered Rate (LIBOR) contracts for Swiss
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Box A: The Transition Away from LIBOR
8 Apr 2021
FSR
– April 2021
Euro. Euro short-term rate (STR). Japanese yen. Tokyo overnight average rate (TONA) or TIBOR.
https://www.rba.gov.au/publications/fsr/2021/apr/box-a-the-transition-away-from-libor.html
Abbreviations
15 Oct 2020
PSB Annual Report
– 2020
STR. Euro short-term rate.
https://www.rba.gov.au/publications/annual-reports/psb/2020/abbreviations.html
Trends in Payments, Clearing and Settlement Systems
15 Oct 2020
PSB Annual Report
– 2020
Payments System Board Annual Report – 2020 Trends in Payments, Clearing and Settlement Systems. The Payments System Board monitors trends in retail payments, and activity and risk exposures across financial market infrastructures (high-value
https://www.rba.gov.au/publications/annual-reports/psb/2020/trends-in-payments-clearing-and-settlement-systems.html