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RBA Glossary definition for AONIA

AONIA – AUD Overnight Index Average. AONIA is an acronym for the Cash Rate used in financial markets.

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Glossary

2 May 2023
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

Fallbacks for BBSW Securities

16 Jun 2022 Bulletin – June 2022
Duke Cole and Lara Pendle
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

Cash Rate Target

9 Mar 2023 Statistics
Interest Rate Decisions about the cash rate
https://www.rba.gov.au/statistics/cash-rate/

Eligible Securities | Criteria for Domestic Market Operations

9 Feb 2023
Information on the criteria established by the Reserve Bank to determine whether securities are eligible for use in the Reserve Bank's domestic market operations.
https://www.rba.gov.au/mkt-operations/resources/tech-notes/eligible-securities.html

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
The cash rate is also known as AONIA (AUD Overnight Index Average). ... As the RFR for the Australian dollar, it forms the basis of the fallback to BBSW (calculated as AONIA plus a spread) under International Swaps and Derivatives Association (ISDA)
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

Benchmark Reforms

17 Nov 2020 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the Australian Securitisation Forum Virtual Symposium, Sydney
https://www.rba.gov.au/speeches/2020/sp-ag-2020-11-17.html

The End of Libor and the Australian Market

18 Mar 2021 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to ISDA Benchmark Strategies Forum Asia Pacific, Online
https://www.rba.gov.au/speeches/2021/sp-ag-2021-03-18.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

Bulletin June Quarter 2022

26 Sep 2022 Bulletin - June 2022 PDF 9310KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/bulletin-2022-06.pdf

Operations in Financial Markets

21 Oct 2021 RBA Annual Report – 2021
The cash rate is also known as AONIA (AUD Overnight Index Average). ... As the RFR for the Australian dollar, it forms the basis of the fallback to the bank bill swap rate (calculated as AONIA plus a spread) under International Swaps and Derivatives
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html