Search: AONIA

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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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Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2015/16 Assessment of ASX Clearing and…

18 May 2023
2015/16 Assessment of ASX Clearing and Settlement Facilities 3. Assessment of Clearing and Settlement Facilities against the Financial Stability Standards. 3.1 Introduction to the ASX Clearing and Settlement Facilities. The ASX Group operates four
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/assessment-of-clearing-and-settlement-facilities-against-the-financial-stability-standards.html

Standard 4: Credit risk | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
For participants that clear OTC derivatives, ASX Clear (Futures) applies the same multi-asset scenarios, with extensions to capture movements in BBSW and AONIA for overnight indexed swaps. ... The BBSW and AONIA curves are split into segments based on
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-04.html

Standard 7: Liquidity risk | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
In addition, scenarios also cover movements in the AONIA and BBSW rates that are used as the reference rates for OTC IRS. ... Additional scenarios account for various forms of basis risk between futures and OTC prices, and the AONIA and BBSW curves at
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-07.html

Market Operations Resources – Interest Rate Benchmark Reform in Australia

10 Mar 2023
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities. Reforms have also been undertaken to enhance the robustness of these benchmarks.
https://www.rba.gov.au/mkt-operations/resources/interest-rate-benchmark-reform.html

Material Developments | Assessment of LCH Limited's SwapClear Service

9 Mar 2023
AUD BBSW-AONIA basis swaps were added in December 2017. AONIA is the interbank overnight cash rate, which is the operational target of the Bank's monetary policy.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/material-developments.html

Material Developments | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
This includes:. Expansion of product scope. In October, ASX introduced two new OTC interest rate derivative (IRD) products, bank bill swap rate (BBSW) vs Australian overnight index average (AONIA) basis swaps
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/material-developments.html

Material Developments | Assessment of LCH Limited's SwapClear Service-December 2019

9 Mar 2023
Trading activity in products referencing RFRs has been increasing. LCH Ltd, through its SwapClear service, now accepts a range of products for clearing referencing new RFRs, including AONIA, SONIA and SOFR.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/material-developments.html

Abbreviations | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
ALR. Additional Liquidity Requirement. AMO. Approved Market Operator. AONIA. Australian overnight index average.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/abbreviations.html

Abbreviations | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
ALR. additional liquidity requirement. AMO. Approved Market Operator. AONIA. Australian overnight index average.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/abbreviations.html

Abbreviations | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
ALR. additional liquidity requirement. AMO. Approved Market Operator. AONIA. Australian overnight index average.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/abbreviations.html