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Abbreviations | 2012/13 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
AMO. Approved Market Operator. AONIA. Australian overnight index average. APCA. Australian Payments Clearing Association.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2012-2013/abbreviations.html
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
AEDT. Australian Eastern Daylight Time. AONIA. Australian Overnight Index Average. ASIC.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/abbreviations.html
Australian OTC Derivatives Market Activity | Report on the Australian OTC Derivatives Market – October 2012
9 Mar 2023
Other indices, such as OIS and AONIA–OIS compound rates, are less commonly used as reference rates; the Australian dollar LIBOR is only used in a very small number of transactions
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/australian-otc-derivatives-market-activity.html
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
By contrast, trading activity in products referencing established RFRs, such as the Australian Overnight Index Average (AONIA) and the Sterling Overnight Index Average (SONIA), are large and regularly exceed 50 per
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/other-material-developments.html
A1.2 ASX Clear (Futures) | Assessment of ASX Clearing and Settlement (CS) Facilities against the Principles for Financial Market…
9 Mar 2023
Assessment of ASX Clearing and Settlement (CS) Facilities against the Principles for Financial Market Infrastructures (Principles) A1.2 ASX Clear (Futures). ASX Clear (Futures) is a wholly owned subsidiary of ASX Clearing Corporation Limited (ASXCC),
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/principles/assessment-against-principles/asx/2014/appendix-a1-2.html
Standard 4: Credit risk | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement …
9 Mar 2023
and NZD swap rates (BBSW, AONIA, BKBM and NZONIA). ... The BBSW, BKBM, AONIA and NZONIA curves are split into segments based on differences in participation and activity in the underlying market.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-central-counterparties/standard-04.html
Standard 7: Liquidity risk | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and…
9 Mar 2023
In addition, scenarios also cover movements in the AONIA, BBSW, NZONIA and BKBM rates that are used as the reference rates for AUD and NZD OTC IRD. ... Additional scenarios account for various forms of basis risk between futures and OTC prices, and the
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-central-counterparties/standard-07.html
Standard 4: Credit risk | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement …
9 Mar 2023
For participants that clear OTC derivatives, ASX Clear (Futures) applies 56 multi-asset, single contract and interest rate scenarios, with extensions to capture movements in BBSW and AONIA for overnight indexed ... The BBSW and AONIA curves are split
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/asx-central-counterparties/standard-04.html
Standard 4: Credit Risk | Appendix B1.2 ASX Clear (Futures) | 2012/13 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
overnight index average (AONIA) for overnight indexed swaps. ... The BBSW and AONIA curves are split into segments based on differences in participation and activity in the underlying market.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2012-2013/asx-clear-futures/standard-04.html
Standard 7: Liquidity risk | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and…
9 Mar 2023
In addition, scenarios also cover movements in the AONIA and BBSW rates that are used as the reference rates for OTC IRD. ... 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/2016-2017/asx-central-counterparties/standard-07.html