Search: AONIA
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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
Reserve Bank of Australia Annual Report 2021 - Operations in Financial Markets
21 Oct 2021
RBA Annual Report
2021
PDF
658KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/operations-in-financial-markets.pdf
3/26/2021 The End of Libor and the Australian Market ...
26 Mar 2021
Speech
PDF
188KB
AONIA. Instead, we expect market participants to choose robust reference rates that best suit each of theirproducts and situations, taking into account their own and their clients' needs or hedging strategies:.
https://www.rba.gov.au/speeches/2021/pdf/sp-ag-2021-03-18.pdf
The End of Libor and the Australian Market
18 Mar 2021
Speech
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
Assessment of LCH Limited’s SwapClear Service
29 Nov 2020
PDF
1663KB
Average (AONIA) and the Sterling Overnight Index Average (SONIA), are large and regularly exceed 50 per cent of the total notional value of trades registered in their respective currencies.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/pdf/lch-assess-2020-12.pdf
Benchmark Reforms
18 Nov 2020
Speech
PDF
161KB
Speech. Benchmark Reforms. Christopher Kent Assistant Governor (Financial Markets). Remarks to the Australian Securitisation Forum Virtual SymposiumSydney – 17 November 2020. IntroductionThank you for the opportunity to speak at the ASF Symposium
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-11-17.pdf
Benchmark Reforms
17 Nov 2020
Speech
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
Transcript of Question & Answer Session on 17 November 2020
17 Nov 2020
Speech
Transcript of Question & Answer Session , to the Australian Securitisation Forum Virtual Symposium, Sydney
https://www.rba.gov.au/speeches/2020/sp-ag-2020-11-17-q-and-a-transcript.html
Transcript of Question & Answer Session on 20 October 2020
20 Oct 2020
Speech
Transcript of Question & Answer Session, to the IFR Australia DCM Roundtable Webinar, Online
https://www.rba.gov.au/speeches/2020/sp-ag-2020-10-20-q-and-a-transcript.html
Domestic Market Operations and Liquidity Facilities
21 Sep 2020
The Cash Rate is also known by the acronym AONIA in financial markets.
https://www.rba.gov.au/mkt-operations/domestic-market-ops-and-standing-facilities.html