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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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Standard 4: Credit risk | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement …

9 Mar 2023
These scenarios capture movements in AUD and NZD swap rates (BBSW, AONIA, BKBM and NZONIA), and apply simultaneous shocks to the five AUD interest rate futures contracts in the case of ... The BBSW, BKBM, AONIA and NZONIA curves are split into segments
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/c1-financial-stability-standards-for-central-counterparties/standard-04.html

Abbreviations | 2015/16 Assessment of ASX Clearing and Settlement Facilities

8 Mar 2023
AMO. Approved Market Operator. AONIA. Australian overnight index average rate. APCA.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/abbreviations.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

Cash Rate Procedures Manual | Cash Rate Methodology | Market Operations Resources

6 Oct 2022
Cash Rate Procedures Manual of the methodology of the cash rate.
https://www.rba.gov.au/mkt-operations/resources/cash-rate-methodology/cash-rate-procedures-manual.html

Reserve Bank of Australia Annual Report 2021

29 Sep 2022 RBA Annual Report 2021 PDF 6721KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/2021-report.pdf

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

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

Transcript of Question & Answer Session on 23 November 2021

23 Nov 2021 Speech
Andrea Brischetto
Transcript of Question & Answer Session, Australian Securitisation Forum Virtual Conference 2021, Online
https://www.rba.gov.au/speeches/2021/sp-so-2021-11-23-2-q-and-a-transcript.html

Cash Rate Methodology – Overview | Market Operations Resources

26 Oct 2021
Overview of the methodology of the cash rate, the Reserve Bank Board's operational target for monetary policy.
https://www.rba.gov.au/mkt-operations/resources/cash-rate-methodology/overview.html