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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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

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

Assessment of ASX Clearing and Settlement Facilities 2017/2018

10 Sep 2018 PDF 844KB
Assessment of ASX Clearing and Settlement Facilities. September 2018. Contents. Executive Summary 1. 1. Summary of Regulatory Priorities 3. 2. Material Developments 9. 3. Review of ASX’s Technology Governance and Operational Risk and Control
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/pdf/report-2017-2018.pdf

Assessment of LCH Limited’s SwapClear Service

2 Dec 2019 PDF 1600KB
LCH Ltd, through its SwapClear. service, now accepts a range of products for clearing referencing new RFRs, including AONIA, SONIA.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/pdf/lch-assess-2019-12.pdf

2016/17 Assessment of ASX Clearing and Settlement Facilities

13 Oct 2017 PDF 822KB
Assessment of ASX Clearing and Settlement Facilities. September 2017. Contents. Executive Summary 1. 1. Summary of Regulatory Priorities 3. 2. Material Developments 11. Box A: New International Guidance on CCP Resilience, Recovery and Resolution 18.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/pdf/report-2016-2017.pdf

Appendix C1: Financial Stability Standards for Central Counterparties

10 Sep 2018 PDF 1019KB
Assessment of ASX Clearing and Settlement Facilities 2017/2018
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/pdf/appendix-c1-asx-central-counterparties.pdf

Assessment of ASX Clearing and Settlement Facilities - September 2019

19 Sep 2019 PDF 939KB
Assessment of ASX Clearing and Settlement Facilities. September 2019. Contents. Executive Summary 1. 1. Summary of Regulatory Priorities 3. 2. Material Developments 10. Box A: Progress implementing CCP Resilience Guidance 11. Box B: Findings from
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/pdf/report-2018-2019.pdf

Assessment of LCH Limited’s SwapClear Service

3 Dec 2018 PDF 3061KB
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/pdf/lch-assess-2018-12.pdf

2015/16 Assessment of ASX Clearing and Settlement Facilities

16 Sep 2016 PDF 1245KB
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/pdf/report-2015-2016.pdf

C1. Financial Stability Standards for Central Counterparties

18 Sep 2019 PDF 1135KB
ASSESSMENT OF ASX CLEARING AND SETTLEMENT FACILITIES | SEPTEMBER 2019 1. C1. Financial Stability Standards for Central Counterparties. The Financial Stability Standards for Central Counterparties (CCP Standards) are made up of 21 headline standards,
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/pdf/c1-financial-stability-standards-for-central-counterparties.pdf