Search: ISDA
RBA Glossary definition for ISDA
ISDA – International Swaps and Derivatives Association
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The Foreign Exchange Market and Central Counterparties
10 Mar 2010
Bulletin
– March 2010
ISDA Credit Support Annexes) to effectively post margin against mark-to-market losses on bilaterally netted exposures. ... Confirmation processing. Contract becomes legally binding, generally according to standard documentation such as that provided by
https://www.rba.gov.au/publications/bulletin/2010/mar/8.html
The Foreign Exchange Market and Central Counterparties
10 Mar 2010
Bulletin
PDF
153KB
Reserve Bank of Australia Bulletin March 2010
https://www.rba.gov.au/publications/bulletin/2010/mar/pdf/bu-0310-8.pdf
Box A: The Transition Away from LIBOR
8 Apr 2021
FSR
– April 2021
to the ISDA Fallbacks Protocol by its effective date of 25 January 2021. ... 23 October. Available at <https://www.isda.org/protocol/isda-2020-ibor-fallbacks-protocol/> [11].
https://www.rba.gov.au/publications/fsr/2021/apr/box-a-the-transition-away-from-libor.html
The Australian Credit Default Swap Market
10 Dec 2011
Bulletin
– December 2011
The International Swaps and Derivatives Association (ISDA) publishes a list of debt obligations that are eligible to be delivered in the auction. ... Available at <http://www.afma.com.au/afmawr/_assets/main/lib90013/2011%20afmr.pdf>. ISDA (International
https://www.rba.gov.au/publications/bulletin/2011/dec/6.html
Regulatory Developments
9 Oct 2020
FSR
– October 2020
Accordingly, Australian financial and non-financial firms are expected to adhere to the forthcoming International Swaps and Derivatives Association (ISDA) IBOR Fallback Protocol. ... Accordingly, once the ISDA IBOR Fallback Protocol is published, the
https://www.rba.gov.au/publications/fsr/2020/oct/regulatory-developments.html
Fallbacks for BBSW Securities
16 Jun 2022
Bulletin
– June 2022
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
Recovery and Resolution of Central Counterparties
19 Dec 2013
Bulletin
– December 2013
The increasing importance of central counterparties (CCPs) to financial stability has prompted regulators to take steps to ensure that critical CCP services can continue in circumstances of financial distress. These steps include ensuring that CCPs
https://www.rba.gov.au/publications/bulletin/2013/dec/5.html
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
The Australian Financial System
6 Apr 2023
FSR
– April 2023
The Australian Financial System | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/australian-financial-system.html
The Australian Credit Default Swap Market
22 Feb 2012
Bulletin
PDF
674KB
Reserve Bank of Australia December Bulletin 2011
https://www.rba.gov.au/publications/bulletin/2011/dec/pdf/bu-1211-6.pdf