Search: ISDA
RBA Glossary definition for ISDA
ISDA – International Swaps and Derivatives Association
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Box B: The Greek Private Sector Debt Swap
10 May 2012
SMP
– May 2012
The International Swaps and Derivatives Association (ISDA) subsequently ruled that the activation of CACs constituted a ‘credit event’ for credit default swaps (CDS) referencing Greek sovereign debt.
https://www.rba.gov.au/publications/smp/2012/may/box-b.html
International and Foreign Exchange Markets
10 May 2009
SMP
– May 2009
ISDA has indicated that activity in CDS contracts has started to pick up again in the first quarter of 2009. ... The ISDA's standardised CDS contract requires an auction to determine the value of underlying securities as part of the settlement process in
https://www.rba.gov.au/publications/smp/2009/may/intl-fx-mkts.html
Box B: The Greek Private Sector Debt Swap
3 May 2012
SMP
- May 2012
PDF
454KB
https://www.rba.gov.au/publications/smp/2012/may/pdf/box-b.pdf
References | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
Pirrong C (2011), ‘The Economics of Central Clearing: Theory and Practice’, ISDA Discussion Papers Series No 1, May, available at: <http://www2.isda.org/attachment/MzE0NA==/ISDAdiscussion_CCP_Pirrong.pdf>.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/references.html
International and Foreign Exchange Markets
10 Aug 2011
SMP
– August 2011
The International Swaps and Derivatives Association (ISDA) suggested that a ‘credit event’ on Greek sovereign credit default swaps is unlikely to be declared due to the voluntary nature of the debt
https://www.rba.gov.au/publications/smp/2011/aug/intl-fx-mkts.html
International and Foreign Exchange Markets
4 Aug 2011
SMP
– August 2011
PDF
965KB
https://www.rba.gov.au/publications/smp/2011/aug/pdf/intl-fx-mkts.pdf
Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011
15 Jul 2011
Consultations
PDF
875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf
Statement on Monetary Policy – August 2011
5 Sep 2011
SMP
– August 2011
PDF
2031KB
https://www.rba.gov.au/publications/smp/2011/aug/pdf/0811.pdf
Statement on Monetary Policy - May 2009
7 May 2009
SMP
PDF
1069KB
Reserve Bank of Australia
https://www.rba.gov.au/publications/smp/2009/may/pdf/0509.pdf
Central Clearing of OTC Derivatives | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
An international industry body, the International Swaps and Derivatives Association (ISDA), has developed a master agreement that is in wide use among active market participants. ... Data from ISDA indicate that in 2010 around 70 per cent of global OTC
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/central-clearing-otc-derivatives.html