Search: ISDA
RBA Glossary definition for ISDA
ISDA – International Swaps and Derivatives Association
Search Results
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
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
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 Transition Away from LIBOR
8 Apr 2021
FSR
PDF
317KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/box-a-the-transition-away-from-libor.pdf
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
Regulatory Developments
20 Oct 2018
FSR
– October 2018
In July, ISDA launched a consultation on technical issues related to new benchmark fallbacks for derivatives contracts in several major non-USD currencies, as well as the BBSW in Australia. ... And, in September, ISDA released its ‘benchmarks
https://www.rba.gov.au/publications/fsr/2018/oct/regulatory-developments.html
Developments in the Financial System Architecture
20 Oct 2016
FSR
– October 2016
Cross-border recognition of resolution actions continues to be progressed via the International Swaps and Derivatives Association (ISDA) resolution stay protocols (the ISDA 2015 Universal Protocol for G-SIBs and jurisdictional ... Following the passage
https://www.rba.gov.au/publications/fsr/2016/oct/dev-fin-sys-arch.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
Regulatory Developments
10 Feb 2020
FSR
October 2018
PDF
723KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/04-regulatory-developments.pdf