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RBA Glossary definition for ISDA

ISDA – International Swaps and Derivatives Association

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Regulators Urge Financial Institutions to Plan for LIBOR Transition

9 May 2019 Media Releases
Keynote address by Cathie Armour, ASIC Commissioner, at the International Swaps and Derivatives Association (ISDA) AGM 2019, Hong Kong. ... Progress on Benchmark Reform – Speech by Guy Debelle, Deputy Governor, at ISDA's 34th Annual General Meeting,

News & Announcements

23 Mar 2023
Listing of RBA news & announcements

Media Releases – 2020

31 Dec 2020 Media releases issued in 2020

The Australian Financial System

6 Apr 2023 FSR – April 2023
The Australian Financial System | Financial Stability Review – April 2023

The Foreign Exchange Market and Central Counterparties

10 Mar 2010 Bulletin – March 2010
Mark Manning, Alex Heath and James Whitelaw
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


1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
The second group of capital charges are those suggested by ISDA and are denoted in Table 9 as ISDAC1, ISDAC2 and ISDAC3. ... 0.4293. Note:. a. ISDAC6 is the conventional ISDA formulation calculated with b set equal to 0.6.
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Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
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) definitions published ... See RBA (2020),See ISDA (2020), Amendments to the

Sources of Financial Risk for Central Counterparties

15 Sep 2016 Bulletin – September 2016
Jennifer Hancock, David Hughes and Suchita Mathur
Central counterparties (CCPs) play an important role in managing the risks present in financial markets and in increasing the overall stability of the financial system. This requires CCPs to be sufficiently financially resilient so that they can


9 Aug 2023 RBA Annual Report - 2022 PDF 65KB

Interest Rate Benchmark Reform

15 May 2018 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at ISDA Forum (Appearance via video link), Hong Kong