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RBA Glossary definition for ISDA

ISDA – International Swaps and Derivatives Association

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27 Oct 2022 RBA Annual Report – 2022
IOSCO. International Organization of Securities Commissions. IPS. Information Publication Scheme. ISDA.

Risks to the Outlook

15 Aug 2019 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at the 14th Annual Risk Australia Conference, Sydney

Recovery and Resolution of Central Counterparties

19 Dec 2013 Bulletin – December 2013
Matt Gibson
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


11 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
ISDA (International Swaps and Derivatives Association) (2013), ‘CCP Loss Allocation at the End of the Waterfall’, Risk Management Technical Paper, August. ... ISDA (2014), ‘ISDA Margin Survey 2014’, 10 April. ISDA (2015), ‘CCP Default Management
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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

Regulators expect Australian institutions to cease the use of LIBOR in new contracts before the end of 2021

4 Jun 2021 Media Releases
Regulators in Australia are reiterating the importance of ensuring a timely transition away from the London Interbank Offered Rate (LIBOR).

The Foreign Exchange Market and Central Counterparties

10 Mar 2010 Bulletin PDF 153KB
Reserve Bank of Australia Bulletin March 2010

Fallbacks for BBSW Securities

16 Jun 2022 Bulletin – June 2022
Duke Cole and Lara Pendle
The bank bill swap rate (BBSW) is an important short-term benchmark interest rate for Australian financial markets across various maturities.

Central Counterparty Loss Allocation and Transmission of Financial Stress

16 Mar 2015 RDP PDF 1285KB
There have been a number of attempts to estimate the magnitude of this increase in demand (Heller and Vause 2012; ISDA, IIF and AFME 2012; Levels and. ... One mechanism for uncovered loss allocation that has been widely debated, and in some cases adopted,

Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting

30 Nov 2009 RDP PDF 104KB
Forinstance, the International Swap Dealers' Association (ISDA) has suggested scalingthe existing add-ons by the ratio of net to gross market values. ... The ISDA ratio is also inappropriate whenusing (4), as this would assume that all out-of-the-money