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RBA Glossary definition for ISDA

ISDA – International Swaps and Derivatives Association

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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
https://www.rba.gov.au/speeches/2018/sp-dg-2018-05-15-2.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

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

Benchmark Reforms

18 Nov 2020 Speech PDF 161KB
By 25 January 2021, firms should be adhering to the ISDA IBOR fallbacks protocol. ... And there's an associated ISDA protocol to incorporate the fallbacks in existing contracts.
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-11-17.pdf

3/26/2021 The End of Libor and the Australian Market ...

26 Mar 2021 Speech PDF 188KB
All new ISDA interest rate derivatives contracts referencing LIBOR now automatically include thesefallbacks. ... Our local credit-based benchmark, BBSW, is included in the ISDA fallbacks andprotocol.
https://www.rba.gov.au/speeches/2021/pdf/sp-ag-2021-03-18.pdf

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
https://www.rba.gov.au/speeches/2019/sp-dg-2019-08-15.html

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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.
https://www.rba.gov.au/publications/rdp/1994/9409/result.html
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Progress on Benchmark Reform

12 Apr 2019 Speech PDF 191KB
Good morning and thanks to ISDA for the opportunity to speak here today. ... isda.org/2018/12/20/isda-publishes-final-results-of-benchmark-fallback-consultation/>.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.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

Operations in Financial Markets

21 Oct 2021 RBA Annual Report – 2021
The terms under which collateral is exchanged are defined in two-way credit support annexes to the ISDA Master Agreements that the Bank has executed with each of its counterparties (see ... See RBA (2020), ‘Margin Ratios’. Available at <See ISDA (2020
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html