Search: ISDA
RBA Glossary definition for ISDA
ISDA – International Swaps and Derivatives Association
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Material Developments | Assessment of LCH Limited's SwapClear Service-December 2019
9 Mar 2023
For further information, see G Debelle, 2019, Progress on Benchmark Reforms at ISDA's 34. ... th. Annual General Meeting, Hong Kong. Available at <For further information, see ISDA's website on Benchmark Fallback Consultations.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/material-developments.html
Box 1 | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
Much of this documentation is produced and disseminated by large industry bodies, such as ISDA, and is recognised and recommended by regulators internationally. ... ISDA, in particular, has developed Master Agreements that counterparties sign before, or
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/box-1.html
Material Developments | Assessment of LCH Limited's SwapClear Service
9 Mar 2023
For more information, see G Debelle, 2018, Interest Rate Benchmark Reform, Keynote at ISDA Forum, 15 May.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/material-developments.html
Box 2 | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
ISDA's 2009 Operations Benchmarking Survey illustrates the relative efficiency of electronic processing of confirmations. ... Footnotes. See Federal Reserve Bank of New York: <See ISDA Operations Benchmarking Survey, 2009:.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/box-2.html
Risk Management and Infrastructure Usage in Australia | Report on the Australian OTC Derivatives Market October 2012
9 Mar 2023
ISDA has developed a master agreement that is widely used among active market participants, including in Australia. ... Responses from electricity market participants indicate electricity derivatives tend to be documented under ISDA master agreements
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/risk-management-and-infrastructure-usage-in-australia.html
Counterparty Credit Risk Management | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
In accordance with international practice, trades in the Australian market are typically executed according to the provisions of Master Agreements developed by the International Swaps and Derivatives Association (ISDA). ... require a ‘long-form’
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/counterparty-crm.html
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
In January, LCH Ltd adopted ISDA's supplemental definitions to provide its users with clarity over the treatment of contracts reliant on benchmarks should a cessation or pre-cessation event be
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/other-material-developments.html
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
Available at <For further information, see ISDA's website on Benchmark Fallback Consultations. ... Available at <https://www.isda.org/2020/05/11/benchmark-reform-and-transition-from-libor/>.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/other-material-developments.html
Summary and Assessment | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
All sell-side survey respondents actively trading credit derivatives have also signed the new ISDA protocol underpinning auction-based cash settlement of credit derivatives contracts.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/summary.html
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
IRD. Interest rate derivatives. IRS. Interest rate swaps. ISDA. International Swaps and Derivatives Association.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/abbreviations.html