Search: ISDA

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61–70 of 218 search results for ISDA

RBA Glossary definition for ISDA

ISDA – International Swaps and Derivatives Association

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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

The End of Libor and the Australian Market

18 Mar 2021 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to ISDA Benchmark Strategies Forum Asia Pacific, Online
https://www.rba.gov.au/speeches/2021/sp-ag-2021-03-18.html

Transcript of Question & Answer Session on 18 March 2021

18 Mar 2021 Speech
Christopher Kent
Transcript of Question & Answer Session, to ISDA Benchmark Strategies Forum Asia Pacific, Online
https://www.rba.gov.au/speeches/2021/sp-ag-2021-03-18-q-and-a-transcript.html

Media Releases – 2020

31 Dec 2020 Media releases issued in 2020
https://www.rba.gov.au/media-releases/2020/

Assessment of LCH Limited’s SwapClear Service

29 Nov 2020 PDF 1663KB
Available at <https://www.legislation.gov.uk/uksi/2019/335/made/data.xht?view=snippet&wrap=true>. 12 For further information, see G Debelle, 2019, Progress on Benchmark Reforms at ... Available at
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/pdf/lch-assess-2020-12.pdf

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

Benchmark Reforms

17 Nov 2020 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the Australian Securitisation Forum Virtual Symposium, Sydney
https://www.rba.gov.au/speeches/2020/sp-ag-2020-11-17.html

Transcript of Question & Answer Session on 17 November 2020

17 Nov 2020 Speech
Christopher Kent
Transcript of Question & Answer Session , to the Australian Securitisation Forum Virtual Symposium, Sydney
https://www.rba.gov.au/speeches/2020/sp-ag-2020-11-17-q-and-a-transcript.html

4. Regulatory Developments Since March, the economic and financial ...

4 Nov 2020 FSR PDF 247KB
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/pdf/04-regulatory-developments.pdf

Financial Stability Review

4 Nov 2020 FSR - October 2020 PDF 3339KB
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/financial-stability-review-2020-10.pdf