Search: ISDA
RBA Glossary definition for ISDA
ISDA – International Swaps and Derivatives Association
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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
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
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
Abbreviations
9 Aug 2023
RBA Annual Report
- 2022
PDF
65KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/abbreviations.pdf
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
201KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/abbreviations.pdf
Fallbacks for BBSW Securities
26 Sep 2022
Bulletin
- June 2022
PDF
578KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/fallbacks-for-bbsw-securities.pdf
The Transition Away from LIBOR
8 Apr 2021
FSR
PDF
317KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/box-a-the-transition-away-from-libor.pdf
The Australian Credit Default Swap Market
22 Feb 2012
Bulletin
PDF
674KB
Reserve Bank of Australia December Bulletin 2011
https://www.rba.gov.au/publications/bulletin/2011/dec/pdf/bu-1211-6.pdf
8/15/2019 Risks to the Outlook | Speeches ...
15 Aug 2019
PDF
295KB
Once ISDA has finalised the fall-back provisions, regulators expect users ofbenchmarks to adopt them. ... This is why we have been working with ISDA to strengthen the contractual fallbacks for BBSWtoo.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-08-15.pdf