Search: ISDA
RBA Glossary definition for ISDA
ISDA – International Swaps and Derivatives Association
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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
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
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
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
3/19/2019 Bonds and Benchmarks | Speeches https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.html ...
19 Mar 2019
PDF
493KB
ISDA is expected to finalise these fall-back provisions by the end of the year. ... rate. Once ISDA has finalised the fall-back provisions, we expect all users of BBSW to adoptthem where possible.
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-03-19.pdf
Interest Rate Benchmark Reform
15 May 2018
Speech
PDF
191KB
Speech. Interest Rate Benchmark Reform. Guy Debelle Deputy Governor. Keynote at ISDA Forum (appearance via video link) Hong Kong – 15 May 2018. ... Good morning and thanks to ISDA for the opportunity to speak here today.
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-2.pdf
11/29/2018 Securitisation and the Housing Market | Speeches | ...
28 Nov 2018
PDF
441KB
The International Swaps andDerivatives Association (ISDA) recently conducted a consultation on how to make contracts morerobust. ... 14]. For further details, see Debelle G (2018), ‘Interest Rate Benchmark Reform’, Keynote at ISDA Forum, Sydney, 15May
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-11-26.pdf