Search: ISDA
RBA Glossary definition for ISDA
ISDA – International Swaps and Derivatives Association
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Box B: The Greek Private Sector Debt Swap
3 May 2012
SMP
- May 2012
PDF
454KB
https://www.rba.gov.au/publications/smp/2012/may/pdf/box-b.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
Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
PDF
1285KB
There have been a number of attempts to estimate the magnitude of this increase in demand (Heller and Vause 2012; ISDA, IIF and AFME 2012; Levels and. ... One mechanism for uncovered loss allocation that has been widely debated, and in some cases adopted,
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
Payments System Board Annual Report 2012 - Liaison Activity
14 Sep 2012
PSB Annual Report
2012
PDF
283KB
https://www.rba.gov.au/publications/annual-reports/psb/2012/pdf/liaison-act.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
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
Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting
30 Nov 2009
RDP
PDF
104KB
Forinstance, the International Swap Dealers' Association (ISDA) has suggested scalingthe existing add-ons by the ratio of net to gross market values. ... The ISDA ratio is also inappropriate whenusing (4), as this would assume that all out-of-the-money
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9409.pdf
Regulatory Developments
10 Feb 2020
FSR
October 2018
PDF
723KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/04-regulatory-developments.pdf
Gold Verification
21 Jun 2022
PDF
219KB
ISDA) Master Agreement with the RBA.
https://www.rba.gov.au/qa/pdf/gold-verification-audit-report-06-2022.pdf