Search: SONIA

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RBA Glossary definition for SONIA

SONIA – Sterling Overnight Index Average

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Glossary

2 May 2023
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

Progress on Benchmark Reform

11 Apr 2019 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at ISDA's 34th Annual General Meeting,
https://www.rba.gov.au/speeches/2019/sp-dg-2019-04-11.html

The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013

19 Aug 2013 Conferences
Morten L Bech and Cyril Monnet
the yen, the SONIA market for pound sterling and the overnight markets for Canadian and Australian dollars. ... For the SONIA market the relationship in less pronounced but volumes have fallen significantly.
https://www.rba.gov.au/publications/confs/2013/bech-monnet.html

Bonds and Benchmarks

19 Mar 2019 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the KangaNews DCM Summit, Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.html

Interest Rate Benchmark Reform

15 May 2018 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at ISDA Forum (Appearance via video link), Hong Kong
https://www.rba.gov.au/speeches/2018/sp-dg-2018-05-15-2.html

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
SONIA is a measure of the cost of borrowing Britishpounds in the wholesale unsecured overnight market; SONIA is administered by the Bank of England. ... 8]. The Commonwealth Bank issued a FRN referencing SONIA on 3 December 2018 and ANZ issued a covered
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-03-19.pdf

The Impact of Unconventional Monetary Policy on the Overnight Interbank Market

19 Dec 2013 Conferences PDF 1219KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-monnet.pdf

Material Developments | Assessment of LCH Limited's SwapClear Service

9 Mar 2023
Market participants are beginning to use alternative rates, such as SOFR (for USD swaps) and SONIA (for GBP swaps). ... In the assessment period, LCH Ltd adjusted the risk-free reference rate on GBP OIS and basis swaps to the new calculation of SONIA by
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/material-developments.html

Appendix A: Literature Review

15 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
loans with the daily SONIA rate.
https://www.rba.gov.au/publications/rdp/2016/2016-11/appendix-a.html
See 1 more results from "RDP 2016-11"

Progress on Benchmark Reform

12 Apr 2019 Speech PDF 191KB
The rapid adoption of SONIA in the bondmarket demonstrates that RFRs can be used in cash products that previously only referenced LIBOR. ... files/markets/benchmarks/term-sonia-reference-rates-consultation-summary-of-responses.pdf?la=en&hash=CFD2AB11A3156
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf