Search: SONIA
RBA Glossary definition for SONIA
SONIA – Sterling Overnight Index Average
Search Results
Reserve Bank and Digital Finance CRC Complete CBDC Research Project
23 Aug 2023
Media Releases
The RBA and the DFCRC today released a report on the findings from a research project that explored potential use cases for a CBDC in Australia.
https://www.rba.gov.au/media-releases/2023/mr-23-21.html
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
Material Developments | Assessment of LCH Limited's SwapClear Service-December 2019
9 Mar 2023
Trading activity in products referencing RFRs has been increasing. LCH Ltd, through its SwapClear service, now accepts a range of products for clearing referencing new RFRs, including AONIA, SONIA and SOFR.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/material-developments.html
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
SLM. Stress loss margin. SOFR. Secured overnight financing rate. SONIA. Sterling Overnight Index Average.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/abbreviations.html
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
LCH Ltd also extended its OIS product suite to include the clearing of variable notional OIS (VNOIS) for GBP SONIA, USD SOFR and USD Fed Funds swaps. ... By contrast, trading activity in products referencing established RFRs, such as the Australian
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/other-material-developments.html
Appendix C: Detailed Assessment of LCH Limited's SwapClear Service against the Financial Stability Standards | Assessment of LCH Limited's…
9 Mar 2023
Assessment of LCH Limited's SwapClear Service Appendix C: Detailed Assessment of LCH Limited's SwapClear Service against the Financial Stability Standards. The CCP Standards are made up of 21 headline standards, each of which is accompanied by a
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/appendix-c.html
Research Project Exploring Use Cases for CBDC
2 Mar 2023
Media Releases
The Digital Finance Cooperative Research Centre and the Reserve Bank are announcing the use case proposals, along with their providers, which have been invited to participate in the live pilot, which will take place over the coming months.
https://www.rba.gov.au/media-releases/2023/mr-23-06.html
Transcript of Question & Answer Session on 23 November 2021
23 Nov 2021
Speech
Transcript of Question & Answer Session, Australian Securitisation Forum Virtual Conference 2021, Online
https://www.rba.gov.au/speeches/2021/sp-so-2021-11-23-2-q-and-a-transcript.html
Financial Stability Review
9 Apr 2021
FSR
- April 2021
PDF
1740KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/financial-stability-review-2021-04.pdf