Search: SONIA
RBA Glossary definition for SONIA
SONIA – Sterling Overnight Index Average
Search Results
Box A: The Transition Away from LIBOR
8 Apr 2021
FSR
– April 2021
Sterling. Sterling overnight index average (SONIA). Swiss franc. Swiss average rate overnight (SARON).
https://www.rba.gov.au/publications/fsr/2021/apr/box-a-the-transition-away-from-libor.html
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
Assessment of LCH Limited’s SwapClear Service
29 Nov 2020
PDF
1663KB
Average (AONIA) and the Sterling Overnight Index Average (SONIA), are large and regularly exceed 50 per cent of the total notional value of trades registered in their respective currencies. ... clearing of variable notional OIS (VNOIS) for GBP SONIA, USD
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/pdf/lch-assess-2020-12.pdf
Household Leverage and the Recession
19 Dec 2019
Research Workshop
PDF
1138KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-jones.pdf
Assessment of LCH Limited’s SwapClear Service
2 Dec 2019
PDF
1600KB
LCH Ltd, through its SwapClear. service, now accepts a range of products for clearing referencing new RFRs, including AONIA, SONIA.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/pdf/lch-assess-2019-12.pdf
Transcript of Question & Answer Session on 23 October 2019
23 Oct 2019
Speech
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-10-23-q-and-a-transcript.html
Transcript of Question & Answer Session on 13 May 2019
13 May 2019
Speech
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-dg-2019-05-13-q-and-a-transcript.html
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
Progress on Benchmark Reform
11 Apr 2019
Speech
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
Bonds and Benchmarks
19 Mar 2019
Speech
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