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RBA Glossary definition for SONIA

SONIA – Sterling Overnight Index Average

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Transcript of Question & Answer Session on 23 October 2019

23 Oct 2019 Speech
Christopher Kent
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-10-23-q-and-a-transcript.html

Financial Stability Review - September 2009

23 Sep 2009 FSR - September 2009 PDF 816KB
https://www.rba.gov.au/publications/fsr/2009/sep/pdf/0909.pdf

Financial Stability Review – March 2008

9 Apr 2008 FSR – March 2008 PDF 542KB
https://www.rba.gov.au/publications/fsr/2008/mar/pdf/0308.pdf

Liquidity and Funding Markets

6 Jan 2014 Conferences PDF 4842KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/conf-vol-2013.pdf

Interest Rate Benchmarks for the Australian Dollar

20 Sep 2018 Bulletin – September 2018
Serena Alim and Ellis Connolly
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities.
https://www.rba.gov.au/publications/bulletin/2018/sep/interest-rate-benchmarks-for-the-australian-dollar.html

Interest Rate Benchmarks For The Australian Dollar

19 Sep 2018 Bulletin - September 2018 PDF 485KB
https://www.rba.gov.au/publications/bulletin/2018/sep/pdf/interest-rate-benchmarks-for-the-australian-dollar.pdf

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

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

Financial Stability Review – September 2007

16 Nov 2007 FSR – September 2007 PDF 575KB
https://www.rba.gov.au/publications/fsr/2007/sep/pdf/0907.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