Search: SONIA

Sort by: Date Relevance
21–30 of 39 search results for SONIA

RBA Glossary definition for SONIA

SONIA – Sterling Overnight Index Average

Search Results

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

Assessment of LCH Limited’s SwapClear Service

3 Dec 2018 PDF 3061KB
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/pdf/lch-assess-2018-12.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

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

Interest Rate Benchmark Reform

15 May 2018 Speech PDF 191KB
For the British pound, SONIA has been identified as the alternative risk-free rate,and the Bank of England has recently put in place reforms to ensure that it remains a ... Given this reality, it is very important that users of LIBOR are planning
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-2.pdf

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"

Identifying Interbank Loans from Payments Data

6 Dec 2016 RDP PDF 3267KB
Research Discussion Paper. Identifying Interbank Loans from Payments Data. Anthony Brassil, Helen Hughson and Mark McManus. RDP 2016-11. Figures in this publication were generated using Mathematica. The contents of this publication shall not be
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-11.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

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