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RBA Glossary definition for SONIA

SONIA – Sterling Overnight Index Average

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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

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

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

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

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

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

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

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

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