Search: SONIA
RBA Glossary definition for SONIA
SONIA – Sterling Overnight Index Average
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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
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
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
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
The Global Financial Crisis: Causes, Consequences and Countermeasures
15 May 2009
Bulletin
PDF
276KB
Reserve Bank of Australia Bulletin May 2009
https://www.rba.gov.au/publications/bulletin/2009/may/pdf/bu-0509-4.pdf
The Evolving Financial Situation
17 Nov 2009
Bulletin
PDF
225KB
Address by Dr Malcolm Edey, Assistant Governor (Financial System) to Finsia Financial Services Conference 2009, Sydney, 28 October 2009.
https://www.rba.gov.au/publications/bulletin/2009/nov/pdf/bu-1109-5.pdf
Financial System Developments in Australia and Abroad
15 Sep 2009
Bulletin
PDF
229KB
Address by Dr Malcolm Edey, Assistant Governor (Financial System), to Retail Financial Services Forum, Sydney, 19 August 2009.
https://www.rba.gov.au/publications/bulletin/2009/sep/pdf/bu-0909-5.pdf
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
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
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