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RBA Glossary definition for RFRs

RFRs – risk-free rates

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Progress on Benchmark Reform

11 Apr 2019 Speech
Guy Debelle
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

Glossary

22 Jan 2024
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

The End of Libor and the Australian Market

18 Mar 2021 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to ISDA Benchmark Strategies Forum Asia Pacific, Online
https://www.rba.gov.au/speeches/2021/sp-ag-2021-03-18.html

Cash Rate Target

19 Mar 2024 Statistics
Interest Rate Decisions about the cash rate
https://www.rba.gov.au/statistics/cash-rate/

2.2 Operations in Financial Markets

19 Oct 2023 RBA Annual Report – October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html

Progress on Benchmark Reform

12 Apr 2019 Speech PDF 191KB
These forward-looking rates could potentially be constructed from derivativesreferencing the overnight RFRs. ... RFR. While the development of term RFRs is desirable, it is not yet clear that they will be sufficientlyrobust.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf

3/26/2021 The End of Libor and the Australian Market ...

26 Mar 2021 Speech PDF 188KB
Use of the available overnight RFRs compounded in arrears is preferable to the alternative ofusing a forward-looking term or credit-spread adjusted RFR that is not robust. ... You need to moveforward now with the robust overnight RFRs that are currently
https://www.rba.gov.au/speeches/2021/pdf/sp-ag-2021-03-18.pdf

Abbreviations

8 Oct 2023 PSB Annual Report - 2023 PDF 65KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/abbreviations.pdf

Abbreviations

27 Sep 2023 PSB Annual Report – 2023
PSP. Payment service provider. PSRA. Payment Systems (Regulation) Act 1998. RFR.
https://www.rba.gov.au/publications/annual-reports/psb/2023/abbreviations.html

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
as well as in securities and transactions requiring a (near) risk-free reference rate (RFR). ... As the RFR for the Australian dollar, it forms the basis of the fallback to BBSW (calculated as AONIA plus a spread) under International Swaps and
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html