Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
Search Results
Progress on Benchmark Reform
11 Apr 2019
Speech
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
Cash Rate Target
19 Mar 2024
Statistics
Interest Rate Decisions about the cash rate
https://www.rba.gov.au/statistics/cash-rate/
The End of Libor and the Australian Market
18 Mar 2021
Speech
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
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
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
Risks to the Outlook
15 Aug 2019
Speech
Speech delivered by Guy Debelle, Deputy Governor, at the 14th Annual Risk Australia Conference, Sydney
https://www.rba.gov.au/speeches/2019/sp-dg-2019-08-15.html
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