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11–20 of 46 search results for SOFR

RBA Glossary definition for SOFR

SOFR – the Secured Overnight Financing Rate

Progress on Benchmark Reform

12 Apr 2019 Speech PDF 191KB

It has now been a year since the Fed startedpublishing SOFR (the Secured Overnight Financing Rate), and since the Bank of Englandimplemented reforms to SONIA (Sterling Overnight Index Average). ... The ARRC isaiming for a term rate based on SOFR

https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf

Financial Market Infrastructures

28 Sep 2022 PSB Annual Report – September 2022

In April, LCH Ltd began consulting with participants and clients regarding the conversion of outstanding US dollar LIBOR contracts to the secured overnight financing rate (SOFR).

https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html

Regulatory Developments

20 Oct 2018 FSR – October 2018

One of these, the secured overnight financing rate (SOFR), was recommended by the Alternative Reference Rates Committee (ARRC) as the alternative to USD LIBOR. ... To facilitate its adoption by market participants, the ARRC released guiding principles in

https://www.rba.gov.au/publications/fsr/2018/oct/regulatory-developments.html

Regulatory Developments

10 Feb 2020 FSR October 2018 PDF 723KB

https://www.rba.gov.au/publications/fsr/2018/oct/pdf/04-regulatory-developments.pdf

Box A: The Transition Away from LIBOR

8 Apr 2021 FSR – April 2021

Currency. Alternative rate. Table A1: Alternative Reference Rates replacing LIBOR. US dollar. Secured overnight financing rate (SOFR).

https://www.rba.gov.au/publications/fsr/2021/apr/box-a-the-transition-away-from-libor.html

Material Developments | Assessment of LCH Limited's SwapClear Service

9 Mar 2023

Market participants are beginning to use alternative rates, such as SOFR (for USD swaps) and SONIA (for GBP swaps). ... LCH Ltd now accepts USD SOFR basis swaps and OIS for clearing (see 2.3.4).

https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/material-developments.html