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RBA Glossary definition for SOFR

SOFR – the Secured Overnight Financing Rate

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Syndicated Lending

15 Jun 2023 Bulletin – June 2023
Qiang Liu
Syndicated lending involves a group of lenders providing a single loan to one borrower.
https://www.rba.gov.au/publications/bulletin/2023/jun/syndicated-lending.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

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

Bulletin June Quarter 2023

29 Sep 2023 Bulletin - June 2023 PDF 7089KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/bulletin-2023-06.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

Transcript of Question & Answer Session on 13 May 2019

13 May 2019 Speech
Guy Debelle
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-dg-2019-05-13-q-and-a-transcript.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 October 2018

6 Feb 2020 FSR October 2018 PDF 2096KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/financial-stability-review-2018-10.pdf