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RBA Glossary definition for ARRC

ARRC – the Alternative Reference Rates Committee, US working group on LIBOR transition

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2 May 2023
A glossary of terms used on the RBA website

Progress on Benchmark Reform

11 Apr 2019 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at ISDA's 34th Annual General Meeting,

Progress on Benchmark Reform

12 Apr 2019 Speech PDF 191KB
The ARRC isaiming for a term rate based on SOFR derivatives to be developed by end 2021, once there issufficient liquidity to produce a robust rate. ... Tosupport this, the ARRC has run a series of consultations to establish consistent robust fall-backs

Fallbacks for BBSW Securities

26 Sep 2022 Bulletin - June 2022 PDF 578KB

Fallbacks for BBSW Securities

16 Jun 2022 Bulletin – June 2022
Duke Cole and Lara Pendle
The bank bill swap rate (BBSW) is an important short-term benchmark interest rate for Australian financial markets across various maturities.

Regulatory Developments

10 Feb 2020 FSR October 2018 PDF 723KB

Regulatory Developments

20 Oct 2018 FSR – October 2018
To facilitate its adoption by market participants, the ARRC released guiding principles in July for referencing SOFR. ... Footnotes. The ARRC is a public-private body convened by the US Federal Reserve.

Box A: The Transition Away from LIBOR

8 Apr 2021 FSR – April 2021
S. Dollar LIBOR, March. Available at <> [10].

Bulletin June Quarter 2022

26 Sep 2022 Bulletin - June 2022 PDF 9310KB

Transcript of Question & Answer Session on 13 May 2019

13 May 2019 Speech
Guy Debelle
Transcript of Question & Answer Session , Sydney