Search: ARRC

Sort by: Relevance Date
13 of 3 search results for ARRC

RBA Glossary definition for ARRC

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

Search Results

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

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

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