Search: ARRC
RBA Glossary definition for ARRC
ARRC – the Alternative Reference Rates Committee, US working group on LIBOR transition
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Transcript of Question & Answer Session on 13 May 2019
13 May 2019
Speech
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-dg-2019-05-13-q-and-a-transcript.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
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