Search: ARRC
RBA Glossary definition for ARRC
ARRC – the Alternative Reference Rates Committee, US working group on LIBOR transition
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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
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.
https://www.rba.gov.au/publications/fsr/2018/oct/regulatory-developments.html