Search: ARRC

Sort by: Relevance Date
1–6 of 6 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

Glossary

22 Jan 2024
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

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.
https://www.rba.gov.au/publications/bulletin/2022/jun/fallbacks-for-bbsw-securities.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

Box A: The Transition Away from LIBOR

8 Apr 2021 FSR – April 2021
S. Dollar LIBOR, March. Available at <https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2021/USD-LIBOR-transition-progress-report-mar-21.pdf> [10].
https://www.rba.gov.au/publications/fsr/2021/apr/box-a-the-transition-away-from-libor.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