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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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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

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

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

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