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RBA Glossary definition for RFRs

RFRs – risk-free rates

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2.2 Operations in Financial Markets

19 Oct 2023 RBA Annual Report – October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html

Abbreviations

8 Oct 2023 PSB Annual Report - 2023 PDF 65KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/abbreviations.pdf

Abbreviations

27 Sep 2023 PSB Annual Report – 2023
PSP. Payment service provider. PSRA. Payment Systems (Regulation) Act 1998. RFR.
https://www.rba.gov.au/publications/annual-reports/psb/2023/abbreviations.html

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
as well as in securities and transactions requiring a (near) risk-free reference rate (RFR). ... As the RFR for the Australian dollar, it forms the basis of the fallback to BBSW (calculated as AONIA plus a spread) under International Swaps and
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

Abbreviations

21 Oct 2021 PSB Annual Report – 2021
Reserve Bank of Australia. RFR. Risk-free rate. RITS. Reserve Bank Information and Transfer System.
https://www.rba.gov.au/publications/annual-reports/psb/2021/abbreviations.html

Abbreviations

27 Sep 2022 PSB Annual Report - 2022 PDF 76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf

4. Financial Market Infrastructures

21 Oct 2021 PSB Annual Report – 2021
Markets need to transition to more robust and reliable market-determined interest rate benchmarks, known as alternative risk-free rates (RFRs). ... The transition to RFRs is expected to accelerate as some existing reference rates are discontinued at the
https://www.rba.gov.au/publications/annual-reports/psb/2021/financial-market-infrastructures.html

Developments in the Clearing and Settlement Industry

27 Sep 2023 PSB Annual Report – September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html

Abbreviations

21 Oct 2021 PSB Annual Report - 2021 PDF 76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf

Abbreviations

15 Oct 2020 PSB Annual Report – 2020
RFR. Risk-free rate. RITS. Reserve Bank Information and Transfer System. RPF.
https://www.rba.gov.au/publications/annual-reports/psb/2020/abbreviations.html