Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
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Interest Rate Benchmarks for the Australian Dollar
20 Sep 2018
Bulletin
– September 2018
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities.
https://www.rba.gov.au/publications/bulletin/2018/sep/interest-rate-benchmarks-for-the-australian-dollar.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
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
Abbreviations
21 Oct 2021
PSB Annual Report
- 2021
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf
Interest Rate Benchmarks For The Australian Dollar
19 Sep 2018
Bulletin
- September 2018
PDF
485KB
https://www.rba.gov.au/publications/bulletin/2018/sep/pdf/interest-rate-benchmarks-for-the-australian-dollar.pdf
Payments System Board Annual Report 2020 - Abbreviations
14 Oct 2020
PSB Annual Report
2020
PDF
623KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/abbreviations.pdf
Financial Stability Review
9 Apr 2021
FSR
- April 2021
PDF
1740KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/financial-stability-review-2021-04.pdf
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
801KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/operations-in-financial-markets.pdf
Operations in Financial Markets
21 Oct 2021
RBA Annual Report
– 2021
contracts, 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 the bank bill swap rate (calculated as AONIA plus a spread) under
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html
Bulletin March Quarter 2023
8 Jun 2023
Bulletin
- March 2023
PDF
7038KB
https://www.rba.gov.au/publications/bulletin/2023/mar/pdf/bulletin-2023-03.pdf