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RBA Glossary definition for RFRs

RFRs – risk-free rates

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Developments in Foreign Exchange and Over-the-counter Derivatives Markets

16 Mar 2023 Bulletin – March 2023
Cameron Armour and Jack Beardsley
This article discusses the key results from the 2022 Triennial Central Bank Survey of Foreign Exchange and Over-the-counter Derivatives Markets.
https://www.rba.gov.au/publications/bulletin/2023/mar/developments-in-foreign-exchange-and-over-the-counter-derivatives-markets.html

Developments in Foreign Exchange and Over-the-counter Derivatives Markets

15 Mar 2023 Bulletin - March 2023 PDF 1143KB
https://www.rba.gov.au/publications/bulletin/2023/mar/pdf/developments-in-foreign-exchange-and-over-the-counter-derivatives-markets.pdf

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

Reserve Bank of Australia Annual Report 2021

29 Sep 2022 RBA Annual Report 2021 PDF 6721KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/2021-report.pdf

Abbreviations

28 Sep 2022 PSB Annual Report – 2022
Reserve Bank of Australia. RFR. Risk-free rate. RITS. Reserve Bank Information and Transfer System.
https://www.rba.gov.au/publications/annual-reports/psb/2022/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

Payments System Board Annual Report 2022

27 Sep 2022 PSB Annual Report - 2022 PDF 2830KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/psb-annual-report-2022.pdf

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

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

Abbreviations

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