Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
Search Results
Abbreviations
21 Oct 2021
PSB Annual Report
- 2021
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf
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
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
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
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
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
Payments System Board Annual Report 2023
11 Oct 2023
PSB Annual Report
- 2023
PDF
2459KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/psb-annual-report-2023.pdf
Developments in the Clearing and Settlement Industry
8 Oct 2023
PSB Annual Report
- 2023
PDF
756KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/developments-in-the-clearing-and-settlement-industry.pdf
Operations in Financial Markets
9 Aug 2023
RBA Annual Report
- 2022
PDF
764KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/operations-in-financial-markets.pdf