Search: RFRs

Sort by: Date Relevance
21–30 of 51 search results for RFRs

RBA Glossary definition for RFRs

RFRs – risk-free rates

Search Results

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

Cash Rate Methodology – Overview | Market Operations Resources

26 Oct 2021
Overview of the methodology of the cash rate, the Reserve Bank Board's operational target for monetary policy.
https://www.rba.gov.au/mkt-operations/resources/cash-rate-methodology/overview.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

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

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 Market Infrastructures

21 Oct 2021 PSB Annual Report - 2021 PDF 713KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/financial-market-infrastructures.pdf