Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
Search Results
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
Market Operations Resources – Interest Rate Benchmark Reform in Australia
10 Mar 2023
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities. Reforms have also been undertaken to enhance the robustness of these benchmarks.
https://www.rba.gov.au/mkt-operations/resources/interest-rate-benchmark-reform.html
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
Domestic Market Operations and Liquidity Facilities
21 Sep 2020
The cash rate is the (near) risk-free benchmark rate (RFR) for the Australian dollar.
https://www.rba.gov.au/mkt-operations/domestic-market-ops-and-standing-facilities.html
Material Developments | Assessment of LCH Limited's SwapClear Service-December 2019
9 Mar 2023
This has resulted in the establishment of alternative risk-free rates (RFRs) being introduced and, in some cases, reforms to existing reference rate methodologies such as BBSW in Australia. ... Through its consultations, ISDA has found there to be strong
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/material-developments.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
Developments in Foreign Exchange and Over-the-counter Derivatives Markets
16 Mar 2023
Bulletin
– March 2023
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
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
day processing of newly-registered RFR swaps is computationally more intensive than for IBOR swaps. ... Trading activity in products referencing new RFRs has continued to increase, but remains low as a share of total OTC IRD registered in most currencies.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/other-material-developments.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