Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
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Payments System Board Annual Report 2021
21 Oct 2021
PSB Annual Report
- 2021
PDF
1811KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/psb-annual-report-2021.pdf
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
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
Reserve Bank of Australia Annual Report 2023
8 Feb 2024
RBA Annual Report
- 2023
PDF
9570KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/rba-annual-report-2023.pdf
Payments System Board Annual Report 2020
14 Oct 2020
PSB Annual Report
2020
PDF
7381KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/2020-psb-annual-report.pdf
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
PPS. Protected Payments System. RFR. Risk-free rate. RTTR. Real-time trade registration.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/abbreviations.html
Trends in Payments, Clearing and Settlement Systems
15 Oct 2020
PSB Annual Report
– 2020
Payments System Board Annual Report – 2020 Trends in Payments, Clearing and Settlement Systems. The Payments System Board monitors trends in retail payments, and activity and risk exposures across financial market infrastructures (high-value
https://www.rba.gov.au/publications/annual-reports/psb/2020/trends-in-payments-clearing-and-settlement-systems.html
Payments System Board Annual Report 2020 - Trends in Payments, Clearing and Settlement Systems
14 Oct 2020
PSB Annual Report
2020
PDF
2471KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/trends-in-payments-clearing-and-settlement-systems.pdf
Assessment of LCH Limited’s SwapClear Service
29 Nov 2020
PDF
1663KB
offered rates (IBORs). This has involved the establishment of alternative risk-free rates (RFRs) and, in. ... through its work to increase its offering of products referencing RFRs, to switch to discounting in RFRs,.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/pdf/lch-assess-2020-12.pdf
Assessment of LCH Limited’s SwapClear Service
2 Dec 2019
PDF
1600KB
of alternative risk-free rates (RFRs) being introduced and, in some cases, reforms to existing reference. ... compounded RFR with an adjustment for the historical spread between the IBOR and RFR should a.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/pdf/lch-assess-2019-12.pdf