Search: RFRs

Sort by: Relevance Date
5151 of 51 search results for RFRs

RBA Glossary definition for RFRs

RFRs – risk-free rates

Search Results

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