Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
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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