Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
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Progress on Benchmark Reform
11 Apr 2019
Speech
Speech delivered by Guy Debelle, Deputy Governor, at ISDA's 34th Annual General Meeting,
https://www.rba.gov.au/speeches/2019/sp-dg-2019-04-11.html
The End of Libor and the Australian Market
18 Mar 2021
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to ISDA Benchmark Strategies Forum Asia Pacific, Online
https://www.rba.gov.au/speeches/2021/sp-ag-2021-03-18.html
Cash Rate Target
19 Mar 2024
Statistics
Interest Rate Decisions about the cash rate
https://www.rba.gov.au/statistics/cash-rate/
Abbreviations
27 Sep 2023
PSB Annual Report
– 2023
PSP. Payment service provider. PSRA. Payment Systems (Regulation) Act 1998. RFR.
https://www.rba.gov.au/publications/annual-reports/psb/2023/abbreviations.html
2.2 Operations in Financial Markets
19 Oct 2023
RBA Annual Report
– October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html
Operations in Financial Markets
27 Oct 2022
RBA Annual Report
– October 2022
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 BBSW (calculated as AONIA plus a spread) under International Swaps and
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html
Risks to the Outlook
15 Aug 2019
Speech
Speech delivered by Guy Debelle, Deputy Governor, at the 14th Annual Risk Australia Conference, Sydney
https://www.rba.gov.au/speeches/2019/sp-dg-2019-08-15.html
Box A: The Transition Away from LIBOR
8 Apr 2021
FSR
– April 2021
National bodies have identified (nearly) ‘risk-free rates’ (RFRs) to replace LIBOR in the 5 major currencies (Table A.1). ... needed to prepare for the use of alternative RFRs for LIBOR-linked exposures that extend beyond 2021.
https://www.rba.gov.au/publications/fsr/2021/apr/box-a-the-transition-away-from-libor.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