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
Cash Rate Target
19 Mar 2024
Statistics
Interest Rate Decisions about the cash rate
https://www.rba.gov.au/statistics/cash-rate/
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
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
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
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
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
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