Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
Search Results
Cash Rate Target
19 Mar 2024
Statistics
Interest Rate Decisions about the cash rate
https://www.rba.gov.au/statistics/cash-rate/
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
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
Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
Developments in Foreign Exchange and Over-the-counter Derivatives Markets
16 Mar 2023
Bulletin
– March 2023
This article discusses the key results from the 2022 Triennial Central Bank Survey of Foreign Exchange and Over-the-counter Derivatives Markets.
https://www.rba.gov.au/publications/bulletin/2023/mar/developments-in-foreign-exchange-and-over-the-counter-derivatives-markets.html
Market Operations Resources – Interest Rate Benchmark Reform in Australia
10 Mar 2023
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities. Reforms have also been undertaken to enhance the robustness of these benchmarks.
https://www.rba.gov.au/mkt-operations/resources/interest-rate-benchmark-reform.html
Material Developments | Assessment of LCH Limited's SwapClear Service-December 2019
9 Mar 2023
This has resulted in the establishment of alternative risk-free rates (RFRs) being introduced and, in some cases, reforms to existing reference rate methodologies such as BBSW in Australia. ... Through its consultations, ISDA has found there to be strong
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/material-developments.html
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
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