Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
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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
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
Abbreviations
28 Sep 2022
PSB Annual Report
– 2022
Reserve Bank of Australia. RFR. Risk-free rate. RITS. Reserve Bank Information and Transfer System.
https://www.rba.gov.au/publications/annual-reports/psb/2022/abbreviations.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
4. Financial Market Infrastructures
21 Oct 2021
PSB Annual Report
– 2021
Markets need to transition to more robust and reliable market-determined interest rate benchmarks, known as alternative risk-free rates (RFRs). ... The transition to RFRs is expected to accelerate as some existing reference rates are discontinued at the
https://www.rba.gov.au/publications/annual-reports/psb/2021/financial-market-infrastructures.html
Operations in Financial Markets
21 Oct 2021
RBA Annual Report
– 2021
contracts, 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 the bank bill swap rate (calculated as AONIA plus a spread) under
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html
Abbreviations
15 Oct 2020
PSB Annual Report
– 2020
RFR. Risk-free rate. RITS. Reserve Bank Information and Transfer System. RPF.
https://www.rba.gov.au/publications/annual-reports/psb/2020/abbreviations.html
Trends in Payments, Clearing and Settlement Systems
15 Oct 2020
PSB Annual Report
– 2020
Payments System Board Annual Report – 2020 Trends in Payments, Clearing and Settlement Systems. The Payments System Board monitors trends in retail payments, and activity and risk exposures across financial market infrastructures (high-value
https://www.rba.gov.au/publications/annual-reports/psb/2020/trends-in-payments-clearing-and-settlement-systems.html