Search: RFRs

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RBA Glossary definition for RFRs

RFRs – risk-free rates

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Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2019

9 Mar 2023
PFMI. Principles for Financial Market Infrastructures. PPS. Protected Payments System. RFR.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/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

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

Cash Rate Methodology – Overview | Market Operations Resources

26 Oct 2021
Overview of the methodology of the cash rate, the Reserve Bank Board's operational target for monetary policy.
https://www.rba.gov.au/mkt-operations/resources/cash-rate-methodology/overview.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

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

The End of Libor and the Australian Market

18 Mar 2021 Speech
Christopher Kent
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

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