Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
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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
Reserve Bank of Australia Annual Report 2021 - Operations in Financial Markets
21 Oct 2021
RBA Annual Report
2021
PDF
658KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/operations-in-financial-markets.pdf
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
Payments System Board Annual Report 2022
27 Sep 2022
PSB Annual Report
- 2022
PDF
2830KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/psb-annual-report-2022.pdf
Payments System Board Annual Report 2020
14 Oct 2020
PSB Annual Report
2020
PDF
7381KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/2020-psb-annual-report.pdf
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
Payments System Board Annual Report 2020 - Trends in Payments, Clearing and Settlement Systems
14 Oct 2020
PSB Annual Report
2020
PDF
2471KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/trends-in-payments-clearing-and-settlement-systems.pdf
Assessment of LCH Limited’s SwapClear Service
29 Nov 2020
PDF
1663KB
offered rates (IBORs). This has involved the establishment of alternative risk-free rates (RFRs) and, in. ... through its work to increase its offering of products referencing RFRs, to switch to discounting in RFRs,.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/pdf/lch-assess-2020-12.pdf
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
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