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RBA Glossary definition for RFRs

RFRs – risk-free rates

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Progress on Benchmark Reform

12 Apr 2019 Speech PDF 191KB
These forward-looking rates could potentially be constructed from derivativesreferencing the overnight RFRs. ... RFR. While the development of term RFRs is desirable, it is not yet clear that they will be sufficientlyrobust.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf

Abbreviations

8 Oct 2023 PSB Annual Report - 2023 PDF 65KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/abbreviations.pdf

3/26/2021 The End of Libor and the Australian Market ...

26 Mar 2021 Speech PDF 188KB
Use of the available overnight RFRs compounded in arrears is preferable to the alternative ofusing a forward-looking term or credit-spread adjusted RFR that is not robust. ... You need to moveforward now with the robust overnight RFRs that are currently
https://www.rba.gov.au/speeches/2021/pdf/sp-ag-2021-03-18.pdf

8/15/2019 Risks to the Outlook | Speeches ...

15 Aug 2019 PDF 295KB
The transition from LIBOR to alternative risk-free rates (RFRs) is accelerating internationally. ... ISDA found strong support forusing as the fall-back: the compounded RFR with an adjustment for the historical spread betweenthe RFR and LIBOR.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-08-15.pdf

Abbreviations

27 Sep 2022 PSB Annual Report - 2022 PDF 76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf

Abbreviations

21 Oct 2021 PSB Annual Report - 2021 PDF 76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf

The Transition Away from LIBOR

8 Apr 2021 FSR PDF 317KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/box-a-the-transition-away-from-libor.pdf

Payments System Board Annual Report 2020 - Abbreviations

14 Oct 2020 PSB Annual Report 2020 PDF 623KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/abbreviations.pdf

Reserve Bank of Australia Annual Report 2023

16 Oct 2023 RBA Annual Report - 2023 PDF 801KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/operations-in-financial-markets.pdf

Developments in the Clearing and Settlement Industry

8 Oct 2023 PSB Annual Report - 2023 PDF 756KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/developments-in-the-clearing-and-settlement-industry.pdf