Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
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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
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
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