Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
Search Results
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
Abbreviations
21 Oct 2021
PSB Annual Report
- 2021
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf
Financial Market Infrastructures
21 Oct 2021
PSB Annual Report
- 2021
PDF
713KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/financial-market-infrastructures.pdf
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
Payments System Board Annual Report 2021
21 Oct 2021
PSB Annual Report
- 2021
PDF
1811KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/psb-annual-report-2021.pdf
Financial Stability Review
9 Apr 2021
FSR
- April 2021
PDF
1740KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/financial-stability-review-2021-04.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
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
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
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