Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
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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
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
2 Dec 2019
PDF
1600KB
of alternative risk-free rates (RFRs) being introduced and, in some cases, reforms to existing reference. ... compounded RFR with an adjustment for the historical spread between the IBOR and RFR should a.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/pdf/lch-assess-2019-12.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
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
Interest Rate Benchmarks For The Australian Dollar
19 Sep 2018
Bulletin
- September 2018
PDF
485KB
https://www.rba.gov.au/publications/bulletin/2018/sep/pdf/interest-rate-benchmarks-for-the-australian-dollar.pdf