Search: RFRs
RBA Glossary definition for RFRs
RFRs – risk-free rates
Search Results
Reserve Bank of Australia Annual Report 2021
29 Sep 2022
RBA Annual Report
2021
PDF
6721KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/2021-report.pdf
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
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
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