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RBA Glossary definition for SOFR

SOFR – the Secured Overnight Financing Rate

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Glossary

2 May 2023
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

Progress on Benchmark Reform

11 Apr 2019 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at ISDA's 34th Annual General Meeting,
https://www.rba.gov.au/speeches/2019/sp-dg-2019-04-11.html

Interest Rate Benchmark Reform

15 May 2018 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at ISDA Forum (Appearance via video link), Hong Kong
https://www.rba.gov.au/speeches/2018/sp-dg-2018-05-15-2.html

Bonds and Benchmarks

19 Mar 2019 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the KangaNews DCM Summit, Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.html

Material Developments | Assessment of LCH Limited's SwapClear Service

9 Mar 2023
Market participants are beginning to use alternative rates, such as SOFR (for USD swaps) and SONIA (for GBP swaps). ... LCH Ltd now accepts USD SOFR basis swaps and OIS for clearing (see 2.3.4).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/material-developments.html

3/19/2019 Bonds and Benchmarks | Speeches https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.html ...

19 Mar 2019 PDF 493KB
To replace LIBOR, regulators have worked closely with industry participants to develop alternativerisk-free rates, such as the Secured Overnight Financing Rate (SOFR) for the US dollar and theSterling Overnight Interbank ... Available
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-03-19.pdf

Interest Rate Benchmark Reform

15 May 2018 Speech PDF 191KB
This will take some time, particularlyfor the US dollar, where SOFR only recently started being published. ... Nevertheless, progress is beingmade, with the first futures contracts referencing SOFR recently being launched.
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-2.pdf

Abbreviations

15 Oct 2020 PSB Annual Report – 2020
SIPS. Systemically important payment system. SOFR. Secured overnight financing rate. SSF.
https://www.rba.gov.au/publications/annual-reports/psb/2020/abbreviations.html

Box A: The Transition Away from LIBOR

8 Apr 2021 FSR – April 2021
Currency. Alternative rate. Table A1: Alternative Reference Rates replacing LIBOR. US dollar. Secured overnight financing rate (SOFR).
https://www.rba.gov.au/publications/fsr/2021/apr/box-a-the-transition-away-from-libor.html

Regulatory Developments

10 Feb 2020 FSR October 2018 PDF 723KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/04-regulatory-developments.pdf