Search: SOFR
RBA Glossary definition for SOFR
SOFR – the Secured Overnight Financing Rate
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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
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
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
In April, LCH Ltd began consulting with participants and clients regarding the conversion of outstanding US dollar LIBOR contracts to the secured overnight financing rate (SOFR).
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Regulatory Developments
20 Oct 2018
FSR
– October 2018
One of these, the secured overnight financing rate (SOFR), was recommended by the Alternative Reference Rates Committee (ARRC) as the alternative to USD LIBOR. ... To facilitate its adoption by market participants, the ARRC released guiding principles in
https://www.rba.gov.au/publications/fsr/2018/oct/regulatory-developments.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
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
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
Financial Stability Review October 2018
6 Feb 2020
FSR
October 2018
PDF
2096KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/financial-stability-review-2018-10.pdf
Financial Market Infrastructures
27 Sep 2022
PSB Annual Report
- 2022
PDF
858KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/financial-market-infrastructures.pdf
The International Environment
7 Nov 2019
SMP
- November 2019
PDF
979KB
https://www.rba.gov.au/publications/smp/2019/nov/pdf/01-the-international-environment.pdf