Search: SOFR

Sort by: Relevance Date
1–10 of 10 search results for SOFR

RBA Glossary definition for SOFR

SOFR – the Secured Overnight Financing Rate

Search Results

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

The International Environment

6 Feb 2020 SMP - February 2020 PDF 952KB
https://www.rba.gov.au/publications/smp/2020/feb/pdf/01-the-international-environment.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

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

Statement on Monetary Policy

7 Feb 2020 SMP - February 2020 PDF 5149KB
https://www.rba.gov.au/publications/smp/2020/feb/pdf/statement-on-monetary-policy-2020-02.pdf

Statement on Monetary Policy

7 Nov 2019 SMP - November 2019 PDF 4647KB
https://www.rba.gov.au/publications/smp/2019/nov/pdf/statement-on-monetary-policy-2019-11.pdf