Search: SOFR
RBA Glossary definition for SOFR
SOFR – the Secured Overnight Financing Rate
Search Results
Progress on Benchmark Reform
11 Apr 2019
Speech
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
Bonds and Benchmarks
19 Mar 2019
Speech
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
Interest Rate Benchmark Reform
15 May 2018
Speech
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
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
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
Progress on Benchmark Reform
12 Apr 2019
Speech
PDF
191KB
It has now been a year since the Fed startedpublishing SOFR (the Secured Overnight Financing Rate), and since the Bank of Englandimplemented reforms to SONIA (Sterling Overnight Index Average). ... The ARRC isaiming for a term rate based on SOFR
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf
Transcript of Question & Answer Session on 13 May 2019
13 May 2019
Speech
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-dg-2019-05-13-q-and-a-transcript.html
Transcript of Question & Answer Session on 18 March 2021
18 Mar 2021
Speech
Transcript of Question & Answer Session, to ISDA Benchmark Strategies Forum Asia Pacific, Online
https://www.rba.gov.au/speeches/2021/sp-ag-2021-03-18-q-and-a-transcript.html
Transcript of Question & Answer Session on 23 October 2019
23 Oct 2019
Speech
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-10-23-q-and-a-transcript.html
Transcript of Question & Answer Session on 20 June 2023
20 Jun 2023
Speech
Transcript of Question & Answer Session , ISDA/AFMA Derivatives Forum, Sydney
https://www.rba.gov.au/speeches/2023/sp-ag-2023-06-20-q-and-a-transcript.html