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RBA Glossary definition for SOFR

SOFR – the Secured Overnight Financing Rate

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Bulletin June Quarter 2023

29 Sep 2023 Bulletin - June 2023 PDF 7089KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/bulletin-2023-06.pdf

Transcript of Question & Answer Session on 20 June 2023

20 Jun 2023 Speech
Christopher Kent
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

Syndicated Lending

15 Jun 2023 Bulletin – June 2023
Qiang Liu
Syndicated lending involves a group of lenders providing a single loan to one borrower.
https://www.rba.gov.au/publications/bulletin/2023/jun/syndicated-lending.html

Syndicated Lending

13 Jun 2023 Bulletin - June 2023 PDF 1022KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/syndicated-lending.pdf

Glossary

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

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

Material Developments | Assessment of LCH Limited's SwapClear Service-December 2019

9 Mar 2023
Trading activity in products referencing RFRs has been increasing. LCH Ltd, through its SwapClear service, now accepts a range of products for clearing referencing new RFRs, including AONIA, SONIA and SOFR. ... LCH Ltd expects to transition its
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/material-developments.html

Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2020

9 Mar 2023
Overnight Rate Average (SORA) in May 2020, and accepts a range of products for clearing referencing other new RFRs, such as the Secured Overnight Financing Rate (SOFR). ... LCH Ltd also extended its OIS product suite to include the clearing of variable
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/other-material-developments.html

Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2020

9 Mar 2023
SLM. Stress loss margin. SOFR. Secured overnight financing rate. SONIA. Sterling Overnight Index Average.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/abbreviations.html

Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2021

9 Mar 2023
The share of new trading activity in products referencing these risk-free rates has increased over the past year, supported by initiatives such as SOFR First and TONA First, which seek
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/other-material-developments.html