Search: SOFR

Sort by: Relevance Date
1120 of 46 search results for SOFR

RBA Glossary definition for SOFR

SOFR – the Secured Overnight Financing Rate

Search Results

Payments System Board Annual Report 2020 - Abbreviations

14 Oct 2020 PSB Annual Report 2020 PDF 623KB

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).

Bulletin June Quarter 2023

13 Jun 2023 Bulletin - June 2023 PDF 8388KB

Regulatory Developments

10 Feb 2020 FSR October 2018 PDF 723KB

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).

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

Interest Rate Benchmarks for the Australian Dollar

20 Sep 2018 Bulletin – September 2018
Serena Alim and Ellis Connolly
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities.

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

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

Financial Stability Review October 2018

6 Feb 2020 FSR October 2018 PDF 2096KB