Search: SOFR
RBA Glossary definition for SOFR
SOFR – the Secured Overnight Financing Rate
Search Results
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
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
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
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
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
Payments System Board Annual Report 2020
14 Oct 2020
PSB Annual Report
2020
PDF
7381KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/2020-psb-annual-report.pdf
Payments System Board Annual Report 2022
27 Sep 2022
PSB Annual Report
- 2022
PDF
2830KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/psb-annual-report-2022.pdf
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
Interest Rate Benchmarks For The Australian Dollar
19 Sep 2018
Bulletin
- September 2018
PDF
485KB
https://www.rba.gov.au/publications/bulletin/2018/sep/pdf/interest-rate-benchmarks-for-the-australian-dollar.pdf
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