Search: SOFR
RBA Glossary definition for SOFR
SOFR – the Secured Overnight Financing Rate
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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
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
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
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
Trends in Payments, Clearing and Settlement Systems
15 Oct 2020
PSB Annual Report
– 2020
Payments System Board Annual Report – 2020 Trends in Payments, Clearing and Settlement Systems. The Payments System Board monitors trends in retail payments, and activity and risk exposures across financial market infrastructures (high-value
https://www.rba.gov.au/publications/annual-reports/psb/2020/trends-in-payments-clearing-and-settlement-systems.html
Transcript of Question & Answer Session on 23 November 2021
23 Nov 2021
Speech
Transcript of Question & Answer Session, Australian Securitisation Forum Virtual Conference 2021, Online
https://www.rba.gov.au/speeches/2021/sp-so-2021-11-23-2-q-and-a-transcript.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
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
Transcript of Question & Answer Session on 15 May 2018
15 May 2018
Speech
Transcript of Question & Answer Session , Keynote at ISDA Forum (appearance via video link), Hong Kong
https://www.rba.gov.au/speeches/2018/sp-dg-2018-05-15-2-q-and-a-transcript.html