Search: SOFR
RBA Glossary definition for SOFR
SOFR – the Secured Overnight Financing Rate
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Assessment of LCH Limited’s SwapClear Service
2 Dec 2019
PDF
1600KB
and SOFR. LCH Ltd began clearing STR swaps in October 2019. ... EUR and USD to STR and SOFR in June and October 2020, respectively.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/pdf/lch-assess-2019-12.pdf
The International Environment
7 Nov 2019
SMP
- November 2019
PDF
979KB
https://www.rba.gov.au/publications/smp/2019/nov/pdf/01-the-international-environment.pdf
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
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 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
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
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
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
Assessment of LCH Limited’s SwapClear Service
3 Dec 2018
PDF
3061KB
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/pdf/lch-assess-2018-12.pdf