Search: SOFR
RBA Glossary definition for SOFR
SOFR – the Secured Overnight Financing Rate
Search Results
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
https://www.rba.gov.au/publications/fsr/2018/oct/regulatory-developments.html
Interest Rate Benchmarks for the Australian Dollar
20 Sep 2018
Bulletin
– September 2018
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities.
https://www.rba.gov.au/publications/bulletin/2018/sep/interest-rate-benchmarks-for-the-australian-dollar.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
Interest Rate Benchmark Reform
15 May 2018
Speech
Speech delivered by Guy Debelle, Deputy Governor, at ISDA Forum (Appearance via video link), Hong Kong
https://www.rba.gov.au/speeches/2018/sp-dg-2018-05-15-2.html
Interest Rate Benchmark Reform
15 May 2018
Speech
PDF
191KB
This will take some time, particularlyfor the US dollar, where SOFR only recently started being published. ... Nevertheless, progress is beingmade, with the first futures contracts referencing SOFR recently being launched.
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-2.pdf
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