Search: SOFR
RBA Glossary definition for SOFR
SOFR – the Secured Overnight Financing Rate
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Transcript of Question & Answer Session on 20 June 2023
20 Jun 2023
Speech
Transcript of Question & Answer Session , ISDA/AFMA Derivatives Forum, Sydney
https://www.rba.gov.au/speeches/2023/sp-ag-2023-06-20-q-and-a-transcript.html
Syndicated Lending
15 Jun 2023
Bulletin
– June 2023
Syndicated lending involves a group of lenders providing a single loan to one borrower.
https://www.rba.gov.au/publications/bulletin/2023/jun/syndicated-lending.html
Material Developments | Assessment of LCH Limited's SwapClear Service
9 Mar 2023
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/material-developments.html
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 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
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
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
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
PPS. Protected Payments System. SOFR. Secured Overnight Financing Rate. SORA. Singapore Overnight Rate Average.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/abbreviations.html
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).
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html