Search: SOFR
RBA Glossary definition for SOFR
SOFR – the Secured Overnight Financing Rate
Search Results
Bulletin June Quarter 2023
29 Sep 2023
Bulletin
- June 2023
PDF
7089KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/bulletin-2023-06.pdf
Syndicated Lending
13 Jun 2023
Bulletin
- June 2023
PDF
1022KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/syndicated-lending.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
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
Assessment of LCH Limited’s SwapClear Service - December 2021
25 Nov 2021
PDF
1306KB
year, supported by initiatives such as SOFR First and TONA First, which seek to prioritise interdealer. ... 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/pdf/lch-assess-2021-12.pdf
Financial Stability Review
9 Apr 2021
FSR
- April 2021
PDF
1740KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/financial-stability-review-2021-04.pdf
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
Assessment of LCH Limited’s SwapClear Service
29 Nov 2020
PDF
1663KB
Overnight Financing Rate (SOFR). Additionally, LCH Ltd transitioned its discounting and calculation of. ... clearing of variable notional OIS (VNOIS) for GBP SONIA, USD SOFR and USD Fed Funds swaps.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/pdf/lch-assess-2020-12.pdf
Payments System Board Annual Report 2020 - Abbreviations
14 Oct 2020
PSB Annual Report
2020
PDF
623KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/abbreviations.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