Search: SOFR
RBA Glossary definition for SOFR
SOFR – the Secured Overnight Financing Rate
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Payments System Board Annual Report 2020 - Trends in Payments, Clearing and Settlement Systems
14 Oct 2020
PSB Annual Report
2020
PDF
2471KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/trends-in-payments-clearing-and-settlement-systems.pdf
Regulatory Developments
10 Feb 2020
FSR
October 2018
PDF
723KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/04-regulatory-developments.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
The International Environment
6 Feb 2020
SMP
- February 2020
PDF
952KB
https://www.rba.gov.au/publications/smp/2020/feb/pdf/01-the-international-environment.pdf
Financial Stability Review October 2018
6 Feb 2020
FSR
October 2018
PDF
2096KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/financial-stability-review-2018-10.pdf
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
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
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