Australia a prime candidate for a term RFR – IHS Markit exec

With its liquid futures and OIS markets, the country could be a term rate leader

Aussie-dollars

Certain elements of Australia’s derivatives market could see it become an early adopter of a term risk-free rate (RFR), ahead of the US and Europe, according to a senior data vendor executive.

“The Australian market has some features that lend themselves very well to the development of a term risk-free rate. It has a long-standing risk-free rate in terms of Aonia; it has a deep overnight indexed swap market in terms of liquidity; and it’s obviously got an established futures market,” said Ross

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: