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RBA Glossary definition for LIBOR

LIBOR – The London Inter-Bank Offered Rate (LIBOR) is a reference rate based on the interest rates at which banks offer to transact with each other on an unsecured basis in the London market. The LIBOR reflects quotes by a panel of banks for maturities of up to 12 months for the euro, Japanese yen, Swiss franc, UK Pound sterling, and the US dollar. The reference rates are set at 11.00 am London time.

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List of graphs

10 Sep 2009 FSR – September 2009
Graph 9: 3-month LIBOR.
https://www.rba.gov.au/publications/fsr/2009/sep/graphs.html

Bulletin June Quarter 2022

26 Sep 2022 Bulletin - June 2022 PDF 9310KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/bulletin-2022-06.pdf

List of graphs

10 Mar 2008 FSR – March 2008
Graph 2: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/fsr/2008/mar/graphs.html

The Global Financial Environment

18 Nov 2022 FSR - October 2021 PDF 913KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/01-global-financial-environment.pdf

OTC Derivatives Reforms and the Australian Cross-currency Swap Market

24 Jun 2013 Bulletin – June 2013
Ivailo Arsov, Greg Moran, Ben Shanahan and Karl Stacey
Reforms to improve the management of counterparty credit risk in over-the-counter (OTC) derivatives markets are underway globally. A key pillar of the reforms is the migration of these markets to central counterparties (CCPs), while higher capital
https://www.rba.gov.au/publications/bulletin/2013/jun/7.html

List of graphs

10 Sep 2007 FSR – September 2007
Graph 6: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/fsr/2007/sep/graphs.html

Regulatory Developments

20 Oct 2018 FSR – October 2018
The development and adoption of new benchmarks has become more important given questions about the sustainability of the London Interbank Offered Rate (LIBOR). ... LIBOR is the key benchmark interest rate for several major currencies, but there are too
https://www.rba.gov.au/publications/fsr/2018/oct/regulatory-developments.html

List of graphs

10 Mar 2009 FSR – March 2009
Graph 12: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/fsr/2009/mar/graphs.html

Regulatory Developments

3 Oct 2019 FSR - October 2019 PDF 337KB
https://www.rba.gov.au/publications/fsr/2019/oct/pdf/04-regulatory-developments.pdf

The Impact of the Capital Market Turbulence on Banks’ Funding Costs

18 Jun 2009 Bulletin PDF 349KB
Reserve Bank of Australia Bulletin June 2009
https://www.rba.gov.au/publications/bulletin/2009/jun/pdf/bu-0609-1.pdf