Search: LIBOR
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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International and Foreign Exchange Markets
10 May 2008
SMP
– May 2008
The London Interbank Offered Rate (LIBOR) for US dollars continued to rise in April amid concerns that banks were understating their borrowing costs. ... The British Bankers' Association, which compiles the LIBOR, indicated that it would take action
https://www.rba.gov.au/publications/smp/2008/may/intl-fx-mkts.html
International and Foreign Exchange Markets
6 May 2010
SMP
– May 2010
PDF
454KB
https://www.rba.gov.au/publications/smp/2010/may/pdf/intl-fx-mkts.pdf
The International Environment
10 Feb 2020
SMP
- May 2018
PDF
3324KB
https://www.rba.gov.au/publications/smp/2018/may/pdf/01-the-international-environment.pdf
Box B: Recent Developments in Foreign Exchange Markets
7 May 2020
SMP
- May 2020
PDF
485KB
https://www.rba.gov.au/publications/smp/2020/may/pdf/box-b-recent-developments-in-foreign-exchange-markets.pdf
The International Environment
10 May 2018
SMP
– May 2018
Interest rates have risen for US Treasury bills, unsecured borrowing between banks (LIBOR), commercial paper issued by banks and corporations, and borrowings secured by high-quality collateral.
https://www.rba.gov.au/publications/smp/2018/may/the-international-environment.html
Domestic Financial Conditions
7 Aug 2020
SMP
- August 2020
PDF
838KB
https://www.rba.gov.au/publications/smp/2020/aug/pdf/04-domestic-financial-conditions.pdf
International Financial Conditions
8 May 2020
SMP
– May 2020
issued by the same financial entities; this was one factor contributing to the sharp increase in three month US LIBOR rates.
https://www.rba.gov.au/publications/smp/2020/may/international-financial-conditions.html
International and Foreign Exchange Markets
5 Aug 2010
SMP
– August 2010
PDF
560KB
https://www.rba.gov.au/publications/smp/2010/aug/pdf/intl-fx-mkts.pdf
International and Foreign Exchange Markets
10 Aug 2010
SMP
– August 2010
In money markets, spreads between LIBOR and the expected cash rate (a measure of perceived bank risk) widened as European sovereign debt and banking sector concerns escalated in early May ... 19). This was most pronounced for US dollar LIBOR spreads as
https://www.rba.gov.au/publications/smp/2010/aug/intl-fx-mkts.html
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