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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The Financial Crisis through the Lens of Foreign Exchange Swap Markets
8 Jun 2010
Bulletin
PDF
315KB
Reserve Bank of Australia Bulletin June 2010
https://www.rba.gov.au/publications/bulletin/2010/jun/pdf/bu-0610-7.pdf
Appendix A: Data Summary
13 Sep 2019
RDP
2019-09
AUD into JPY. Bloomberg. We assume the JPY leg is. invested in Japanese LIBOR. ... AUD into USD. Bloomberg. We assume the USD leg is. invested in US LIBOR.
https://www.rba.gov.au/publications/rdp/2019/2019-09/appendix-a.html
See 2 more results from "RDP 2019-09"
Recent Trends in Australian Banks' Bond Issuance
10 Mar 2010
Bulletin
– March 2010
Interest rate swaps are often used to hedge semi-annual bond coupon against 3-month LIBOR, since cross-currency swaps are typically benchmarked to 3-month LIBOR.
https://www.rba.gov.au/publications/bulletin/2010/mar/5.html
Fallbacks for BBSW Securities
16 Jun 2022
Bulletin
– June 2022
The bank bill swap rate (BBSW) is an important short-term benchmark interest rate for Australian financial markets across various maturities.
https://www.rba.gov.au/publications/bulletin/2022/jun/fallbacks-for-bbsw-securities.html
Media Releases – 2019
31 Dec 2019
Media releases
issued in 2019
https://www.rba.gov.au/media-releases/2019/
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
Securitisation: Past, Present and Future
30 Nov 2022
Speech
PDF
884KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-so-2022-11-30.pdf
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
franc, euro, British pound and Japanese yen were converted to their risk-free rate equivalents in December ahead of the cessation of these LIBOR rates. ... In April, LCH Ltd began consulting with participants and clients regarding the conversion of
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Australian Banks' Global Bond Funding
10 Aug 2006
Bulletin
– August 2006
Coupon type. Floating rate. Floating rate. Benchmark interest rate. 3-month US$ LIBOR. ... US$ London Interbank Offered Rate (LIBOR), while the other party does the opposite.
https://www.rba.gov.au/publications/bulletin/2006/aug/1.html
Box D: Interbank Reference Rates
9 Aug 2012
SMP
– August 2012
PDF
87KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-d.pdf