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 Financial Cooperation
21 Oct 2021
RBA Annual Report
– 2021
The Official Sector Steering Group, which is progressing reforms of interest rate benchmarks, including coordinating the transition away from the London Inter-Bank Offered Rates (LIBOR) towards alternative interest rate benchmarks ... A key focus of this
https://www.rba.gov.au/publications/annual-reports/rba/2021/international-financial-cooperation.html
G20 Financial Regulatory Reforms and Australia
19 Sep 2013
Bulletin
– September 2013
The global financial crisis prompted a comprehensive international regulatory response, directed through the Group of Twenty (G20). The Reserve Bank and other Council of Financial Regulators (CFR) agencies have been heavily involved in the reform
https://www.rba.gov.au/publications/bulletin/2013/sep/9.html
Developments in the Australian Repo Market
15 Sep 2016
Bulletin
– September 2016
The market for repurchase agreements (repos) – where cash is borrowed and lent using securities as collateral – plays an important role in the implementation of monetary policy and as a source of finance for the bond market. The Reserve Bank has
https://www.rba.gov.au/publications/bulletin/2016/sep/5.html
International Financial Cooperation
12 Apr 2020
RBA Annual Report
– 2020
Official Sector Steering Group, which is progressing reforms of interest rate benchmarks, including coordinating the transition away from the use of London Inter-Bank Offered Rates (LIBOR) by the end of ... A key focus of this group is to ensure
https://www.rba.gov.au/publications/annual-reports/rba/2020/international-financial-cooperation.html
Statement on Monetary Policy
10 Aug 2004
Bulletin
– August 2004
In its first move in the current cycle, the Swiss National Bank raised its target 3-month Libor rate in June, to 0.5 per cent from 0.25 per cent,
https://www.rba.gov.au/publications/bulletin/2004/aug/1.html
Infrastructure Developments in the Market for Commonwealth Government Securities
19 Sep 2013
Bulletin
– September 2013
The market for Commonwealth Government securities (CGS) is a key financial market in Australia because, among other things, it provides a risk-free benchmark for the pricing of a wide range of fixed income securities. This article discusses aspects
https://www.rba.gov.au/publications/bulletin/2013/sep/6.html
International Financial Cooperation
17 Oct 2019
RBA Annual Report
– 2019
Official Sector Steering Group, which is progressing reforms of interest rate benchmarks, including coordinating the transition away from LIBOR (the London Inter-Bank Offered Rate) towards alternative interest rate benchmarks.
https://www.rba.gov.au/publications/annual-reports/rba/2019/international-financial-cooperation.html
An Initial Assessment of the Reserve Bank's Bond Purchase Program
17 Jun 2021
Bulletin
– June 2021
This article provides an initial assessment of the effect of the Reserve Bank's bond purchase program on government bond yields.
https://www.rba.gov.au/publications/bulletin/2021/jun/an-initial-assessment-of-the-reserve-banks-bond-purchase-program.html