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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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Appendix A: Data Summary

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
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
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Appendix A: Data

31 Dec 2003 RDP 2003-05
Jonathan Coppel and Ellis Connolly
Federal Reserve. Eurodollar: ED1–ED8. UK. Base rates: Bank of England. LIBOR: LDNIB1M. ... LIBOR: LDNIB3M. LIBOR: L1–L8. Germany/ECB. Repo rate: ECB. (h). FIBOR:. (g).
https://www.rba.gov.au/publications/rdp/2003/2003-05/appendix-a.html

Appendix A: Data Description and Sources

31 Dec 2005 RDP 2005-02
Jonathan Kearns and Phil Manners
1-month wholesale bill (RBNZ). 1-month LIBOR (Datastream: LDNIB1M). 3-month interest rate. ... 3-month LIBOR (Datastream: LDNIB3M). Futures. Contracts. 90-day bank bills (Bloomberg: IR1 comdty).
https://www.rba.gov.au/publications/rdp/2005/2005-02/appendix-a.html

Box D: Interbank Reference Rates

10 Aug 2012 SMP – August 2012
These rates, which extend to 12-month maturities, are known as London Interbank Offered Rates (LIBOR). ... Only a small number of financial contracts are referenced to Australian dollar LIBOR.
https://www.rba.gov.au/publications/smp/2012/aug/box-d.html

Box B: US Dollar Swap Arrangements between Central Banks

10 Nov 2008 SMP – November 2008
In particular, offshore US dollar rates implied by euro-US dollar swaps fell rapidly, and term LIBOR rates began to fall, following the introduction of fixed-rate auctions for unlimited amounts.
https://www.rba.gov.au/publications/smp/2008/nov/box-b.html

Box B: An International Comparison of Pass-through of Policy Rate Changes to Housing Loan Rates

10 Feb 2009 SMP – February 2009
Variable borrowing rates have only fallen by 40 basis points since August 2007, partly because many of these loans are benchmarked to US dollar LIBOR or the various Cost of Funds
https://www.rba.gov.au/publications/smp/2009/feb/box-b.html

Introduction

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
Footnote. The TED spread is between the 3-month LIBOR based on USD and the 3-month US Treasury bill rate.
https://www.rba.gov.au/publications/rdp/2021/2021-01/introduction.html
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Hedging Instruments

31 Dec 2006 RDP 2006-09
Chris Becker and Daniel Fabbro
Figure 3: Hedging with a Cross-currency Interest Rate Swap. Note: Bank bill swap rate (BBSW), London interbank offer rate (LIBOR). ... The bank makes and receives foreign currency interest payments at the London interbank offer rate (LIBOR), and makes
https://www.rba.gov.au/publications/rdp/2006/2006-09/hedging-instruments.html

List of graphs

10 Nov 2007 SMP – November 2007
Graph 18: LIBOR Spread to OIS.
https://www.rba.gov.au/publications/smp/2007/nov/graphs.html

List of graphs

10 May 2009 SMP – May 2009
Graph 21: 3-month LIBOR to Swap Spreads.
https://www.rba.gov.au/publications/smp/2009/may/graphs.html