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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Boxes
9 Apr 2021
FSR
– 2021
A number of Boxes on topics of special interest are published in the Financial Stabiilty Review. These boxes can be read as stand-alone documents or within the relevant Financial Stability Review.
https://www.rba.gov.au/publications/fsr/2021/boxes.html
Speeches – 2019
31 Dec 2019
Speeches by senior staff of the Reserve Bank
https://www.rba.gov.au/speeches/2019/
Securitisation: Past, Present and Future
30 Nov 2022
Speech
Speech delivered by Jonathan Kearns, Head of Domestic Markets, to the Australian Securitisation Conference, Sydney
https://www.rba.gov.au/speeches/2022/sp-so-2022-11-30.html
Media Releases – 2021
2 Feb 2021
Media releases
issued in 2021
https://www.rba.gov.au/media-releases/2021/
Media Releases – 2020
31 Dec 2020
Media releases
issued in 2020
https://www.rba.gov.au/media-releases/2020/
5.5 Abbreviations
19 Oct 2023
RBA Annual Report
– 2023
LGBTI. lesbian, gay, bisexual, transgender and intersex. LIBOR. London Inter-Bank Offered Rate.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.html
The Financial Crisis through the Lens of Foreign Exchange Swap Markets
10 Jun 2010
Bulletin
– June 2010
Anecdotal reports suggest that the actual cost of US dollar funding exceeded LIBOR. ... One reason is that LIBOR is based on indicative (rather than contractual) borrowing rates.
https://www.rba.gov.au/publications/bulletin/2010/jun/7.html
Robust Fallbacks Required for BBSW Securities
13 Sep 2021
Media Releases
From 1 December 2022, robust fallbacks will be required for securities that reference BBSW to be eligible as collateral in the Reserve Bank's market operations.
https://www.rba.gov.au/media-releases/2021/mr-21-20.html
2023
14 Dec 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/
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
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