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 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
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
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
201KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/abbreviations.pdf
Abbreviations
9 Aug 2023
RBA Annual Report
- 2022
PDF
65KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/abbreviations.pdf
Abbreviations
27 Sep 2022
PSB Annual Report
- 2022
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf
Abbreviations
21 Oct 2021
PSB Annual Report
- 2021
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf
Box B: US Dollar Swap Arrangements between Central Banks
4 Dec 2011
SMP
- November 2008
PDF
107KB
https://www.rba.gov.au/publications/smp/2008/nov/pdf/box-b.pdf
4. Regulatory Developments Since March, the economic and financial ...
4 Nov 2020
FSR
PDF
247KB
the earlier stated timeline of no longer sustaining LIBOR beyond the end of 2021 remains in place. ... Including robust fallback provisions in contracts is an important step towards an orderly transition away from LIBOR.
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/04-regulatory-developments.pdf
Reserve Bank of Australia Annual Report 2019 - Abbreviations
14 Oct 2019
RBA Annual Report
2019
PDF
241KB
https://www.rba.gov.au/publications/annual-reports/rba/2019/pdf/abbreviations.pdf
Reserve Bank of Australia Annual Report 2021 - Abbreviations
18 Oct 2021
RBA Annual Report
2021
PDF
35KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/abbreviations.pdf