Search: LIBOR

Sort by: Relevance Date
41–50 of 322 search results for 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.

Search Results

Abbreviations

9 Aug 2023 RBA Annual Report - 2022 PDF 65KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/abbreviations.pdf

Recent Developments in the Australian Bond Market

16 Mar 2008 Bulletin PDF 75KB
Address by Dr Guy Debelle, Assistant Governor (Financial Markets), to the Westpac/KangaNews Speec-meeting Summit: Kangaroos & Kauris, Sydney, 5 March 2008
https://www.rba.gov.au/publications/bulletin/2008/mar/pdf/bu-0308-2.pdf

The Unfolding Turmoil of 2007–2008: Lessons and Responses

22 Oct 2008 Conferences PDF 158KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/cohen-remolona.pdf

Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013

19 Aug 2013 Conferences
Grahame Johnson and Eric Santor
LIBOR-OIS spreads in a number of jurisdictions rose to roughly 100 basis points (Figure 7) from the previously suppressed levels of less than 10 basis points. ... year. Interest rates in a number of funding markets, both core and ancillary, rose sharply,
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html

Central Bank Liquidity Provision and Core Funding Markets

19 Dec 2013 Conferences PDF 439KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/johnson-santor.pdf

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

Topic: Finance

12 Mar 2019 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/finance/

Box A: Recent Changes to US Federal Reserve Instruments

10 May 2008 SMP – May 2008
The bid-rate also rose above the corresponding LIBOR for the first time in early April.
https://www.rba.gov.au/publications/smp/2008/may/box-a.html

Fallbacks for BBSW Securities

26 Sep 2022 Bulletin - June 2022 PDF 578KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/fallbacks-for-bbsw-securities.pdf