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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Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy
10 May 2010
Conferences
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633KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/siklos.pdf
The Unfolding Turmoil of 2007–2008: Lessons and Responses
22 Oct 2008
Conferences
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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
19 Dec 2013
Conferences
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439KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/johnson-santor.pdf
Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy | Conference – 2009
17 Aug 2009
Conferences
RBA Annual Conference – 2009 Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy Pierre L Siklos. The aim of this paper is to rely on a wide variety of forecasts and survey-based estimates of inflationary expectations
https://www.rba.gov.au/publications/confs/2009/siklos.html
The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
There was also a jump in CDS spreads in July 2008 that was not echoed in LIBOR-OIS markets. ... During this phase, the LIBOR-OIS spread rose to close to 100 basis points in the US interbank market and even higher in the UK market.
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html
Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
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
Discussion of The Impact of Unconventional Monetary Policy on the Overnight Interbank Market
19 Dec 2013
Conferences
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91KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-monnet-disc.pdf
Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis?
22 Oct 2008
Conferences
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148KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/davis.pdf
Discussion of Recent Developments in Federal Reserve System Liquidity and Reserve Operations
22 Oct 2008
Conferences
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76KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/hilton-disc.pdf
A Monetary Union in Asia? Some European Lessons
26 Nov 2006
Conferences
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201KB
RBA Conference Volume 2001
https://www.rba.gov.au/publications/confs/2001/pdf/wyplosz.pdf