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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Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
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
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
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
Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy
10 May 2010
Conferences
PDF
633KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/siklos.pdf
International Financial Cooperation
27 Oct 2022
RBA Annual Report
– October 2022
The. Official Sector Steering Group. , which is progressing reforms of interest rate benchmarks, including coordinating the transition away from the London Inter-Bank Offered Rates (LIBOR) towards alternative interest rate benchmarks. ... The end of 2021
https://www.rba.gov.au/publications/annual-reports/rba/2022/international-financial-cooperation.html
2.5 International Financial Cooperation
19 Oct 2023
RBA Annual Report
– October 2023
International Financial Cooperation | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/international-financial-cooperation.html
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
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
franc, euro, British pound and Japanese yen were converted to their risk-free rate equivalents in December ahead of the cessation of these LIBOR rates. ... In April, LCH Ltd began consulting with participants and clients regarding the conversion of
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Abbreviations
9 Aug 2023
RBA Annual Report
- 2022
PDF
65KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/abbreviations.pdf