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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

The Domestic Market for Short-term Debt Securities

10 Sep 2011 Bulletin – September 2011
Matthew Boge and Ian Wilson
This method is very different to that used by the British Bankers' Association when deriving LIBOR (see Box A). ... In recent times, there have been concerns expressed about the reliability and integrity of the LIBOR fixings.
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html

The Global Financial Environment

8 Apr 2021 FSR – April 2021
Global bodies, as well as national regulators, are also working on ensuring an orderly transition away from London Inter-bank Offered Rates (LIBOR), a key global interest rate benchmark that is ... being discontinued (see ‘Box A: The Transition Away
https://www.rba.gov.au/publications/fsr/2021/apr/global-financial-environment.html

The Global Financial Environment

4 Oct 2019 FSR – October 2019
Also, since the new rates are (near) risk free and often overnight rather than for longer terms, they are not perfect substitutes for the existing LIBOR. ... Bailey A (2019), ‘LIBOR: preparing for the end’, Speech at the Securities Industry and
https://www.rba.gov.au/publications/fsr/2019/oct/global-financial-environment.html

The Financial Crisis through the Lens of Foreign Exchange Swap Markets

8 Jun 2010 Bulletin PDF 315KB
Reserve Bank of Australia Bulletin June 2010
https://www.rba.gov.au/publications/bulletin/2010/jun/pdf/bu-0610-7.pdf

Appendix A: Data Summary

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
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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Recent Trends in Australian Banks' Bond Issuance

10 Mar 2010 Bulletin – March 2010
Susan Black, Anthony Brassil and Mark Hack
Interest rate swaps are often used to hedge semi-annual bond coupon against 3-month LIBOR, since cross-currency swaps are typically benchmarked to 3-month LIBOR.
https://www.rba.gov.au/publications/bulletin/2010/mar/5.html

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

Fallbacks for BBSW Securities

16 Jun 2022 Bulletin – June 2022
Duke Cole and Lara Pendle
The bank bill swap rate (BBSW) is an important short-term benchmark interest rate for Australian financial markets across various maturities.
https://www.rba.gov.au/publications/bulletin/2022/jun/fallbacks-for-bbsw-securities.html

Australian Banks' Global Bond Funding

10 Aug 2006 Bulletin – August 2006
Coupon type. Floating rate. Floating rate. Benchmark interest rate. 3-month US$ LIBOR. ... US$ London Interbank Offered Rate (LIBOR), while the other party does the opposite.
https://www.rba.gov.au/publications/bulletin/2006/aug/1.html