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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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
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
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/
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
Some General Observations on the Kangaroo Bond Market
12 Apr 2007
Bulletin
PDF
97KB
Address by Mr Chris Ryan, Head of Domestic Markets Department, to the ‘Kangaroos: Positioned for Growth’ Conference, Sydney, 29 March 2007
https://www.rba.gov.au/publications/bulletin/2007/apr/pdf/bu-0407-2.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
Syndicated Lending
10 Sep 2005
Bulletin
– September 2005
Syndicated loans are generally priced as an interest rate spread above a floating reference rate such as the bank bill swap rate, or LIBOR in the case of non-Australian dollar
https://www.rba.gov.au/publications/bulletin/2005/sep/1.html
Developments in the Financial System Architecture
10 Feb 2020
FSR
October 2017
PDF
714KB
https://www.rba.gov.au/publications/fsr/2017/oct/pdf/dev-fin-sys-arch.pdf
Central Bank Market Operations
17 Sep 2007
Bulletin
PDF
79KB
Address by Mr R Battellino, Deputy Governor, to Retail Financial Services Forum, Sydney, 28 August 2007
https://www.rba.gov.au/publications/bulletin/2007/sep/pdf/bu-0907-4.pdf