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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The Impact of Payment System Design on Tiering Incentives
28 Jan 2015
RDP
PDF
862KB
LIBOR) and the secured-lending repo rate. ... funds out at LIBOR.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-06.pdf
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/
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
transactions. 1 The TED spread is between the 3-month LIBOR based on USD and the 3-month US Treasury bill rate.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
What Do Financial Market Data Tell Us About Monetary Policy Transparency?
2 Dec 2009
RDP
PDF
516KB
UK Base rates: Bank of England LIBOR: LDNIB1M LIBOR: LDNIB3M LIBOR: L1–L8 Germany/ECB Repo rate: ECB(h).
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-05.pdf
Exchange-traded Funds
10 Mar 2011
Bulletin
– March 2011
The return on this collateral basket is then swapped for a stream of cash flows based on a variable rate such as LIBOR (Stage 2), which the ETF uses to invest
https://www.rba.gov.au/publications/bulletin/2011/mar/8.html
Bulletin June Quarter 2010
7 Jun 2010
Bulletin
PDF
894KB
Bulletin JUNE QUARTER 2010. Contents. Articles. Housing Turnover and First-home Buyers 1. Price-setting Behaviour – Insights from Australian Firms 7. Demography and Growth 15. Commercial Property and Financial Stability – An International
https://www.rba.gov.au/publications/bulletin/2010/jun/pdf/bu-0610.pdf
Bulletin June Quarter 2022
26 Sep 2022
Bulletin
- June 2022
PDF
9310KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/bulletin-2022-06.pdf
Recent Trends in Australian Banks’ Bond Issuance
10 Mar 2010
Bulletin
PDF
172KB
Reserve Bank of Australia Bulletin March 2010
https://www.rba.gov.au/publications/bulletin/2010/mar/pdf/bu-0310-5.pdf
The Kangaroo Bond Market
15 Sep 2016
Bulletin
– September 2016
Australian dollar-denominated bonds issued by non-resident entities in Australia are referred to as Kangaroo bonds and represent a significant share of the Australian bond market. Issuance has generally been dominated by highly rated issuers such as
https://www.rba.gov.au/publications/bulletin/2016/sep/6.html
OTC Derivatives Reforms and the Australian Cross-currency Swap Market
24 Jun 2013
Bulletin
– June 2013
Reforms to improve the management of counterparty credit risk in over-the-counter (OTC) derivatives markets are underway globally. A key pillar of the reforms is the migration of these markets to central counterparties (CCPs), while higher capital
https://www.rba.gov.au/publications/bulletin/2013/jun/7.html