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.
Search Results
List of graphs
10 Mar 2009
FSR
– March 2009
Graph 12: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/fsr/2009/mar/graphs.html
Regulatory Developments
3 Oct 2019
FSR
- October 2019
PDF
337KB
https://www.rba.gov.au/publications/fsr/2019/oct/pdf/04-regulatory-developments.pdf
List of graphs
10 Sep 2008
FSR
– September 2008
Graph 8: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/fsr/2008/sep/graphs.html
Regulatory Developments
4 Oct 2019
FSR
– October 2019
A disorderly transition away from LIBOR could have implications for short-term financial stability. ... These reforms in part reflect past examples of manipulation of LIBOR and other financial benchmark rates.
https://www.rba.gov.au/publications/fsr/2019/oct/regulatory-developments.html
Regulatory Developments
10 Apr 2018
FSR
– April 2018
LIBOR). In April, the Federal Reserve Bank of New York began publishing three reference rates, including the Secured Overnight Financing Rate. ... The latter was recommended by a committee comprising public and private sector representatives as the
https://www.rba.gov.au/publications/fsr/2018/apr/regulatory-developments.html
Regulatory Developments
10 Feb 2020
FSR
October 2018
PDF
723KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/04-regulatory-developments.pdf
Developments in the Financial System Architecture
20 Oct 2017
FSR
– October 2017
Banks on the LIBOR panel are also reluctant to continue making submissions based on ‘expert judgment’. ... it will no longer be necessary to persuade, or compel, banks to make submissions to LIBOR.
https://www.rba.gov.au/publications/fsr/2017/oct/dev-fin-sys-arch.html
The Global Financial Environment
8 Apr 2021
FSR
- April 2021
PDF
558KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/01-global-financial-environment.pdf
The Global Financial Environment
9 Oct 2019
FSR
- October 2019
PDF
967KB
https://www.rba.gov.au/publications/fsr/2019/oct/pdf/01-global-financial-environment.pdf
Financial Stability Review
4 Nov 2020
FSR
- October 2020
PDF
3339KB
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/financial-stability-review-2020-10.pdf