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 Global Financial Environment
18 Nov 2022
FSR
- October 2021
PDF
913KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/01-global-financial-environment.pdf
List of graphs
10 Sep 2007
FSR
– September 2007
Graph 6: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/fsr/2007/sep/graphs.html
Regulatory Developments
20 Oct 2018
FSR
– October 2018
The development and adoption of new benchmarks has become more important given questions about the sustainability of the London Interbank Offered Rate (LIBOR). ... LIBOR is the key benchmark interest rate for several major currencies, but there are too
https://www.rba.gov.au/publications/fsr/2018/oct/regulatory-developments.html
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
The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013
19 Aug 2013
Conferences
RBA Annual Conference – 2013 The Impact of Unconventional Monetary Policy on the Overnight Interbank Market Morten L Bech and Cyril Monnet. The modus operandi of central banks in terms of implementing monetary policy has changed materially over
https://www.rba.gov.au/publications/confs/2013/bech-monnet.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
Discussion on The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013
19 Aug 2013
Conferences
It is questionable whether the sharp rise in the LIBOR-OIS spread was an optimal outcome for banks.
https://www.rba.gov.au/publications/confs/2013/bech-monnet-disc.html
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