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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Capital Flows to East Asia: The Facts | Conference – 1999
9 Aug 1999
Conferences
The premium shown in Figure 9 is for 3-month US dollar LIBOR.
https://www.rba.gov.au/publications/confs/1999/de-brouwer.html
Setting Monetary Policy in East Asia: Goals, Developments and Institutions
26 Nov 2006
Conferences
PDF
297KB
RBA Conference Volume 2001
https://www.rba.gov.au/publications/confs/2001/pdf/mccauley.pdf
Regulatory Developments
10 Feb 2020
FSR
October 2018
PDF
723KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/04-regulatory-developments.pdf
The Impact of Unconventional Monetary Policy on the Overnight Interbank Market
19 Dec 2013
Conferences
PDF
1219KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-monnet.pdf
Recent Developments in Federal Reserve System Liquidity and Reserve Operations
22 Oct 2008
Conferences
PDF
168KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/hilton.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
Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference – 2008
14 Jul 2008
Conferences
RBA Annual Conference – 2008 Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? E Philip Davis. Liquidity risks are endemic to banks, given the maturity transformation they undertake.
https://www.rba.gov.au/publications/confs/2008/davis.html
Securitisation and the Commercial Property Cycle | Conference – 2012
20 Aug 2012
Conferences
RBA Annual Conference – 2012 Securitisation and the Commercial Property Cycle Frank Packer and Timothy Riddiough. The financial crisis of 2007–2009 was triggered by declining housing prices and propagated by securitisation. Combined with high
https://www.rba.gov.au/publications/confs/2012/packer-riddiough.html
Setting Monetary Policy in East Asia: Goals, Developments and Institutions | Conference – 2001
24 Jul 2001
Conferences
Developments in Hong Kong in 2000, however, did some puzzling damage to this view as money market rates there fell substantially below US dollar LIBOR. ... The 1-month HIBOR fell below LIBOR by over 100 basis points at times, and 1-year HIBOR (a very
https://www.rba.gov.au/publications/confs/2001/mccauley.html
Experiences with Current Account Deficits Among Asian Economies: Lessons for Australia?
12 Feb 2007
Conferences
PDF
84KB
RBA Conference Volume 1994
https://www.rba.gov.au/publications/confs/1994/pdf/collins.pdf