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 May 2010
SMP
– May 2010
Graph 16: 3-month LIBOR Spreads.
https://www.rba.gov.au/publications/smp/2010/may/graphs.html
Domestic Financial Conditions
10 Feb 2020
SMP
- August 2018
PDF
2043KB
https://www.rba.gov.au/publications/smp/2018/aug/pdf/03-domestic-financial-conditions.pdf
Box D: Bank Bill Swap Benchmark Rates
7 Nov 2013
SMP
– November 2013
PDF
45KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/box-d.pdf
Box D: Bank Bill Swap Benchmark Rates
10 Nov 2013
SMP
– November 2013
However, following the controversy surrounding London Interbank Offered Rates (LIBOR) and other international benchmarks, banks have become less willing to participate in reference rate surveys that require a subjective assessment of
https://www.rba.gov.au/publications/smp/2013/nov/box-d.html
Box B: An International Comparison of Pass-through of Policy Rate Changes to Housing Loan Rates
5 Feb 2009
SMP
- February 2009
PDF
189KB
https://www.rba.gov.au/publications/smp/2009/feb/pdf/box-b.pdf
A Monetary Union in Asia? Some European Lessons
26 Nov 2006
Conferences
PDF
201KB
RBA Conference Volume 2001
https://www.rba.gov.au/publications/confs/2001/pdf/wyplosz.pdf
Box B: Recent Developments in Foreign Exchange Markets
8 May 2020
SMP
– May 2020
While the basis derived from interbank rates has since retraced the March widening in G3 foreign exchange swap markets (as US LIBOR has fallen), other measures of the basis, such as ... This unusual divergence can be almost fully explained by the severe
https://www.rba.gov.au/publications/smp/2020/may/box-b-recent-developments-in-foreign-exchange-markets.html
Discussion on Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008
14 Jul 2008
Conferences
While liquidity problems appear to have been stemmed somewhat with the help of these new facilities, a number of participants pointed out that LIBOR/OIS spreads were still usually high, which
https://www.rba.gov.au/publications/confs/2008/hilton-disc.html
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 Aug 2008
SMP
– August 2008
Graph 15: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/smp/2008/aug/graphs.html