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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Box D: Interbank Reference Rates
10 Aug 2012
SMP
– August 2012
These rates, which extend to 12-month maturities, are known as London Interbank Offered Rates (LIBOR). ... Only a small number of financial contracts are referenced to Australian dollar LIBOR.
https://www.rba.gov.au/publications/smp/2012/aug/box-d.html
Box B: An International Comparison of Pass-through of Policy Rate Changes to Housing Loan Rates
10 Feb 2009
SMP
– February 2009
Variable borrowing rates have only fallen by 40 basis points since August 2007, partly because many of these loans are benchmarked to US dollar LIBOR or the various Cost of Funds
https://www.rba.gov.au/publications/smp/2009/feb/box-b.html
Box B: US Dollar Swap Arrangements between Central Banks
10 Nov 2008
SMP
– November 2008
In particular, offshore US dollar rates implied by euro-US dollar swaps fell rapidly, and term LIBOR rates began to fall, following the introduction of fixed-rate auctions for unlimited amounts.
https://www.rba.gov.au/publications/smp/2008/nov/box-b.html
The Global Financial Environment
9 Oct 2020
FSR
– October 2020
Delays in the transition away from London Inter-Bank Offered Rates (LIBOR) also create risks. ... Authorities are continuing to encourage the private sector to transition away from LIBOR and adopt definitive contractual fallback clauses for legacy
https://www.rba.gov.au/publications/fsr/2020/oct/global-financial-environment.html
Contents: Financial Stability Review – April 2021
9 Apr 2021
FSR
Financial Stability Review April 2021. The. Financial Stability Review. provides the Bank's assessment of the current condition of the financial system and potential risks to financial stability. It is issued half-yearly. Download the complete.
https://www.rba.gov.au/publications/fsr/2021/apr/contents.html
List of graphs
10 Nov 2007
SMP
– November 2007
Graph 18: LIBOR Spread to OIS.
https://www.rba.gov.au/publications/smp/2007/nov/graphs.html
List of graphs
10 May 2009
SMP
– May 2009
Graph 21: 3-month LIBOR to Swap Spreads.
https://www.rba.gov.au/publications/smp/2009/may/graphs.html
Box A: Recent Changes to US Federal Reserve Instruments
10 May 2008
SMP
– May 2008
The bid-rate also rose above the corresponding LIBOR for the first time in early April.
https://www.rba.gov.au/publications/smp/2008/may/box-a.html
4. Regulatory Developments Since March, the economic and financial ...
4 Nov 2020
FSR
PDF
247KB
the earlier stated timeline of no longer sustaining LIBOR beyond the end of 2021 remains in place. ... Including robust fallback provisions in contracts is an important step towards an orderly transition away from LIBOR.
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/04-regulatory-developments.pdf
Developments in the Financial System Architecture
10 Feb 2020
FSR
October 2017
PDF
714KB
https://www.rba.gov.au/publications/fsr/2017/oct/pdf/dev-fin-sys-arch.pdf