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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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
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
Financial Stability Review
9 Apr 2021
FSR
- April 2021
PDF
1740KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/financial-stability-review-2021-04.pdf
List of graphs
10 Sep 2009
FSR
– September 2009
Graph 9: 3-month LIBOR.
https://www.rba.gov.au/publications/fsr/2009/sep/graphs.html
List of graphs
10 Mar 2008
FSR
– March 2008
Graph 2: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/fsr/2008/mar/graphs.html
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