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
10 Mar 2008
FSR
– March 2008
This was most evident in the sharp widening of spreads between 3-month LIBOR and risk-free interest rates in a number of countries (Graph 2). ... Since mid March, the 3-month LIBOR to OIS spreads in the United States and Europe have fluctuated in a
https://www.rba.gov.au/publications/fsr/2008/mar/global-fin-env.html
The Global Financial Environment
24 Sep 2013
FSR
September 2013
PDF
1082KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/global-fin-env.pdf
Financial Stability Review September 2014
23 Sep 2014
FSR
September 2014
PDF
3401KB
https://www.rba.gov.au/publications/fsr/2014/sep/pdf/0914.pdf
The Australian Financial System
10 Sep 2007
FSR
– September 2007
In the first half of August, banks reported a significant rise in the cost of raising short-term funds offshore, with the three‑month Australian-dollar LIBOR rate – the benchmark rate
https://www.rba.gov.au/publications/fsr/2007/sep/aus-fin-sys.html
The Global Financial Environment
10 Feb 2020
FSR
April 2018
PDF
1517KB
https://www.rba.gov.au/publications/fsr/2018/apr/pdf/01-global-financial-environment.pdf
The Australian Financial System
10 Feb 2020
FSR
October 2018
PDF
972KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/03-australian-financial-system.pdf
Financial Stability Review October 2018
6 Feb 2020
FSR
October 2018
PDF
2096KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/financial-stability-review-2018-10.pdf
Developments in the Financial System Architecture
10 Sep 2014
FSR
– September 2014
Based on this work, the FSB released a report in July which sets out proposals and timelines for the reform and strengthening of existing major interest rate benchmarks (LIBOR, EURIBOR and
https://www.rba.gov.au/publications/fsr/2014/sep/dev-fin-sys-arch.html
Financial Stability Review September 2013
24 Sep 2013
FSR
September 2013
PDF
1605KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/0913.pdf
The Australian Financial System
10 Feb 2020
FSR
April 2018
PDF
1279KB
https://www.rba.gov.au/publications/fsr/2018/apr/pdf/03-australian-financial-system.pdf