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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International and Foreign Exchange Markets
5 May 2011
SMP
– May 2011
PDF
892KB
https://www.rba.gov.au/publications/smp/2011/may/pdf/intl-fx-mkts.pdf
Statement on Monetary Policy - February 2008
19 Feb 2008
SMP
PDF
627KB
Reserve Bank of Australia
https://www.rba.gov.au/publications/smp/2008/feb/pdf/0208.pdf
International and Foreign Exchange Markets
10 Aug 2008
SMP
– August 2008
The spreads on London Interbank Offered Rates (LIBOR) for the euro and pound sterling have narrowed noticeably since the last Statement.
https://www.rba.gov.au/publications/smp/2008/aug/intl-fx-mkts.html
Statement on Monetary Policy - November 2007
12 Nov 2007
SMP
PDF
748KB
Reserve Bank of Australia
https://www.rba.gov.au/publications/smp/2007/nov/pdf/1107.pdf
Statement on Monetary Policy – November 2013
7 Nov 2013
SMP
– November 2013
PDF
2719KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/1113.pdf
International and Foreign Exchange Markets
10 Feb 2020
SMP
PDF
1968KB
Statement of Monetary Policy - November 2017
https://www.rba.gov.au/publications/smp/2017/nov/pdf/02-international-and-foreign-exchange-markets.pdf
Domestic Financial Conditions
7 May 2020
SMP
- May 2020
PDF
855KB
https://www.rba.gov.au/publications/smp/2020/may/pdf/04-domestic-financial-conditions.pdf
International and Foreign Exchange Markets
7 Nov 2013
SMP
– November 2013
PDF
948KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/intl-fx-mkts.pdf
International and Foreign Exchange Markets
10 Feb 2009
SMP
– February 2009
In interbank markets, spreads between LIBOR and the expected cash rate have declined significantly since the time of the last Statement, although they remain well above pre-crisis levels (Graph 23).
https://www.rba.gov.au/publications/smp/2009/feb/intl-fx-mkts.html
International and Foreign Exchange Markets
10 Feb 2010
SMP
– February 2010
In money markets, spreads between LIBOR and the expected cash rate for most major currencies have been broadly stable since October 2009 (Graph 14).
https://www.rba.gov.au/publications/smp/2010/feb/intl-fx-mkts.html