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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Media Releases – 2020
31 Dec 2020
Media releases
issued in 2020
https://www.rba.gov.au/media-releases/2020/
Media Releases – 2021
2 Feb 2021
Media releases
issued in 2021
https://www.rba.gov.au/media-releases/2021/
The Domestic Market for Short-term Debt Securities
10 Sep 2011
Bulletin
– September 2011
This method is very different to that used by the British Bankers' Association when deriving LIBOR (see Box A). ... In recent times, there have been concerns expressed about the reliability and integrity of the LIBOR fixings.
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html
The Global Financial Environment
8 Apr 2021
FSR
– April 2021
Global bodies, as well as national regulators, are also working on ensuring an orderly transition away from London Inter-bank Offered Rates (LIBOR), a key global interest rate benchmark that is ... being discontinued (see ‘Box A: The Transition Away
https://www.rba.gov.au/publications/fsr/2021/apr/global-financial-environment.html
How I Learned to Stop Worrying and Love the Basis
22 May 2017
Speech
Speech delivered by Guy Debelle, Deputy Governor, at the BIS Symposium: CIP–RIP?, Basel
https://www.rba.gov.au/speeches/2017/sp-dg-2017-05-22.html
2.5 International Financial Cooperation
19 Oct 2023
RBA Annual Report
– October 2023
International Financial Cooperation | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/international-financial-cooperation.html
The Global Financial Environment
4 Oct 2019
FSR
– October 2019
Also, since the new rates are (near) risk free and often overnight rather than for longer terms, they are not perfect substitutes for the existing LIBOR. ... Bailey A (2019), ‘LIBOR: preparing for the end’, Speech at the Securities Industry and
https://www.rba.gov.au/publications/fsr/2019/oct/global-financial-environment.html
Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
Media Releases – 2019
31 Dec 2019
Media releases
issued in 2019
https://www.rba.gov.au/media-releases/2019/
Robust Fallbacks Required for BBSW Securities
13 Sep 2021
Media Releases
From 1 December 2022, robust fallbacks will be required for securities that reference BBSW to be eligible as collateral in the Reserve Bank's market operations.
https://www.rba.gov.au/media-releases/2021/mr-21-20.html