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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Recent Trends in Australian Banks' Bond Issuance
10 Mar 2010
Bulletin
– March 2010
Interest rate swaps are often used to hedge semi-annual bond coupon against 3-month LIBOR, since cross-currency swaps are typically benchmarked to 3-month LIBOR.
https://www.rba.gov.au/publications/bulletin/2010/mar/5.html
Fallbacks for BBSW Securities
16 Jun 2022
Bulletin
– June 2022
The bank bill swap rate (BBSW) is an important short-term benchmark interest rate for Australian financial markets across various maturities.
https://www.rba.gov.au/publications/bulletin/2022/jun/fallbacks-for-bbsw-securities.html
Benchmark Reforms
18 Nov 2020
Speech
PDF
161KB
This is why ISDA's recent publication of fallback provisions for LIBOR is such welcome news. ... 1]. [2]. [3]. [4]. But the need for robust fallbacks goes beyond contracts that reference LIBOR.
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-11-17.pdf
Reserve Bank of Australia Annual Report 2023
1 May 2024
RBA Annual Report
- 2023
PDF
9575KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/rba-annual-report-2023.pdf
Appendix A: Data Summary
13 Sep 2019
RDP
2019-09
AUD into JPY. Bloomberg. We assume the JPY leg is. invested in Japanese LIBOR. ... AUD into USD. Bloomberg. We assume the USD leg is. invested in US LIBOR.
https://www.rba.gov.au/publications/rdp/2019/2019-09/appendix-a.html
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Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
franc, euro, British pound and Japanese yen were converted to their risk-free rate equivalents in December ahead of the cessation of these LIBOR rates. ... In April, LCH Ltd began consulting with participants and clients regarding the conversion of
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Introduction
20 Jan 2021
RDP
2021-01
Footnote. The TED spread is between the 3-month LIBOR based on USD and the 3-month US Treasury bill rate.
https://www.rba.gov.au/publications/rdp/2021/2021-01/introduction.html
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International Financial Cooperation
27 Oct 2022
RBA Annual Report
– October 2022
The. Official Sector Steering Group. , which is progressing reforms of interest rate benchmarks, including coordinating the transition away from the London Inter-Bank Offered Rates (LIBOR) towards alternative interest rate benchmarks. ... The end of 2021
https://www.rba.gov.au/publications/annual-reports/rba/2022/international-financial-cooperation.html
The Transition Away from LIBOR
8 Apr 2021
FSR
PDF
317KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/box-a-the-transition-away-from-libor.pdf
Australian Banks' Global Bond Funding
10 Aug 2006
Bulletin
– August 2006
Coupon type. Floating rate. Floating rate. Benchmark interest rate. 3-month US$ LIBOR. ... US$ London Interbank Offered Rate (LIBOR), while the other party does the opposite.
https://www.rba.gov.au/publications/bulletin/2006/aug/1.html