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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 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

Box D: Interbank Reference Rates

10 Aug 2012 SMP – August 2012
These rates, which extend to 12-month maturities, are known as London Interbank Offered Rates (LIBOR). ... Only a small number of financial contracts are referenced to Australian dollar LIBOR.
https://www.rba.gov.au/publications/smp/2012/aug/box-d.html

Securitisation: Past, Present and Future

30 Nov 2022 Speech PDF 884KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-so-2022-11-30.pdf

Appendix A: Data

31 Dec 2003 RDP 2003-05
Jonathan Coppel and Ellis Connolly
Federal Reserve. Eurodollar: ED1–ED8. UK. Base rates: Bank of England. LIBOR: LDNIB1M. ... LIBOR: LDNIB3M. LIBOR: L1–L8. Germany/ECB. Repo rate: ECB. (h). FIBOR:. (g).
https://www.rba.gov.au/publications/rdp/2003/2003-05/appendix-a.html

Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy | Conference – 2009

17 Aug 2009 Conferences
Pierre L Siklos
RBA Annual Conference – 2009 Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy Pierre L Siklos. The aim of this paper is to rely on a wide variety of forecasts and survey-based estimates of inflationary expectations
https://www.rba.gov.au/publications/confs/2009/siklos.html

Box D: Interbank Reference Rates

9 Aug 2012 SMP – August 2012 PDF 87KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-d.pdf

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

Syndicated Lending

15 Jun 2023 Bulletin – June 2023
Qiang Liu
Syndicated lending involves a group of lenders providing a single loan to one borrower.
https://www.rba.gov.au/publications/bulletin/2023/jun/syndicated-lending.html

Box B: US Dollar Swap Arrangements between Central Banks

10 Nov 2008 SMP – November 2008
In particular, offshore US dollar rates implied by euro-US dollar swaps fell rapidly, and term LIBOR rates began to fall, following the introduction of fixed-rate auctions for unlimited amounts.
https://www.rba.gov.au/publications/smp/2008/nov/box-b.html

The Global Financial Environment

9 Oct 2020 FSR – October 2020
Delays in the transition away from London Inter-Bank Offered Rates (LIBOR) also create risks. ... Authorities are continuing to encourage the private sector to transition away from LIBOR and adopt definitive contractual fallback clauses for legacy
https://www.rba.gov.au/publications/fsr/2020/oct/global-financial-environment.html