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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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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

5.5 Abbreviations

19 Oct 2023 RBA Annual Report – 2023
LGBTI. lesbian, gay, bisexual, transgender and intersex. LIBOR. London Inter-Bank Offered Rate.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.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

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

Reserve Bank of Australia Annual Report 2023

16 Oct 2023 RBA Annual Report - 2023 PDF 201KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/abbreviations.pdf

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

Abbreviations

27 Oct 2022 RBA Annual Report – 2022
LGBTI. lesbian, gay, bisexual, transgender and intersex. LIBOR. London Inter-Bank Offered Rate.
https://www.rba.gov.au/publications/annual-reports/rba/2022/abbreviations.html

The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008

20 Aug 2007 Conferences
Ben Cohen and Eli Remolona
There was also a jump in CDS spreads in July 2008 that was not echoed in LIBOR-OIS markets. ... During this phase, the LIBOR-OIS spread rose to close to 100 basis points in the US interbank market and even higher in the UK market.
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html

Abbreviations

9 Aug 2023 RBA Annual Report - 2022 PDF 65KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/abbreviations.pdf

Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy

10 May 2010 Conferences PDF 633KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/siklos.pdf