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11–20 of 78 search results for 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.

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

Central Bank Liquidity Provision and Core Funding Markets

19 Dec 2013 Conferences PDF 439KB

RBA Conference Volume 2013

https://www.rba.gov.au/publications/confs/2013/pdf/johnson-santor.pdf

Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013

19 Aug 2013 Conferences

Grahame Johnson and Eric Santor

LIBOR-OIS spreads in a number of jurisdictions rose to roughly 100 basis points (Figure 7) from the previously suppressed levels of less than 10 basis points. ... year. Interest rates in a number of funding markets, both core and ancillary, rose sharply,

https://www.rba.gov.au/publications/confs/2013/johnson-santor.html

The Unfolding Turmoil of 2007–2008: Lessons and Responses

22 Oct 2008 Conferences PDF 158KB

RBA Conference Volume 2008

https://www.rba.gov.au/publications/confs/2008/pdf/cohen-remolona.pdf

4. Financial Market Infrastructures

21 Oct 2021 PSB Annual Report – 2021

Regulators globally have determined that the London interbank offered rate (LIBOR) benchmark cannot be relied on beyond 2021 given its notable deficiencies. ... LCH Ltd's SwapClear service and CME's IRS service are scheduled to convert affected LIBOR

https://www.rba.gov.au/publications/annual-reports/psb/2021/financial-market-infrastructures.html