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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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List of graphs

10 Mar 2009 FSR – March 2009
Graph 12: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/fsr/2009/mar/graphs.html

List of graphs

10 Sep 2008 FSR – September 2008
Graph 8: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/fsr/2008/sep/graphs.html

Financial Stability Review

9 Apr 2021 FSR - April 2021 PDF 1740KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/financial-stability-review-2021-04.pdf

Capital Flows to East Asia: The Facts

7 Dec 2006 Conferences PDF 59KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/de-brouwer.pdf

Regulatory Developments

4 Oct 2019 FSR – October 2019
A disorderly transition away from LIBOR could have implications for short-term financial stability. ... These reforms in part reflect past examples of manipulation of LIBOR and other financial benchmark rates.
https://www.rba.gov.au/publications/fsr/2019/oct/regulatory-developments.html

The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013

19 Aug 2013 Conferences
Morten L Bech and Cyril Monnet
RBA Annual Conference – 2013 The Impact of Unconventional Monetary Policy on the Overnight Interbank Market Morten L Bech and Cyril Monnet. The modus operandi of central banks in terms of implementing monetary policy has changed materially over
https://www.rba.gov.au/publications/confs/2013/bech-monnet.html

Discussion on The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013

19 Aug 2013 Conferences
It is questionable whether the sharp rise in the LIBOR-OIS spread was an optimal outcome for banks.
https://www.rba.gov.au/publications/confs/2013/bech-monnet-disc.html

Developments in the Financial System Architecture

20 Oct 2017 FSR – October 2017
Banks on the LIBOR panel are also reluctant to continue making submissions based on ‘expert judgment’. ... it will no longer be necessary to persuade, or compel, banks to make submissions to LIBOR.
https://www.rba.gov.au/publications/fsr/2017/oct/dev-fin-sys-arch.html

Regulatory Developments

3 Oct 2019 FSR - October 2019 PDF 337KB
https://www.rba.gov.au/publications/fsr/2019/oct/pdf/04-regulatory-developments.pdf

The Global Financial Environment

18 Nov 2022 FSR - October 2021 PDF 913KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/01-global-financial-environment.pdf