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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Discussion on Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008
14 Jul 2008
Conferences
While liquidity problems appear to have been stemmed somewhat with the help of these new facilities, a number of participants pointed out that LIBOR/OIS spreads were still usually high, which
https://www.rba.gov.au/publications/confs/2008/hilton-disc.html
Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference – 2008
14 Jul 2008
Conferences
RBA Annual Conference – 2008 Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? E Philip Davis. Liquidity risks are endemic to banks, given the maturity transformation they undertake.
https://www.rba.gov.au/publications/confs/2008/davis.html
The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
RBA Annual Conference – 2008 The Sub-prime Crisis: Causal Distortions and Regulatory Reform Adrian Blundell-Wignall and Paul Atkinson. Financial bubbles associated with leverage and the crises to which they give rise are always a consequence of
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson.html
The Structure and Resilience of the Financial System: Proceedings of a Conference
22 Nov 2007
Conferences
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1636KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/conf-vol-2007.pdf
Innovation and Integration in Financial Markets and the Implications for Financial Stability
20 Nov 2007
Conferences
PDF
333KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/hamilton-jenkinson-penalver.pdf
The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
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
Innovation and Integration in Financial Markets and the Implications for Financial Stability | Conference – 2007
20 Aug 2007
Conferences
And the cost of secured funding has fallen – for example, in the UK the average spread on mortgages has fallen from 1.5 percentage points above LIBOR in 1999 to
https://www.rba.gov.au/publications/confs/2007/hamilton-jenkinson-penalver.html
Discussion on The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
peak of credit default swap (CDS) spreads in February–March is not much higher than the 2002 peak); TED and LIBOR-OIS spreads are stubbornly high despite exceptional liquidity interventions; and
https://www.rba.gov.au/publications/confs/2008/cohen-remolona-disc.html
Experiences with Current Account Deficits Among Asian Economies: Lessons for Australia?
12 Feb 2007
Conferences
PDF
84KB
RBA Conference Volume 1994
https://www.rba.gov.au/publications/confs/1994/pdf/collins.pdf
International Integration of the Australian Economy: Proceedings of a Conference
12 Feb 2007
Conferences
PDF
1225KB
RBA Conference Volume 1994
https://www.rba.gov.au/publications/confs/1994/pdf/conf-vol-1994.pdf