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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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
Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
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
Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy | Conference – 2009
17 Aug 2009
Conferences
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
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
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
Capital Flows to East Asia: The Facts | Conference – 1999
9 Aug 1999
Conferences
The premium shown in Figure 9 is for 3-month US dollar LIBOR.
https://www.rba.gov.au/publications/confs/1999/de-brouwer.html
Competition: Profitability and Margins | Conference – 1991
21 Jun 1991
Conferences
banks lend at 0.25 per cent over LIBOR), as high as $A5 for retail (the current ratios for Bank of Queensland are 5.7 per cent for net interest income
https://www.rba.gov.au/publications/confs/1991/phelps.html
Experiences with Current Account Deficits Among Asian Economies: Lessons for Australia? | Conference – 1994
11 Jul 1994
Conferences
One indicator is the premium over LIBOR that the Korean Development Bank paid for syndicated bank loans.
https://www.rba.gov.au/publications/confs/1994/collins.html
The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013
19 Aug 2013
Conferences
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
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