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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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2023

14 Dec 2022 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/

Appendix A: Data Description and Sources

31 Dec 2005 RDP 2005-02
Jonathan Kearns and Phil Manners
1-month wholesale bill (RBNZ). 1-month LIBOR (Datastream: LDNIB1M). 3-month interest rate. ... 3-month LIBOR (Datastream: LDNIB3M). Futures. Contracts. 90-day bank bills (Bloomberg: IR1 comdty).
https://www.rba.gov.au/publications/rdp/2005/2005-02/appendix-a.html

The Domestic Market for Short-term Debt Securities

14 Sep 2011 Bulletin PDF 294KB
Reserve Bank of Australia Bulletin September 2011
https://www.rba.gov.au/publications/bulletin/2011/sep/pdf/bu-0911-5.pdf

Australian Banks' Global Bond Funding

14 Aug 2006 Bulletin PDF 68KB
Reserve Bank of Australia Bulletin August 2006
https://www.rba.gov.au/publications/bulletin/2006/aug/pdf/bu-0806-1.pdf

Syndicated Lending

15 Jun 2023 Bulletin – June 2023
Qiang Liu
Syndicated lending involves a group of lenders providing a single loan to one borrower.
https://www.rba.gov.au/publications/bulletin/2023/jun/syndicated-lending.html

Hedging Instruments

31 Dec 2006 RDP 2006-09
Chris Becker and Daniel Fabbro
Figure 3: Hedging with a Cross-currency Interest Rate Swap. Note: Bank bill swap rate (BBSW), London interbank offer rate (LIBOR). ... The bank makes and receives foreign currency interest payments at the London interbank offer rate (LIBOR), and makes
https://www.rba.gov.au/publications/rdp/2006/2006-09/hedging-instruments.html

Introduction

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
Footnote. The TED spread is between the 3-month LIBOR based on USD and the 3-month US Treasury bill rate.
https://www.rba.gov.au/publications/rdp/2021/2021-01/introduction.html
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Recent Trends in Australian Banks' Bond Issuance

10 Mar 2010 Bulletin – March 2010
Susan Black, Anthony Brassil and Mark Hack
Interest rate swaps are often used to hedge semi-annual bond coupon against 3-month LIBOR, since cross-currency swaps are typically benchmarked to 3-month LIBOR.
https://www.rba.gov.au/publications/bulletin/2010/mar/5.html

Syndicated Lending

13 Jun 2023 Bulletin - June 2023 PDF 1022KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/syndicated-lending.pdf

Fallbacks for BBSW Securities

26 Sep 2022 Bulletin - June 2022 PDF 578KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/fallbacks-for-bbsw-securities.pdf