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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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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

Limiting Foreign Exchange Exposure through Hedging: The Australian Experience

22 Aug 2006 RDP PDF 206KB
offer rate (LIBOR), and makes local currency interest payments to the swap counterparty at the bank bill swap rate (BBSW). ... Investors. Foreignexchange. market. Swapcounterparty. Australian borrower. US$ principal. A$ principal. US$ interest payments
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-09.pdf

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 Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data

5 May 2005 RDP PDF 158KB
BoC) (RBNZ) LDNIB1M). 3-month 90-day bank 3-month bankers 3-month 3-month LIBOR. ... FuturesContracts 90-day 3-month bankers 3-month 3-month. bank bills acceptances bank bills LIBOR.
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-02.pdf

Appendix A: Data

31 Dec 2004 RDP 2004-10
Ellis Connolly and Marion Kohler
New Zealand. Bank bills: Reserve Bank of. New Zealand. UK. LIBOR: L1–L8. ... Base rates: Bank of England. LIBOR. (c). : UKC0L01. (b). US.
https://www.rba.gov.au/publications/rdp/2004/2004-10/appendix-a.html

News and Interest Rate Expectations: A Study of Six Central Banks

30 Nov 2004 RDP PDF 885KB
NEWS AND INTEREST RATE EXPECTATIONS: A STUDY OF SIX CENTRAL BANKS. Ellis Connolly and Marion Kohler. Research Discussion Paper 2004-10. November 2004. Economic Group Reserve Bank of Australia. We would like to thank Christopher Kent, Mark Lauer,
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-10.pdf

Appendix A: Data

31 Dec 2003 RDP 2003-05
Jonathan Coppel and Ellis Connolly
Federal Reserve. Eurodollar: ED1–ED8. UK. Base rates: Bank of England. LIBOR: LDNIB1M. ... LIBOR: LDNIB3M. LIBOR: L1–L8. Germany/ECB. Repo rate: ECB. (h). FIBOR:. (g).
https://www.rba.gov.au/publications/rdp/2003/2003-05/appendix-a.html

Appendix A: Chronology of Major Events in the Asian Crisis

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
good. 29 January. Agreement between Korea and its external creditors to exchange US$24 billion of short-term debt for government-guaranteed loans at 2 – 2 percentage points over 6-month LIBOR.
https://www.rba.gov.au/publications/rdp/2001/2001-03/appendix-a.html