Search: LIBOR

Sort by: Relevance Date
11–20 of 20 search results for 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.

Search Results

Weighing the Benefits and Costs of Tiering

31 Dec 2012 RDP 2012-06
Robert Arculus, Jennifer Hancock and Greg Moran
LIBOR) and the secured-lending repo rate. ... funds out at LIBOR.
https://www.rba.gov.au/publications/rdp/2012/2012-06/weighing-benefits-cost-tiering.html

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

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

The Impact of Payment System Design on Tiering Incentives

28 Jan 2015 RDP PDF 862KB
LIBOR) and the secured-lending repo rate. ... funds out at LIBOR.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-06.pdf

The Role of Collateral in Borrowing

14 Jan 2021 RDP PDF 1784KB
transactions. 1 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/pdf/rdp2021-01.pdf

What Do Financial Market Data Tell Us About Monetary Policy Transparency?

2 Dec 2009 RDP PDF 516KB
UK Base rates: Bank of England LIBOR: LDNIB1M LIBOR: LDNIB3M LIBOR: L1–L8 Germany/ECB Repo rate: ECB(h).
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-05.pdf

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

The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis

1 Dec 2009 RDP PDF 676KB
THE RESPONSE OF FINANCIAL MARKETS IN AUSTRALIA AND NEW ZEALAND TO NEWS ABOUT THE ASIAN CRISIS. Luci Ellis and Eleanor Lewis. Research Discussion Paper 2001-03. July 2001. Economic Research Department and Domestic Markets Department Reserve Bank of
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-03.pdf

List of graphs | Submission to the Financial System Inquiry March 2014 | Financial Sector | Submissions

1 Mar 2014 Submissions
Graph 2.15: 3-month LIBOR Spreads.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/graphs.html

Submission to the Financial System Inquiry March 2014

10 Nov 2017 Submissions PDF 3041KB
Financial System Inquiry
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/pdf/financial-system-inquiry-2014-03.pdf