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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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Additional Analysis of Yield Effects

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
Model 1. Model 2. Model 3. Preferred model. Includes 3-month. USD LIBOR–OIS spread. ... 0.18. (0.11). 0.19. (0.10). 0.20. (0.10). 0.16. (0.10). 3-month USD LIBOR–OIS spread.
https://www.rba.gov.au/publications/rdp/2022/2022-02/additional-analysis-of-yield-effects.html
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Preparation for LIBOR transition ‘Dear CEO’ letter feedback

8 Apr 2020 Media Release PDF 228KB
Media Release 2020-12
https://www.rba.gov.au/media-releases/2020/pdf/2020-12-public-feedback-preparation-for-libor-transition.pdf

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

The Unfolding Turmoil of 2007–2008: Lessons and Responses

22 Oct 2008 Conferences PDF 158KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/cohen-remolona.pdf

Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis?

22 Oct 2008 Conferences PDF 148KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/davis.pdf

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: 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

Discussion of Recent Developments in Federal Reserve System Liquidity and Reserve Operations

22 Oct 2008 Conferences PDF 76KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/hilton-disc.pdf

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

Discussion of The Impact of Unconventional Monetary Policy on the Overnight Interbank Market

19 Dec 2013 Conferences PDF 91KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-monnet-disc.pdf