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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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
8/15/2019 Risks to the Outlook | Speeches ...
15 Aug 2019
PDF
295KB
The transition from LIBOR to alternative risk-free rates (RFRs) is accelerating internationally. ... Nevertheless, the lesson from LIBOR is that no benchmarks should be taken for granted.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-08-15.pdf
Interest Rate Benchmark Reform
15 May 2018
Speech
PDF
191KB
But beyond that point, there is no guaranteethat LIBOR will continue to exist. ... Let me be clear, LIBOR is not under threat because of the regulators.
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-2.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
Additional Analysis of Yield Effects
24 May 2022
RDP
2022-02
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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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
Benchmarks
18 Nov 2015
Speech
Speech by Guy Debelle, Assistant Governor (Financial Markets) Benchmarks at the Bloomberg Summit, Sydney
https://www.rba.gov.au/speeches/2015/sp-ag-2015-11-18.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 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