Search: LIBOR

Sort by: Relevance Date
11–20 of 61 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

Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy | Conference – 2009

17 Aug 2009 Conferences
Pierre L Siklos
RBA Annual Conference – 2009 Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy Pierre L Siklos. The aim of this paper is to rely on a wide variety of forecasts and survey-based estimates of inflationary expectations
https://www.rba.gov.au/publications/confs/2009/siklos.html

Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013

19 Aug 2013 Conferences
Grahame Johnson and Eric Santor
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

Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 1464KB
three-month JPY or USD London Interbank Offered Rate (LIBOR), and swapping the proceeds.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.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

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

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

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

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: 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 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