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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Capital Flows to East Asia: The Facts | Conference – 1999
9 Aug 1999
Conferences
The premium shown in Figure 9 is for 3-month US dollar LIBOR.
https://www.rba.gov.au/publications/confs/1999/de-brouwer.html
Capital Flows to East Asia: The Facts
7 Dec 2006
Conferences
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59KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/de-brouwer.pdf
The Impact of Unconventional Monetary Policy on the Overnight Interbank Market
19 Dec 2013
Conferences
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1219KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-monnet.pdf
Securitisation and the Commercial Property Cycle | Conference – 2012
20 Aug 2012
Conferences
RBA Annual Conference – 2012 Securitisation and the Commercial Property Cycle Frank Packer and Timothy Riddiough. The financial crisis of 2007–2009 was triggered by declining housing prices and propagated by securitisation. Combined with high
https://www.rba.gov.au/publications/confs/2012/packer-riddiough.html
The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013
19 Aug 2013
Conferences
RBA Annual Conference – 2013 The Impact of Unconventional Monetary Policy on the Overnight Interbank Market Morten L Bech and Cyril Monnet. The modus operandi of central banks in terms of implementing monetary policy has changed materially over
https://www.rba.gov.au/publications/confs/2013/bech-monnet.html
Property Markets and Financial Stability
10 Dec 2012
Conferences
PDF
9437KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/conf-vol-2012.pdf
News and Interest Rate Expectations: A Study of Six Central Banks
30 Nov 2004
RDP
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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
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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
Recent Developments in Federal Reserve System Liquidity and Reserve Operations
22 Oct 2008
Conferences
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168KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/hilton.pdf
Innovation and Integration in Financial Markets and the Implications for Financial Stability | Conference – 2007
20 Aug 2007
Conferences
And the cost of secured funding has fallen – for example, in the UK the average spread on mortgages has fallen from 1.5 percentage points above LIBOR in 1999 to
https://www.rba.gov.au/publications/confs/2007/hamilton-jenkinson-penalver.html