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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International Integration of the Australian Economy: Proceedings of a Conference
12 Feb 2007
Conferences
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1225KB
RBA Conference Volume 1994
https://www.rba.gov.au/publications/confs/1994/pdf/conf-vol-1994.pdf
Financial Innovation for an Ageing World
3 Jan 2007
Conferences
PDF
239KB
RBA Conference Volume 2006
https://www.rba.gov.au/publications/confs/2006/pdf/mitchell-piggott-sherris-yow.pdf
Hedging Instruments
31 Dec 2006
RDP
2006-09
Figure 3: Hedging with a Cross-currency Interest Rate Swap. Note: Bank bill swap rate (BBSW), London interbank offer rate (LIBOR). ... The bank makes and receives foreign currency interest payments at the London interbank offer rate (LIBOR), and makes
https://www.rba.gov.au/publications/rdp/2006/2006-09/hedging-instruments.html
Capital Flows to East Asia: The Facts
7 Dec 2006
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59KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/de-brouwer.pdf
Capital Flows and the International Financial System
7 Dec 2006
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759KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/conf-vol-1999.pdf
A Monetary Union in Asia? Some European Lessons
26 Nov 2006
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201KB
RBA Conference Volume 2001
https://www.rba.gov.au/publications/confs/2001/pdf/wyplosz.pdf
Setting Monetary Policy in East Asia: Goals, Developments and Institutions
26 Nov 2006
Conferences
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297KB
RBA Conference Volume 2001
https://www.rba.gov.au/publications/confs/2001/pdf/mccauley.pdf
Future Directions for Monetary Policies in East Asia
26 Nov 2006
Conferences
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1209KB
RBA Conference Volume 2001
https://www.rba.gov.au/publications/confs/2001/pdf/conf-vol-2001.pdf
Demography and Financial Markets: Proceedings of a Conference
12 Oct 2006
Conferences
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1812KB
RBA Conference Volume 2006
https://www.rba.gov.au/publications/confs/2006/pdf/conf-vol-2006.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