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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List of graphs
10 Mar 2008
FSR
– March 2008
Graph 2: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/fsr/2008/mar/graphs.html
List of graphs
10 Sep 2007
FSR
– September 2007
Graph 6: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/fsr/2007/sep/graphs.html
OTC Derivatives Reforms and the Australian Cross-currency Swap Market
24 Jun 2013
Bulletin
– June 2013
Reforms to improve the management of counterparty credit risk in over-the-counter (OTC) derivatives markets are underway globally. A key pillar of the reforms is the migration of these markets to central counterparties (CCPs), while higher capital
https://www.rba.gov.au/publications/bulletin/2013/jun/7.html
Regulatory Developments
20 Oct 2018
FSR
– October 2018
The development and adoption of new benchmarks has become more important given questions about the sustainability of the London Interbank Offered Rate (LIBOR). ... LIBOR is the key benchmark interest rate for several major currencies, but there are too
https://www.rba.gov.au/publications/fsr/2018/oct/regulatory-developments.html
List of graphs
10 Mar 2009
FSR
– March 2009
Graph 12: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/fsr/2009/mar/graphs.html
Bulletin June Quarter 2022
26 Sep 2022
Bulletin
- June 2022
PDF
9310KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/bulletin-2022-06.pdf
List of graphs
10 Sep 2008
FSR
– September 2008
Graph 8: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/fsr/2008/sep/graphs.html
Financial Stability Review
9 Apr 2021
FSR
- April 2021
PDF
1740KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/financial-stability-review-2021-04.pdf
Regulatory Developments
4 Oct 2019
FSR
– October 2019
A disorderly transition away from LIBOR could have implications for short-term financial stability. ... These reforms in part reflect past examples of manipulation of LIBOR and other financial benchmark rates.
https://www.rba.gov.au/publications/fsr/2019/oct/regulatory-developments.html
Developments in the Financial System Architecture
20 Oct 2017
FSR
– October 2017
Banks on the LIBOR panel are also reluctant to continue making submissions based on ‘expert judgment’. ... it will no longer be necessary to persuade, or compel, banks to make submissions to LIBOR.
https://www.rba.gov.au/publications/fsr/2017/oct/dev-fin-sys-arch.html