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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OTC Derivatives Reforms and the Australian Cross-currency Swap Market
19 Jun 2013
Bulletin
PDF
241KB
Reserve Bank of Australia Bulletin June 2013
https://www.rba.gov.au/publications/bulletin/2013/jun/pdf/bu-0613-7.pdf
Bulletin September Quarter 2011
4 Oct 2011
Bulletin
PDF
2568KB
Bulletin SeptemBer quarter 2011. Contents. articles. Labour Market Outcomes in Regional Australia 1. The Exchange Rate and Consumer Prices 9. The Global Market for Liquefied Natural Gas 17. China’s Labour Market 29. The Domestic Market for
https://www.rba.gov.au/publications/bulletin/2011/sep/pdf/bu-0911.pdf
The Domestic Market for Short-term Debt Securities
14 Sep 2011
Bulletin
PDF
294KB
Reserve Bank of Australia Bulletin September 2011
https://www.rba.gov.au/publications/bulletin/2011/sep/pdf/bu-0911-5.pdf
The Domestic Market for Short-term Debt Securities
10 Sep 2011
Bulletin
– September 2011
This method is very different to that used by the British Bankers' Association when deriving LIBOR (see Box A). ... In recent times, there have been concerns expressed about the reliability and integrity of the LIBOR fixings.
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html
Bulletin March Quarter 2011
1 Apr 2011
Bulletin
PDF
1049KB
Bulletin MArch quArter 2011. contents. Articles. The Iron Ore, Coal and Gas Sectors 1. Household Borrowing Behaviour: Evidence from HILDA 9. Developments in Global Food Prices 15. The Emergence of the Chinese Automobile Sector 23. Domestic Demand
https://www.rba.gov.au/publications/bulletin/2011/mar/pdf/bu-0311.pdf
Exchange-traded Funds
16 Mar 2011
Bulletin
PDF
393KB
Reserve Bank of Australia Bulletin March 2011
https://www.rba.gov.au/publications/bulletin/2011/mar/pdf/bu-0311-8.pdf
Exchange-traded Funds
10 Mar 2011
Bulletin
– March 2011
The return on this collateral basket is then swapped for a stream of cash flows based on a variable rate such as LIBOR (Stage 2), which the ETF uses to invest
https://www.rba.gov.au/publications/bulletin/2011/mar/8.html
The Financial Crisis through the Lens of Foreign Exchange Swap Markets
10 Jun 2010
Bulletin
– June 2010
Anecdotal reports suggest that the actual cost of US dollar funding exceeded LIBOR. ... One reason is that LIBOR is based on indicative (rather than contractual) borrowing rates.
https://www.rba.gov.au/publications/bulletin/2010/jun/7.html
The Financial Crisis through the Lens of Foreign Exchange Swap Markets
8 Jun 2010
Bulletin
PDF
315KB
Reserve Bank of Australia Bulletin June 2010
https://www.rba.gov.au/publications/bulletin/2010/jun/pdf/bu-0610-7.pdf
Recent Financial Developments
8 Jun 2010
Bulletin
PDF
203KB
Address to ACI2010 49th World Congress, Sydney, 26 March 2010
https://www.rba.gov.au/publications/bulletin/2010/jun/pdf/bu-0610-10.pdf