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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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Speeches – 2019

31 Dec 2019
Speeches by senior staff of the Reserve Bank
https://www.rba.gov.au/speeches/2019/

How I Learned to Stop Worrying and Love the Basis

22 May 2017 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at the BIS Symposium: CIP–RIP?, Basel
https://www.rba.gov.au/speeches/2017/sp-dg-2017-05-22.html

Benchmark Reforms

18 Nov 2020 Speech PDF 161KB
This is why ISDA's recent publication of fallback provisions for LIBOR is such welcome news. ... 1]. [2]. [3]. [4]. But the need for robust fallbacks goes beyond contracts that reference LIBOR.
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-11-17.pdf

Securitisation: Past, Present and Future

30 Nov 2022 Speech PDF 884KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-so-2022-11-30.pdf

08/09/2017 Interest Rate Benchmarks | Speeches http://www.rba.gov.au/speeches/2017/sp-dg-2017-09-08.html ...

8 Sep 2017 PDF 174KB
Market participants that use LIBOR, including those inAustralia, need to work on transitioning their contracts to alternative reference rates. ... to strengthen the fall-back provisions that would apply incontracts if LIBOR was to be discontinued.
https://www.rba.gov.au/speeches/2017/pdf/sp-dg-2017-09-08.pdf

Progress on Benchmark Reform

12 Apr 2019 Speech PDF 191KB
The End of LIBORThere is now widespread recognition that LIBOR will come to an end. ... See Bailey A (2017), ‘The Future of LIBOR’, Speech at Bloomberg London, 27 July.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf

Interest Rate Benchmarks

22 Feb 2016 Speech
Guy Debelle
Speech to KangaNews Debt Capital Markets Summit 2016, Sydney
https://www.rba.gov.au/speeches/2016/sp-ag-2016-02-22.html

Risks to the Outlook

15 Aug 2019 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at the 14th Annual Risk Australia Conference, Sydney
https://www.rba.gov.au/speeches/2019/sp-dg-2019-08-15.html

3/19/2019 Bonds and Benchmarks | Speeches https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.html ...

19 Mar 2019 PDF 493KB
Theclock is ticking for institutions with exposures to the London Inter-Bank Offered Rate (LIBOR)benchmarks. ... This is an important issue for Australian financialinstitutions, which have substantial exposures to LIBOR through derivatives, bonds and
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-03-19.pdf

8/15/2019 Risks to the Outlook | Speeches ...

15 Aug 2019 PDF 295KB
The transition from LIBOR to alternative risk-free rates (RFRs) is accelerating internationally. ... Nevertheless, the lesson from LIBOR is that no benchmarks should be taken for granted.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-08-15.pdf