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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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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

Progress on Benchmark Reform

11 Apr 2019 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at ISDA's 34th Annual General Meeting,
https://www.rba.gov.au/speeches/2019/sp-dg-2019-04-11.html

Bonds and Benchmarks

19 Mar 2019 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the KangaNews DCM Summit, Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.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

Lessons and Questions from the GFC

6 Dec 2018 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, to the Australian Business Economists Annual Dinner, Sydney
https://www.rba.gov.au/speeches/2018/sp-dg-2018-12-06.html

Lessons and Questions from the GFC

6 Dec 2018 Speech PDF 302KB
Theindicator of the tension in fixed income markets is the LIBOR/OIS spread (BBSW/OIS here inAustralia), which summarises the unfolding of the crisis well (Graph 1).
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-12-06.pdf

11/29/2018 Securitisation and the Housing Market | Speeches | ...

28 Nov 2018 PDF 441KB
benchmarks. In light of the issues aroundbenchmarks such as LIBOR (the London Inter-Bank Offered Rate), substantial efforts have beenmade to reform these benchmarks to support the smooth functioning of the ... However, for many products – including
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-11-26.pdf

Securitisation and the Housing Market

26 Nov 2018 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the Australian Securitisation Forum Conference, Sydney
https://www.rba.gov.au/speeches/2018/sp-ag-2018-11-26.html

Some Features of the Australian Fixed Income Market

7 Jun 2018 Speech PDF 548KB
Hence, the rise in the US 3-month LIBOR rate (relative to theOvernight Index Swap (OIS) rate) was closely matched by a rise in the equivalent 3-month bank billswap rate
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-06-06.pdf

Some Features of the Australian Fixed Income Market

6 Jun 2018 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the Australian Government Fixed Income Forum 2018, Tokyo
https://www.rba.gov.au/speeches/2018/sp-ag-2018-06-06.html