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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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Statement on Monetary Policy

3 Mar 2021 SMP - February 2021 PDF 3481KB
https://www.rba.gov.au/publications/smp/2021/feb/pdf/statement-on-monetary-policy-2021-02.pdf

The International Environment

4 Feb 2021 SMP - February 2021 PDF 983KB
https://www.rba.gov.au/publications/smp/2021/feb/pdf/01-the-international-environment.pdf

Statement on Monetary Policy

8 Sep 2020 SMP - August 2020 PDF 3405KB
https://www.rba.gov.au/publications/smp/2020/aug/pdf/statement-on-monetary-policy-2020-08.pdf

Domestic Financial Conditions

7 Aug 2020 SMP - August 2020 PDF 838KB
https://www.rba.gov.au/publications/smp/2020/aug/pdf/04-domestic-financial-conditions.pdf

International Financial Conditions

7 Aug 2020 SMP - August 2020 PDF 892KB
https://www.rba.gov.au/publications/smp/2020/aug/pdf/02-international-financial-conditions.pdf

International Financial Conditions

12 May 2020 SMP - May 2020 PDF 808KB
https://www.rba.gov.au/publications/smp/2020/may/pdf/02-international-financial-conditions.pdf

Statement on Monetary Policy

12 May 2020 SMP - May 2020 PDF 3719KB
https://www.rba.gov.au/publications/smp/2020/may/pdf/statement-on-monetary-policy-2020-05.pdf

Box B: Recent Developments in Foreign Exchange Markets

8 May 2020 SMP – May 2020
While the basis derived from interbank rates has since retraced the March widening in G3 foreign exchange swap markets (as US LIBOR has fallen), other measures of the basis, such as ... This unusual divergence can be almost fully explained by the severe
https://www.rba.gov.au/publications/smp/2020/may/box-b-recent-developments-in-foreign-exchange-markets.html

International Financial Conditions

8 May 2020 SMP – May 2020
issued by the same financial entities; this was one factor contributing to the sharp increase in three month US LIBOR rates.
https://www.rba.gov.au/publications/smp/2020/may/international-financial-conditions.html

Box B: Recent Developments in Foreign Exchange Markets

7 May 2020 SMP - May 2020 PDF 485KB
https://www.rba.gov.au/publications/smp/2020/may/pdf/box-b-recent-developments-in-foreign-exchange-markets.pdf