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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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International and Foreign Exchange Markets

9 Feb 2017 SMP - February 2017 PDF 617KB
https://www.rba.gov.au/publications/smp/2017/feb/pdf/02-international-and-foreign-exchange-markets.pdf

Statement on Monetary Policy - February 2017

9 Feb 2017 SMP - February 2017 PDF 1693KB
https://www.rba.gov.au/publications/smp/2017/feb/pdf/statement-on-monetary-policy-2017-02.pdf

International and Foreign Exchange Markets

3 Nov 2016 SMP - November 2016 PDF 1145KB
https://www.rba.gov.au/publications/smp/2016/nov/pdf/02-international-and-foreign-exchange-markets.pdf

Statement on Monetary Policy - November 2016

3 Nov 2016 SMP - November 2016 PDF 2777KB
https://www.rba.gov.au/publications/smp/2016/nov/pdf/statement-on-monetary-policy-2016-11.pdf

International and Foreign Exchange Markets

5 Aug 2016 SMP - August 2016 PDF 1169KB
https://www.rba.gov.au/publications/smp/2016/aug/pdf/02-international-and-foreign-exchange-markets.pdf

Statement on Monetary Policy - August 2016

5 Aug 2016 SMP - August 2016 PDF 3173KB
https://www.rba.gov.au/publications/smp/2016/aug/pdf/statement-on-monetary-policy-2016-08.pdf

List of graphs

10 Feb 2015 SMP – February 2015
Graph 2.2: Swiss 3-month LIBOR Target Band.
https://www.rba.gov.au/publications/smp/2015/feb/graphs.html

International and Foreign Exchange Markets

10 Feb 2015 SMP – February 2015
Interbank rates have fallen sharply in response, with the 3-month Swiss franc LIBOR now trading close to –1 per cent (Graph 2.2).
https://www.rba.gov.au/publications/smp/2015/feb/intl-fx-mkts.html

International and Foreign Exchange Markets

5 Feb 2015 SMP - February 2015 PDF 969KB
https://www.rba.gov.au/publications/smp/2015/feb/pdf/intl-fx-mkts.pdf

Statement on Monetary Policy - February 2015

5 Feb 2015 SMP - February 2015 PDF 2273KB
https://www.rba.gov.au/publications/smp/2015/feb/pdf/0215.pdf