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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Material Developments | Assessment of LCH Limited's SwapClear Service
9 Mar 2023
For an example of international work, see BoE, Transition to sterling risk-free rates from LIBOR. ... Available at: https://www.bankofengland.co.uk/markets/transition-to-sterling-risk-free-rates-from-libor.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/material-developments.html
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
In 2020, LCH Ltd began consulting with participants and clients regarding the conversion of outstanding EONIA and LIBOR contracts into standardised contracts referencing their corresponding recommended risk-free rate ahead of ... With this in mind, the
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/other-material-developments.html
Australian OTC Derivatives Market Activity | Report on the Australian OTC Derivatives Market – October 2012
9 Mar 2023
Other indices, such as OIS and AONIA–OIS compound rates, are less commonly used as reference rates; the Australian dollar LIBOR is only used in a very small number of transactions
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/australian-otc-derivatives-market-activity.html
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
With widespread recognition that some existing reference rates, such as LIBOR, will be discontinued, a key focus over the past few years has been on developing more robust fall-back methodologies ... Available at <https://www.isda.org/2020/05/11/benchmark
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/other-material-developments.html
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
LCH Group Holdings Limited. LCH Ltd. LCH Limited. LIBOR. London Interbank Offered Rate.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/abbreviations.html
Executive Summary | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
the management of operational risks associated with global benchmark reforms, and SwapClear's preparations for the transition away from the London Interbank Offered Rate (LIBOR).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/executive-summary.html
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
LIBOR. London Interbank Offered Rate. OIS. Overnight index swaps. OTC. Over-the-counter.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/abbreviations.html
Executive Summary | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
LCH Ltd's management of risks associated with global benchmark reforms, including the transition away from the London Interbank Offered Rate (LIBOR).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/executive-summary.html
Appendix C: Detailed Assessment of LCH Limited's SwapClear Service against the Financial Stability Standards | Assessment of LCH Limited's…
9 Mar 2023
Assessment of LCH Limited's SwapClear Service Appendix C: Detailed Assessment of LCH Limited's SwapClear Service against the Financial Stability Standards. The CCP Standards are made up of 21 headline standards, each of which is accompanied by a
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/appendix-c.html
2023
14 Dec 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/