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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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 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
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
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/
Securitisation: Past, Present and Future
30 Nov 2022
Speech
Speech delivered by Jonathan Kearns, Head of Domestic Markets, to the Australian Securitisation Conference, Sydney
https://www.rba.gov.au/speeches/2022/sp-so-2022-11-30.html
Abbreviations
27 Oct 2022
RBA Annual Report
– 2022
LGBTI. lesbian, gay, bisexual, transgender and intersex. LIBOR. London Inter-Bank Offered Rate.
https://www.rba.gov.au/publications/annual-reports/rba/2022/abbreviations.html
International Financial Cooperation
27 Oct 2022
RBA Annual Report
– October 2022
The. Official Sector Steering Group. , which is progressing reforms of interest rate benchmarks, including coordinating the transition away from the London Inter-Bank Offered Rates (LIBOR) towards alternative interest rate benchmarks. ... The end of 2021
https://www.rba.gov.au/publications/annual-reports/rba/2022/international-financial-cooperation.html
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
franc, euro, British pound and Japanese yen were converted to their risk-free rate equivalents in December ahead of the cessation of these LIBOR rates. ... In April, LCH Ltd began consulting with participants and clients regarding the conversion of
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html