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.
Search Results
3/26/2021 The End of Libor and the Australian Market ...
26 Mar 2021
Speech
PDF
188KB
3/26/2021 The End of Libor and the Australian Market | Speeches | RBA. ... Robust fallback provisions will make it clear how to proceed when LIBOR ends.
https://www.rba.gov.au/speeches/2021/pdf/sp-ag-2021-03-18.pdf
Benchmark Reforms
18 Nov 2020
Speech
PDF
161KB
This is why ISDA's recent publication of fallback provisions for LIBOR is such welcome news. ... 1]. [2]. [3]. [4]. But the need for robust fallbacks goes beyond contracts that reference LIBOR.
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-11-17.pdf
08/09/2017 Interest Rate Benchmarks | Speeches http://www.rba.gov.au/speeches/2017/sp-dg-2017-09-08.html ...
8 Sep 2017
PDF
174KB
Market participants that use LIBOR, including those inAustralia, need to work on transitioning their contracts to alternative reference rates. ... to strengthen the fall-back provisions that would apply incontracts if LIBOR was to be discontinued.
https://www.rba.gov.au/speeches/2017/pdf/sp-dg-2017-09-08.pdf
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
Securitisation: Past, Present and Future
30 Nov 2022
Speech
PDF
884KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-so-2022-11-30.pdf
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
Interest Rate Benchmark Reform
15 May 2018
Speech
PDF
191KB
But beyond that point, there is no guaranteethat LIBOR will continue to exist. ... Let me be clear, LIBOR is not under threat because of the regulators.
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-2.pdf
8/15/2019 Risks to the Outlook | Speeches ...
15 Aug 2019
PDF
295KB
The transition from LIBOR to alternative risk-free rates (RFRs) is accelerating internationally. ... Nevertheless, the lesson from LIBOR is that no benchmarks should be taken for granted.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-08-15.pdf
The Outlook for the Australian Economy
16 May 2018
Speech
PDF
452KB
In the SMP, we document the recent rise in money marketinterest rates in the US, particularly LIBOR (Graph 1). ... 3]. The rise in LIBOR has also resulted in higher money market rates in Hong Kong, New Zealand and the UK.
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-1.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