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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Limiting Foreign Exchange Exposure through Hedging: The Australian Experience
22 Aug 2006
RDP
PDF
206KB
offer rate (LIBOR), and makes local currency interest payments to the swap counterparty at the bank bill swap rate (BBSW). ... Investors. Foreignexchange. market. Swapcounterparty. Australian borrower. US$ principal. A$ principal. US$ interest payments
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-09.pdf
Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis?
22 Oct 2008
Conferences
PDF
148KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/davis.pdf
Box A: Recent Changes to US Federal Reserve Instruments
8 May 2008
SMP
- May 2008
PDF
24KB
https://www.rba.gov.au/publications/smp/2008/may/pdf/box-a.pdf
The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data
5 May 2005
RDP
PDF
158KB
BoC) (RBNZ) LDNIB1M). 3-month 90-day bank 3-month bankers 3-month 3-month LIBOR. ... FuturesContracts 90-day 3-month bankers 3-month 3-month. bank bills acceptances bank bills LIBOR.
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-02.pdf
Foreign Exchange Exposures of Australian Banks
22 Feb 2001
Bulletin
PDF
87KB
Issuance of debt Swap transaction. A$ interest payments (at BBSW). US$ interest payments (at LIBOR). ... A$ principal. US$ principal. US$principal. A$principal. US$principal. US$interest. payments(at LIBOR). At origination.
https://www.rba.gov.au/publications/bulletin/2000/aug/pdf/bu-0800-2.pdf
Reserve Bank of Australia Annual Report 2023
8 Feb 2024
RBA Annual Report
- 2023
PDF
641KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/international-financial-cooperation.pdf
Reserve Bank of Australia Annual Report 2023
1 May 2024
RBA Annual Report
- 2023
PDF
9575KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/rba-annual-report-2023.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
Domestic Financial Conditions
10 Feb 2020
SMP
- August 2018
PDF
2043KB
https://www.rba.gov.au/publications/smp/2018/aug/pdf/03-domestic-financial-conditions.pdf
RBAFOI-202105 - documents for release
3 Sep 2020
PDF
53KB
Text messages between 6-20 March 2020 between Deputy Governor and any contacts at the four major banks
https://www.rba.gov.au/information/foi/disclosure-log/pdf/202105.pdf