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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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
4. Regulatory Developments Since March, the economic and financial ...
4 Nov 2020
FSR
PDF
247KB
the earlier stated timeline of no longer sustaining LIBOR beyond the end of 2021 remains in place. ... Including robust fallback provisions in contracts is an important step towards an orderly transition away from LIBOR.
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/04-regulatory-developments.pdf
The Global Financial Environment
4 Nov 2020
FSR
- October 2020
PDF
678KB
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/01-global-financial-environment.pdf
Financial Stability Review
4 Nov 2020
FSR
- October 2020
PDF
3339KB
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/financial-stability-review-2020-10.pdf
Reserve Bank of Australia Annual Report 2020 - Abbreviations
14 Oct 2020
Annual Report
PDF
353KB
LGBTI lesbian, gay, bisexual, transgender and intersex. LIBOR London Inter-Bank Offered Rate.
https://www.rba.gov.au/publications/annual-reports/rba/2020/pdf/abbreviations.pdf
Reserve Bank of Australia Annual Report 2020 - International Financial Cooperation
14 Oct 2020
Annual Report
PDF
677KB
APRA. Standing Committee on Assessment of Vulnerabilities. RBA. transition away from the use of London Inter-Bank Offered Rates (LIBOR) by the end of 2021, when official sector support for the ... A key focus of this group is to ensure financial markets
https://www.rba.gov.au/publications/annual-reports/rba/2020/pdf/international-financial-cooperation.pdf
Statement on Monetary Policy
8 Sep 2020
SMP
- August 2020
PDF
3405KB
https://www.rba.gov.au/publications/smp/2020/aug/pdf/statement-on-monetary-policy-2020-08.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
Domestic Financial Conditions
7 Aug 2020
SMP
- August 2020
PDF
838KB
https://www.rba.gov.au/publications/smp/2020/aug/pdf/04-domestic-financial-conditions.pdf
International Financial Conditions
7 Aug 2020
SMP
- August 2020
PDF
892KB
https://www.rba.gov.au/publications/smp/2020/aug/pdf/02-international-financial-conditions.pdf