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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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Financial Stability Review

9 Apr 2021 FSR - April 2021 PDF 1740KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/financial-stability-review-2021-04.pdf

A Monetary Union in Asia? Some European Lessons

26 Nov 2006 Conferences PDF 201KB
RBA Conference Volume 2001
https://www.rba.gov.au/publications/confs/2001/pdf/wyplosz.pdf

What Do Financial Market Data Tell Us About Monetary Policy Transparency?

2 Dec 2009 RDP PDF 516KB
UK Base rates: Bank of England LIBOR: LDNIB1M LIBOR: LDNIB3M LIBOR: L1–L8 Germany/ECB Repo rate: ECB(h).
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-05.pdf

The Role of Collateral in Borrowing

14 Jan 2021 RDP PDF 1784KB
transactions. 1 The TED spread is between the 3-month LIBOR based on USD and the 3-month US Treasury bill rate.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf

The Evolving Financial Situation

17 Nov 2009 Bulletin PDF 225KB
Address by Dr Malcolm Edey, Assistant Governor (Financial System) to Finsia Financial Services Conference 2009, Sydney, 28 October 2009.
https://www.rba.gov.au/publications/bulletin/2009/nov/pdf/bu-1109-5.pdf

The Global Financial Environment

8 Apr 2021 FSR - April 2021 PDF 558KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/01-global-financial-environment.pdf

International and Foreign Exchange Markets

6 May 2010 SMP – May 2010 PDF 454KB
https://www.rba.gov.au/publications/smp/2010/may/pdf/intl-fx-mkts.pdf

The Evolving Financial Situation

18 Mar 2010 Speech PDF 167KB
This was most obviously manifest in a rise in short-term borrowing costs, represented here by the spread between Libor (bank bills in the case of Australia) and the expected policy ... 3-month LIBOR Spreads. 2007. Euro. Bps Bps. UK£. US$. A$. 2008M J S D
https://www.rba.gov.au/speeches/2010/pdf/sp-ag-160210.pdf

The Global Financial Environment

9 Oct 2019 FSR - October 2019 PDF 967KB
https://www.rba.gov.au/publications/fsr/2019/oct/pdf/01-global-financial-environment.pdf

Some Features of the Australian Fixed Income Market

7 Jun 2018 Speech PDF 548KB
Hence, the rise in the US 3-month LIBOR rate (relative to theOvernight Index Swap (OIS) rate) was closely matched by a rise in the equivalent 3-month bank billswap rate
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-06-06.pdf