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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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Developments in the Clearing and Settlement Industry

27 Sep 2023 PSB Annual Report – September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html

5.5 Abbreviations

19 Oct 2023 RBA Annual Report – 2023
LGBTI. lesbian, gay, bisexual, transgender and intersex. LIBOR. London Inter-Bank Offered Rate.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.html

Box D: Interbank Reference Rates

9 Aug 2012 SMP – August 2012 PDF 87KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-d.pdf

Box D: Interbank Reference Rates

10 Aug 2012 SMP – August 2012
These rates, which extend to 12-month maturities, are known as London Interbank Offered Rates (LIBOR). ... Only a small number of financial contracts are referenced to Australian dollar LIBOR.
https://www.rba.gov.au/publications/smp/2012/aug/box-d.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

2.5 International Financial Cooperation

19 Oct 2023 RBA Annual Report – October 2023
International Financial Cooperation | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/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

Reserve Bank of Australia Annual Report 2023

16 Oct 2023 RBA Annual Report - 2023 PDF 201KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/abbreviations.pdf

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

Box B: An International Comparison of Pass-through of Policy Rate Changes to Housing Loan Rates

10 Feb 2009 SMP – February 2009
Variable borrowing rates have only fallen by 40 basis points since August 2007, partly because many of these loans are benchmarked to US dollar LIBOR or the various Cost of Funds
https://www.rba.gov.au/publications/smp/2009/feb/box-b.html