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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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
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 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
Box B: US Dollar Swap Arrangements between Central Banks
10 Nov 2008
SMP
– November 2008
In particular, offshore US dollar rates implied by euro-US dollar swaps fell rapidly, and term LIBOR rates began to fall, following the introduction of fixed-rate auctions for unlimited amounts.
https://www.rba.gov.au/publications/smp/2008/nov/box-b.html
List of graphs
10 Nov 2007
SMP
– November 2007
Graph 18: LIBOR Spread to OIS.
https://www.rba.gov.au/publications/smp/2007/nov/graphs.html
List of graphs
10 May 2009
SMP
– May 2009
Graph 21: 3-month LIBOR to Swap Spreads.
https://www.rba.gov.au/publications/smp/2009/may/graphs.html
Box A: Recent Changes to US Federal Reserve Instruments
10 May 2008
SMP
– May 2008
The bid-rate also rose above the corresponding LIBOR for the first time in early April.
https://www.rba.gov.au/publications/smp/2008/may/box-a.html
List of graphs
10 Feb 2010
SMP
– February 2010
Graph 14: 3-month LIBOR Spreads.
https://www.rba.gov.au/publications/smp/2010/feb/graphs.html
List of graphs
10 Nov 2009
SMP
– November 2009
Graph 17: 3-month LIBOR Spreads.
https://www.rba.gov.au/publications/smp/2009/nov/graphs.html
Box B: Recent Developments in Foreign Exchange Markets
8 May 2020
SMP
– May 2020
While the basis derived from interbank rates has since retraced the March widening in G3 foreign exchange swap markets (as US LIBOR has fallen), other measures of the basis, such as ... This unusual divergence can be almost fully explained by the severe
https://www.rba.gov.au/publications/smp/2020/may/box-b-recent-developments-in-foreign-exchange-markets.html