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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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List of graphs

10 May 2010 SMP – May 2010
Graph 16: 3-month LIBOR Spreads.
https://www.rba.gov.au/publications/smp/2010/may/graphs.html

Box D: Bank Bill Swap Benchmark Rates

10 Nov 2013 SMP – November 2013
However, following the controversy surrounding London Interbank Offered Rates (LIBOR) and other international benchmarks, banks have become less willing to participate in reference rate surveys that require a subjective assessment of
https://www.rba.gov.au/publications/smp/2013/nov/box-d.html

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

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

Box B: US Dollar Swap Arrangements between Central Banks

4 Dec 2011 SMP - November 2008 PDF 107KB
https://www.rba.gov.au/publications/smp/2008/nov/pdf/box-b.pdf

Box D: Bank Bill Swap Benchmark Rates

7 Nov 2013 SMP – November 2013 PDF 45KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/box-d.pdf

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

5 Feb 2009 SMP - February 2009 PDF 189KB
https://www.rba.gov.au/publications/smp/2009/feb/pdf/box-b.pdf

List of graphs

10 Aug 2008 SMP – August 2008
Graph 15: 3-month LIBOR to Swap Spread.
https://www.rba.gov.au/publications/smp/2008/aug/graphs.html

List of graphs

10 Aug 2009 SMP – August 2009
Graph 16: 3-month LIBOR Spreads.
https://www.rba.gov.au/publications/smp/2009/aug/graphs.html

List of graphs

10 Feb 2008 SMP – February 2008
Graph 14: LIBOR Spread to OIS.
https://www.rba.gov.au/publications/smp/2008/feb/graphs.html