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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The Financial Crisis through the Lens of Foreign Exchange Swap Markets
8 Jun 2010
Bulletin
PDF
315KB
Reserve Bank of Australia Bulletin June 2010
https://www.rba.gov.au/publications/bulletin/2010/jun/pdf/bu-0610-7.pdf
Australian Banks' Global Bond Funding
14 Aug 2006
Bulletin
PDF
68KB
Reserve Bank of Australia Bulletin August 2006
https://www.rba.gov.au/publications/bulletin/2006/aug/pdf/bu-0806-1.pdf
The Domestic Market for Short-term Debt Securities
14 Sep 2011
Bulletin
PDF
294KB
Reserve Bank of Australia Bulletin September 2011
https://www.rba.gov.au/publications/bulletin/2011/sep/pdf/bu-0911-5.pdf
Syndicated Lending
13 Jun 2023
Bulletin
- June 2023
PDF
1022KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/syndicated-lending.pdf
Recent Developments in the Australian Bond Market
16 Mar 2008
Bulletin
PDF
75KB
Address by Dr Guy Debelle, Assistant Governor (Financial Markets), to the Westpac/KangaNews Speec-meeting Summit: Kangaroos & Kauris, Sydney, 5 March 2008
https://www.rba.gov.au/publications/bulletin/2008/mar/pdf/bu-0308-2.pdf
Fallbacks for BBSW Securities
26 Sep 2022
Bulletin
- June 2022
PDF
578KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/fallbacks-for-bbsw-securities.pdf
Some General Observations on the Kangaroo Bond Market
12 Apr 2007
Bulletin
PDF
97KB
Address by Mr Chris Ryan, Head of Domestic Markets Department, to the ‘Kangaroos: Positioned for Growth’ Conference, Sydney, 29 March 2007
https://www.rba.gov.au/publications/bulletin/2007/apr/pdf/bu-0407-2.pdf
Central Bank Market Operations
17 Sep 2007
Bulletin
PDF
79KB
Address by Mr R Battellino, Deputy Governor, to Retail Financial Services Forum, Sydney, 28 August 2007
https://www.rba.gov.au/publications/bulletin/2007/sep/pdf/bu-0907-4.pdf
Foreign Exchange Exposures of Australian Banks
22 Feb 2001
Bulletin
PDF
87KB
Issuance of debt Swap transaction. A$ interest payments (at BBSW). US$ interest payments (at LIBOR). ... A$ principal. US$ principal. US$principal. A$principal. US$principal. US$interest. payments(at LIBOR). At origination.
https://www.rba.gov.au/publications/bulletin/2000/aug/pdf/bu-0800-2.pdf
Interest Rate Benchmarks For The Australian Dollar
19 Sep 2018
Bulletin
- September 2018
PDF
485KB
https://www.rba.gov.au/publications/bulletin/2018/sep/pdf/interest-rate-benchmarks-for-the-australian-dollar.pdf