Antonov, Konikov and Spector adapt the popular SABR model to a negative rates environment
The UK Serious Fraud Office had every advantage in the prosecution of Tom Hayes – even a taped confession. The next case may not be as easy
More Libor articles
Interest rate's governance and wider industry culture also in the dock
Judge finishes summing up Tom Hayes Libor trial
Judge's summing-up continues for jury
Tom Hayes Libor trial enters final stage
First trial against individual for Libor rigging nears end
Managers thought "nothing wrong" with fixing rates for profit, jury hears
Hayes denies using code to conceal rate manipulation
Promises of trades 'were not reward for help rigging benchmark'
Manipulation was standard practice, maintains Hayes
Former trader says adjusting Libor to suit commercial interests was company policy at UBS
Trader responds to claims he induced brokers to skew their Libor recommendations
Trader argues trades were meant to appease, not reward, brokers
Manager’s signal to trader: 'Carry on doing it but don't send emails'
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