Libor
Libor forecast to lose status as key benchmark
Libor's days as a key benchmark for a variety of derivatives and as a measure of interbank lending rates may be numbered, a leading interest rates strategist has suggested.
The New Year has seen the Ted spread, a perceived level of counterparty risk, reach its lowest level since Lehman Brothers filed for Chapter 11 bankruptcy on September 15 last year. Elsewhere, interbank...
Despite continued market unrest, healthier interbank lending rates over the past week indicate financial institutions are increasingly confident in lending to one another, while the perceived level of...
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More Libor articles
Interbank confidence falls in the US, rises in Europe
The cost of dollar lending in the interbank market rose 17bp overnight, but the cost of euro and sterling borrowing was down marginally today.
Overnight euro Libor unaffected by news of €200 billion EU support
Overnight euro Libor remained unchanged from yesterday at 2.9%, despite the announcement a €200 billion stimulus package to shore up the struggling economies of European Union (EU) member states.
Interbank markets stabilise despite 'unprecedented' volatility
Volatility in the US equity market is at near-record levels, but the interbank market remained stable today.
Dollar Libor shoots up overnight
Overnight dollar lending rates rose today following the news that US banking giant Citi will receive additional government assistance.
Libor untouched by market turbulence
Interbank confidence has shown no signs of falling today even as global equity markets have plummeted.
Interbank confidence continues to rise
The perceived level of counterparty risk in the market continued to fall today, shown by a drop in the Ted spread and Libor.
Dollar Libor falls further
Interbank lending confidence rose today, marked by a 0.17 percentage point fall in three-month dollar Libor.
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