Libor
Libor untouched by market turbulence
Interbank confidence has shown no signs of falling today even as global equity markets have plummeted.
The perceived level of counterparty risk in the market continued to fall today, shown by a drop in the Ted spread and Libor.
Interbank lending confidence rose today, marked by a 0.17 percentage point fall in three-month dollar Libor.
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More Libor articles
G-20 proposals fail to lift interbank confidence
The proposals of world leaders to stabilise financial markets had little significant impact on the interbank market, with the Ted spread and Libor figures remaining at similar levels to before the weekend.
Dollar Libor and Ted climb again
Dollar Libor and the Ted spread, which tracks the difference between three-month dollar Libor and Treasury bills, were up today as confidence in the US interbank lending market dipped again.
Dollar Libor up after Tarp priorities change
Dollar Libor was up today following US Treasury secretary Hank Paulson's admission yesterday that the Troubled Asset Relief Programme (Tarp) will not be used to buy illiquid mortgage-backed securities.
UK Libor unmoved by recession news
The Bank of England (BoE)'s predictions of continued economic downturn failed to move the sterling interbank markets today.
Ted spread continues to fall
Following last week's rate cuts, the Ted spread, which tracks the difference between three-month Libor and Treasury bills, had fallen today to 2.01 when trading opened, the same level as September 15, when Lehman Brothers filed for bankruptcy.
BoE announces 1.5% rate cut
At 1200 GMT, the Bank of England (BoE) announced a 1.5% reduction of the official bank rate, while interbank lending rates fell further.
Interbank markets remain stable
Confidence in the interbank market climbed today, reflected in the decline of the Ted spread and Libor rates.
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