Libor
Interbank lending suffers as $700 billion rescue vehicle breaks down
Pressure on the interbank lending markets intensified today, after Congress rejected the US government’s bailout plan.
After a turbulent week, pressure on the interbank lending markets eased today as further injections of liquidity were announced and talks on the US financial rescue package resumed.
Strain on the interbank lending markets is easing as large infusions of liquidity start to take effect and market confidence improves.
Using market and credit risk analytics to strengthen performance
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More Libor articles
Interbank lending still under pressure
Interbank lending markets remained under stress today, despite large injections of liquidity by the world’s central banks.
Libor disruption spurs OIS growth
Dislocation in Libor rates in the wake of the credit crisis has spurred increased trading in overnight index swaps (OIS) over the past year. Dealers say greater activity by banks, as well as hedge funds, has been behind the rise in volumes. Confidence...
BBA begins Libor consultation
The methodology behind Libor fixings could be overhauled following the release of a consultation paper mulling drastic changes to the compilation of the benchmark rate. The British Bankers' Association (BBA) published a discussion paper entitled BBA...
Interbank lending rates soar
Interbank lending rates soared in March, despite a further 75-basis-point cut by the Federal Reserve on March 18 and two new initiatives by the US central bank to pump liquidity into the money markets. The Ted spread peaked at above 200bp on March 19...
Profiting from divergence
Range accruals have been one of the success stories of the structured interest rate derivatives business, but how did the market hold up during last year's divergence between Libor and base rates? By Peter Madigan
Libor's true colours
Short-term Libor rates have surged, reflecting reluctance by banks to lend to each other in the current market turmoil. This has caused a dislocation in the short end of the curve, and created problems for those using swaps referenced to Libor. Duncan...
The Journal of Risk Volume 9/Number 1 2006
In 1989 Francis Fukayama published a now famous essay, "The End of History?", in which he claimed that liberal democracy had triumphed as the final, and highest, form of social organization. His thesis was as long on selective use of facts and idiosyncratic...
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Using market and credit risk analytics to strengthen performance
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