Pressure on the interbank lending markets intensified today, after Congress rejected the US government’s bailout plan.
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Libor articles
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...
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 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...
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...
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...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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