Libor 2.0: The runners and riders

Libor 2.0: the runners and riders

david-clark
David Clark

Since US and UK regulators announced the June 27 settlement of investigations into Libor rigging at Barclays, commentators have been predicting the death of the benchmark – but it is not easy to replace an interest rate referenced by an estimated $300 trillion in financial products.

“Putting aside the terrible way Libor is fixed – by asking dumb questions to banks – it’s actually a marvellous construction of a family of derivatives and cash instruments that work so well together. It’s a wonderfu

To continue reading...

You must be signed in to use this feature.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: