As Libor benchmarks are replaced by compounded overnight rates, the pricing and risk management of legacy contracts can become increasingly challenging. As Marc Henrard, managing partner at MurisQ ...

These are two of the most important interest rates in the world. Libor is the London Interbank offered rate. This is published by the British Banking Association based on averaging the rates at which ...

Authored by Trey Reik, Senior Portfolio Manager, Sprott Asset Management USA, Inc. The turbulence which riled U.S. equities in early February spread to short-term credit markets during March. As the S ...

NEW YORK (Reuters) - The recent widening of the spread between the three-month London interbank offered rate (LIBOR) and three-month overnight index swap rate (OIS) would add a total of $16 billion ...

When these articles originally ran a while ago, the response was overwhelming. With the current economic situation seeming to worsen daily, we have had multiple requests to publish these articles ...

More than a year ago, even before the subprime-mortgage crisis had revved itself up into the full-fledged credit crisis that’s now threatening global growth, we pointed to the London Interbank Offered ...

Blog posts represent the views of CFR fellows and staff and not those of CFR, which takes no institutional positions. Central bankers necessarily spend a great deal of time studying economic and ...

LONDON, Sept 11 (Reuters) - The interbank cost of borrowing dollar, euro and sterling funds for three months all marked new record lows on Friday, the latest daily fixing from the British Bankers' ...

The spread between the three-month dollar London interbank offered rate, or Libor, and the overnight indexed swap rate increased to the most in more than 2 ½ years, according to data compiled by ...

LONDON, Sept 24 (Reuters) - The interbank cost of borrowing overnight and three-month sterling jumped on Wednesday, while three-month cost of borrowing dollars and euro also rose, according to the ...

NEW YORK, March 29 (Reuters) - The recent widening of the spread between the three-month London interbank offered rate (LIBOR) and three-month overnight index swap rate (OIS) would add a total of $16 ...