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Market Wraps
libor
Latest news and analysis on libor
Fixed Income
March 01, 2021 07:47
The rise and fall of LIBOR
The use of the London Interbank Offer Rate (LIBOR) as a reference rate for financial contracts has been a ‘lynch pin’ of the financial system for over a generation....
Clive Smith
March 01, 2021 07:47
Fixed Income
April 23, 2018 11:50
Risk measure at GFC Levels - Should Investors be Worried?
The Bank Bill – Overnight Indexed Swap (OIS) spread is a keenly watched risk measure in fixed income markets that has experienced a significant widening in recent...
Tamar Hamlyn
Ardea Investment Management
April 23, 2018 11:50
April 03, 2018 08:08
Credit Snapshots from March 2018
The increasing gap between US dollar Libor and overnight index swaps (OIS) this year is garnering much attention as it was one of the earliest signs of problems in...
Jonathan Rochford
Narrow Road Capital
April 03, 2018 08:08
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