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....

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...

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...