Fixing the Fixings : What Road to a More Representative Money Market Benchmark? /

Interest rate derivatives on major currencies, with notional outstanding amounts adding up to hundreds of trillions, are mostly indexed on Libor and Euribor benchmarks, as are hundreds of billions in loans to enterprises, mortgages and other retail loans to the real economy. Yet, the prevailing role...

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Dettagli Bibliografici
Autore principale: Brousseau, V.
Altri autori: Chailloux, Alexandre, Durre, A.
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2013.
Serie:IMF Working Papers; Working Paper ; No. 2013/131
Accesso online:Full text available on IMF