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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Detalhes bibliográficos
Autor principal: Brousseau, V.
Outros Autores: Chailloux, Alexandre, Durre, A.
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2013.
Colecção:IMF Working Papers; Working Paper ; No. 2013/131
Acesso em linha:Full text available on IMF