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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Бібліографічні деталі
Автор: Brousseau, V.
Інші автори: Chailloux, Alexandre, Durre, A.
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2013.
Серія:IMF Working Papers; Working Paper ; No. 2013/131
Онлайн доступ:Full text available on IMF