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Reference rate
B. Recent Changes in the Financial Secto R
Reform of Interest Rate Benchmarks for Q4 2019
Eurodollar Futures, and Forwards
Results on the FISIM Tests on Maturity and Default Risk
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What Drove the 6-Month Vilibor During the Late-2000’S Economic Crisis?
Interest Rate Benchmark Reform in Japan
Update on Reference Rate Reforms in the Euro Area
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What Is SONIA?
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Establishing an Overnight Index Swap (Ois) Market in Nok Working Group on Alternative Reference Rates for the Norwegian Krone June 2020
ABSTRACT Market Responses to LIBOR Misrepresentation of Credit
The Global Reference Rates Reform and Its Impact on the Bulgarian Banking Industry
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The Financial Crisis and the Dynamics of the Money Market Rates
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Transitions in Financial Instrument Reference Rates
Capital Constraints, Counterparty Risk and Deviations from Covered Interest Rate Parity
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What Is SONIA Compounded in Arrears and Term SONIA?
Considerations in Respect of the Use of Forward-Looking Term SONIA Reference Rates 1. Important Notice This Note Is Intended As
Scania Cv Ab
Frequently Asked Questions About the Reference Rate (IBOR) Reform
Financial Stress and Equilibrium Dynamics in Money Markets
Interest Rate Futures Contract Example
A Teaching Note on Pricing and Valuing Interest Rate Swaps Using LIBOR and OIS Discounting
Interest Rate Benchmarks Reform(PDF:313KB)
LIBOR Transition
The Wheatley Review of LIBOR: Initial Discussion Paper
Reforming Major Interest Rate Benchmarks: 2020 Progress Report
Is SOFR Better Than LIBOR?
Negative Spreads
Training Material for JBA TIBOR Code of Conduct
The LIBOR Transition
Second Report of the Alternative Reference Rates Committee
LIBOR Transition
Inferring Term Rates from SOFR Futures Prices
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FMSB Standard on Use of Term SONIA Reference Rates
Capital Constraints, Counterparty Risk and Deviations from Covered Interest Rate Parity
Research Note Adoption of Risk-Free Rates: Major Developments in 2020
Use Cases of Benchmark Rates: Compounded in Arrears, Term Rate and Further Alternatives the Working Group on Sterling Risk-Free Reference Rates
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Faqs: Preparing for Benchmark Rate Reform
At the Crossroads in the Transition Away from LIBOR: from Overnight to Term Rates