Essays about: "ibor rate"
Found 2 essays containing the words ibor rate.
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1. Valuation of interest rate instruments under backward-looking forward rate framework
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : With the discontinuation of Interbank Offered Rates(IBOR), traders found some al-ternative reference rates to replace IBOR. Backward-looking rates are widely accepted new benchmark interest rates. READ MORE
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2. A Study of Stibor - Sweden’s Most Important Number and the Rates That Could Come to Replace It
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : As a working group named AGAR is currently looking into replacements and complements to Stibor, the subject of reference rates will become increasingly relevant in the coming years. This paper therefore investigates Stibor as well as future options for a Swedish reference rate, consolidating information of and opinions on reference rates in Sweden, primarily through the review of previous literature in the field and expert interviews with representatives of organisations in AGAR. READ MORE