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Fixing the Fixings

Fixing the Fixings »

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

Volume/Issue: 2013/131

Series: IMF Working Papers

Author(s): V. Brousseau , Alexandre Chailloux , and A. Durré

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 May 2013

ISBN: 9781484306772

Keywords: Libor, fixings, Unsecured Money Market, Benchmarking System, money market, derivative, hedging, interest rate derivatives, financial institutions, General

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 enter...

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

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

Volume/Issue: 2013/131

Series: IMF Working Papers

Author(s): V. Brousseau , Alexandre Chailloux , and A. Durré

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 May 2013

DOI: http://dx.doi.org/10.5089/9781484306772.001

ISBN: 9781484306772

Keywords: Libor, fixings, Unsecured Money Market, Benchmarking System, money market, derivative, hedging, interest rate derivatives, financial institutions, General

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 enter...