When these articles originally ran a while ago, the response was overwhelming. With the current economic situation seeming to worsen daily, we have had multiple requests to publish these articles ...

Central bankers necessarily spend a great deal of time studying economic and market data that they believe to be forward-looking indicators of the economy’s health. One such is the so-called ...

These are two of the most important interest rates in the world. Libor is the London Interbank offered rate. The overnight index swap (OIS) is a broadly comparable rate in the US. These are two of the ...

As Libor benchmarks are replaced by compounded overnight rates, the pricing and risk management of legacy contracts can become increasingly challenging. As Marc Henrard, managing partner at MurisQ ...

NEW YORK (Reuters) - The recent widening of the spread between the three-month London interbank offered rate (LIBOR) and three-month overnight index swap rate (OIS) would add a total of $16 billion ...

More than a year ago, even before the subprime-mortgage crisis had revved itself up into the full-fledged credit crisis that’s now threatening global growth, we pointed to the London Interbank Offered ...

Blog posts represent the views of CFR fellows and staff and not those of CFR, which takes no institutional positions. Central bankers necessarily spend a great deal of time studying economic and ...

NEW YORK, March 29 (Reuters) - The recent widening of the spread between the three-month London interbank offered rate (LIBOR) and three-month overnight index swap rate (OIS) would add a total of $16 ...