Browsing: LIBOR

Posts Tagged ‘ LIBOR ’

Can LIBOR Be Replaced?

Feb 12th, 2019 | Filed under: Newly Added, Derivatives, The A.I. Industry, Credit Derivatives, Economics, Macroeconomics, Structured Products, Finance & Economics

Given a long wave of scandals that lasted from 2008 until 2012, most of the derivatives industry, and most of its regulators, have agreed that the London Interbank Offered rate [Libor] ought to be replaced by a more tamper-resistant mechanism. Surely there must be an index that will measure theRead More


Reducing Dependence on (L)IBOR

Mar 15th, 2018 | Filed under: Newly Added, The Global Economy & Currencies, Risk Metrics and Measurement, Risk Management & Operations, Finance & Economics

A creation of the mid-1980s, the London Interbank Offered rate (LIBOR) became immensely influential over the three decades that followed. It became a reference rate for both finance and commerce for the rate of nearly risk-free interest, and in the process it spawned other IBORs, including EURIBOR and Japan’s TIBOR.Read More


The LIBOR Fixing Scandal Gets a Conviction and a Book

Aug 9th, 2015 | Filed under: Currencies, Derivatives, Forex

When it all hit the fan, U.S. investigators in particular (the Brits somewhat less so) came to see Hayes as a mastermind behind its digestive generation. But Arvedlund seeks in her new book on the Libor Rigging scandal to place the role Hayes played in context. Read More


Andrew Lo on the LIBOR Scandal and What’s Next

Nov 8th, 2012 | Filed under: Alpha Hunters

AllAboutAlpha talks to Andrew Lo about the LIBOR scandal and what's next.Read More


The Libor Scandal Is Becoming a Central Bankers’ Scandal

Jul 17th, 2012 | Filed under:

After an October 29, 2008 discussion with Tucker, Diamond wrote a note for the file saying that the Bank of England official had said that "it does not always need to be the case that we appeared as high as we have recently" in connection Barclays' Libor submissions. What are we to make of this? Read More