The end of LIBOR : on interest rate benchmark reform, alternative risk-free rates, IBOR fallbacks, LIBOR cessation and transition
Oliver Read/Jochen Beißer
| Year of publication: |
27 October 2021
|
|---|---|
| Authors: | Read, Oliver ; Beißer, Jochen |
| Publisher: |
[Wiesbaden] : wifin, Wiesbaden Institute of Finance and Insurance, RheinMain University of Applied Sciences |
| Subject: | 2006 ISDA Definitions | 2021 ISDA Interest Rate Derivatives Definitions | Interest Rate Benchmark Reform | EURIBOR | €STR | fallback rates | IBOR | IBOR Fallbacks Protocol | IBOR Fallbacks Supplement | IOSCO Principles for Financial Benchmarks | LIBOR | LIBOR Cessation | LIBOR Transition | Risk-Free Rates (RFRs) | Reference rates | SARON | SOFR | SONIA | Term SONIA Reference Rates (TSRR) | TONA | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Zins | Interest rate | Benchmarking | Interbankenmarkt | Interbank market | Bewertung | Evaluation |
freely available