driving factor of domestic interbank funding risk than domestic sovereign default risk across the five Libor counties … including Canada and Australia. We use equivalent-country interbank LIBOR-OIS spreads as a proxy for domestic interbank funding …

This paper examines the transition from LIBOR to SOFR in the US and maps out the consequences for European corporate … treasurers by showing how the application of SOFR in cash products and derivatives differs from LIBOR. As interest rate and cross …

developments in a changing financial landscape. This paper discusses the change from US$-LIBOR to the Secured Overnight Financing …