Credit risk, liquidity, and lies
TB King, KF Lewis - International Journal of Central Banking, 2020 - ijcb.org
We examine the relative effects of credit risk and liquidity in the interbank market using bank-
level panel data on LIBOR submissions and CDS spreads, allowing for the possibility that …
level panel data on LIBOR submissions and CDS spreads, allowing for the possibility that …
Credit Risk, Liquidity and Lies
TB King, KF Lewis - 2015 - papers.ssrn.com
We reexamine the relative effects of credit risk and liquidity in the interbank market using
bank-level panel data on Libor submissions and CDS spreads. Our model synthesizes …
bank-level panel data on Libor submissions and CDS spreads. Our model synthesizes …
LIBOR Manipulation and the Transition to SOFR
S Taylor-Brill - 2020 - scholarship.claremont.edu
Abstract With the London Interbank Offer Rate (LIBOR) likely to disappear at the end of 2021
due to its manipulation during the 2008 financial crisis, the financial industry must decide …
due to its manipulation during the 2008 financial crisis, the financial industry must decide …