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  2. Swap rate - Wikipedia

    en.wikipedia.org/wiki/Swap_rate

    For interest rate swaps, the Swap rate is the fixed rate that the swap "receiver" demands in exchange for the uncertainty of having to pay a short-term (floating) rate, e.g. 3 months LIBOR over time. (At any given time, the market's forecast of what LIBOR will be in the future is reflected in the forward LIBOR curve.)

  3. Libor - Wikipedia

    en.wikipedia.org/wiki/Libor

    Interest rate swaps based on short Libor rates traded on the interbank market for maturities up to 50 years. In the swap market, a "five-year Libor" rate referred to the five-year swap rate, where the floating leg of the swap referenced the three- or six-month Libor (this can be expressed more precisely as for example "5-year rate vs 6-month ...

  4. Johannesburg Interbank Average Rate - Wikipedia

    en.wikipedia.org/wiki/Johannesburg_Interbank...

    This rate is calculated daily by the South African Futures Exchange as the average prime lending rate quoted independently by a number of different banks. The rate is available in one-month, three-month, six-month and twelve-month discount terms. In particular, the three-month JIBAR rate is used as a benchmark of short-term interest rate movements.

  5. MONEY MARKETS-U.S. swap spreads widen, three-month Libor ...

    www.aol.com/news/money-markets-u-swap-spreads...

    In another sign of concern brewing in money markets, analysts cited three-month Libor, which rose to 12.5 basis points, a four-week peak, according to Refinitiv data, which may reflect some stress ...

  6. As LIBOR fades away, alternative rates get a closer look - AOL

    www.aol.com/finance/libor-fades-away-alternative...

    R.I.P. to the London Interbank Offered Rate which will die on Jan. 1, 2022 — sort of.

  7. U.S. swap spreads widen, three-month Libor rises as risk ...

    www.aol.com/news/u-swap-spreads-widen-three...

    In another sign of concern brewing in money markets, analysts cited three-month Libor, which rose to 12.5 basis points, a four-week peak, according to Refinitiv data, which may reflect some stress ...

  8. Swap (finance) - Wikipedia

    en.wikipedia.org/wiki/Swap_(finance)

    One-month LIBOR is the rate offered for 1-month deposits, 3-month LIBOR for three months deposits, etc. LIBOR rates are determined by trading between banks and change continuously as economic conditions change. Just like the prime rate of interest quoted in the domestic market, LIBOR is a reference rate of interest in the international market.

  9. Banks told to 'hit the accelerator' in ditching Libor rate

    www.aol.com/news/banks-told-hit-accelerator...

    The London Interbank Offered Rate or Libor, once dubbed the world's most important number, will be replaced at the end of December with "risk free" rates compiled by central banks.