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  2. Libor - Wikipedia

    en.wikipedia.org/wiki/Libor

    The 1 month, 3 month, 6 month, and 12 month Secured Overnight Financing Rate is its replacement. [ 7 ] [ 8 ] [ 9 ] In July 2023, the International Organization of Securities Commissions (IOSCO) said four unnamed dollar -denominated alternatives to LIBOR, known as "credit-sensitive rates", had "varying degrees of vulnerability" that might appear ...

  3. Euribor - Wikipedia

    en.wikipedia.org/wiki/Euribor

    A "five-year Euribor" will be in fact referring to the 5-year swap rate vs 6-month Euribor. "Euribor + x basis points", when talking about a bond, will mean that the bond's cash flows have to be discounted on the swaps' zero-coupon yield curve shifted by x basis points in order to equal the bond's actual market price.

  4. Johannesburg Interbank Average Rate - Wikipedia

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

    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. The rate is calculated daily after all of the rates are received. It is calculated as a yield and then converted into a discounted rate.

  5. TED spread - Wikipedia

    en.wikipedia.org/wiki/TED_spread

    The TED spread is an indicator of perceived credit risk in the general economy, [2] since T-bills are considered risk-free while LIBOR reflects the credit risk of lending to commercial banks. An increase in the TED spread is a sign that lenders believe the risk of default on interbank loans (also known as counterparty risk ) is increasing.

  6. SOFR - Wikipedia

    en.wikipedia.org/wiki/SOFR

    In addition, unlike the forward-looking LIBOR (which can be calculated for 3, 6 or 12 months into the future), SOFR is calculated based on past transactions, which limits the rate's predictive value on future interest rates. [1] In addition, SOFR is overnight, whereas LIBOR can have longer tenors.

  7. Overnight indexed swap - Wikipedia

    en.wikipedia.org/wiki/Overnight_indexed_swap

    3-month LIBOR is generally a floating rate of financing, which fluctuates depending on how risky a lending bank feels about a borrowing bank. The OIS is a swap derived from the overnight rate, which is generally fixed by the local central bank. The OIS allows LIBOR-based banks to borrow at a fixed rate of interest over the same period.

  8. Reference rate - Wikipedia

    en.wikipedia.org/wiki/Reference_rate

    The most common use of reference rates is that of short-term interest rates such as LIBOR in floating rate notes, loans, swaps, short-term interest rate futures contracts, etc. The rates are calculated by an independent organisation, such as the British Bankers Association (BBA) as the average of the rates quoted by a large panel of banks, to ...

  9. London Interbank Bid Rate - Wikipedia

    en.wikipedia.org/wiki/London_Interbank_Bid_Rate

    The London Interbank Bid Rate (LIBID) is a bid rate; the rate bid by banks on Eurocurrency deposits (i.e., the rate at which a bank is willing to borrow from other banks). It is the "other end" of the LIBOR (an offered, hence "ask" rate, the rate at which a bank will lend).