Understanding MIFOR: Mumbai Interbank Forward Offer Rate Explained

Discover how MIFOR, the Mumbai Interbank Forward Offer Rate, influenced Indian banking with forward agreements and ...

BGM Model: Understanding and Utilizing the LIBOR Market Model

Discover the BGM Model's role in pricing interest rate derivatives using LIBOR rates. Learn its applications, advantages, and insights for swaptions and caplets.
AOL

What was the LIBOR rate, and what happened to it?

LIBOR set interest rates for trillions of dollars in loans for over 30 years. Banks manipulated the rate because it relied on estimates rather than real transactions. A new system called SOFR replaced ...
Euromoney

Libor: A benchmark or a rate?

Is the increased gap between Libor and overnight rates a Machiavellian scheme, where liquid banks are forcing up Libor to earn extra cash on products that are indexed against this measure of money ...
Reuters

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

LONDON, May 10 (Reuters) - Britain's finance watchdog wants banks to speed up a shift to new interest rate benchmarks that replace the Libor rate which is being scrapped after December. The London ...
Reuters

Trader Hayes takes Libor rate-rigging appeal to UK top court

LONDON, March 25 (Reuters) - Tom Hayes, the first trader ever jailed for interest rate rigging, launched a bid to clear his name at Britain's top court on Tuesday, arguing it was not automatically ...