Rue de la Banque No. 3 ■ February 2015 Disentangling Credit and Liquidity Risks from Interbank Spreads Jean-Paul RENNE Monetary and Financial Analysis

Source URL: www.banque-france.fr

• Finance
• Economics
• Financial markets
• Interbank lending market
• Euro Interbank Offered Rate
• Overnight indexed swap
• Liquidity risk
• Reference rate
• Eonia
• Financial economics
• Interest rates
• Banking

Working PaperJune 2009 LIQUIDITY, RISK APPETITE AND EXCHANGE RATE MOVEMENTS DURING THE FINANCIAL CRISIS OFPrepared by Cho-Hoi Hui, Hans Genberg and Tsz-Kin Chung*

Source URL: www.hkimr.org.

• Banking
• Financial markets
• Interest rates
• Financial risk
• LIBOR–OIS spread
• Overnight indexed swap
• Interbank lending market
• Liquidity risk
• Libor
• Economics
• Financial economics
• Finance

2013 | 09 Working Paper Norges Bank Research Implicit intraday interest rate in the UK

Source URL: www.norges-bank.no

• Financial economics
• Economics
• Financial markets
• Federal Reserve
• Overnight rate
• Bank rate
• Overnight market
• Market liquidity
• Federal funds rate
• Interest rates
• Banking
• Finance

2012 | 14 Working Paper Market Operations and Analysis The daily liquidity effect in a floor system Empirical evidence from the Norwegian

Source URL: www.norges-bank.no

• Macroeconomics
• Interest rates
• Monetary policy
• Financial markets
• Interbank lending market
• Liquidity risk
• Overnight indexed swap
• LIBOR–OIS spread
• Market liquidity
• Banking
• Economics
• Finance

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations

Source URL: federalreserve.gov

• Banking
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• Economics
• Interest rates
• Financial economics
• Federal funds rate
• Federal Reserve System
• Federal Open Market Committee
• Open market operation
• Monetary policy
• Macroeconomics
• Federal Reserve

MEDIA RELEASE Complementary Benchmark to BBSW Envisaged 16 March 2015 The Australian Financial Markets Association (AFMA) is working with the regulatory authorities to develop a robust risk-free benchmark interest rate f

Source URL: www.afma.com.au

• Interest rates
• Swap
• Overnight indexed swap
• Reference rate
• International Organization of Securities Commissions
• Benchmark
• Global financial system
• Swap rate
• Interbank lending market
• Economics
• Financial economics
• Finance

chapter 2 Stress In Bank Funding Markets and Implications for Monetary Policy

Source URL: www.imf.org

• Finance
• Economics
• Financial markets
• United States housing bubble
• Libor
• Interbank lending market
• Euro Interbank Offered Rate
• LIBOR–OIS spread
• Overnight indexed swap
• Banking
• Financial economics
• Interest rates

Implied Correlations from Dynamic Condition Correlation Model Spread between 3-month U.S. dollar LIBOR and overnight index swap (OIS) and Emerging Market Sovereign Debt (EMBI+) Latin America Asia Europe

Source URL: www.imf.org

Monetary operations and the financial turmoil - BIS Quarterly Review, part 3, March 2008

Source URL: www.bis.org

• Macroeconomics
• Monetary policy
• Federal Reserve
• Interest rates
• Interbank lending market
• Overnight rate
• Federal funds rate
• Central bank
• Federal Reserve System
• Banking
• Finance
• Economics

Early repayment of funds raised through three-year longer-term refinancing operations: economic rationale and impact on the money market

Source URL: www.ecb.europa.eu

• Finance
• Interest rates
• Economics
• Monetary policy
• Federal Reserve
• Overnight rate
• Open market operation
• Market liquidity
• Eonia
• Banking
• Macroeconomics
• Money