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


Rue de la Banque No. 3 ■ February 2015 Disentangling Credit and Liquidity Risks from Interbank Spreads Jean-Paul RENNE Monetary and Financial Analysis
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Document Date: 2015-02-03 02:09:34

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City

London / /

Company

Euro Interbank / Interbank / Lehman / 3M / KfW / Bank A. If Bank / /

Continent

Europe / /

Country

Germany / United States / /

Currency

EUR / /

Event

Bankruptcy / /

IndustryTerm

macro-finance model / prime bank / bank / bank funding / bank perspective / /

Organization

Banque de France / Communication Department / European Central Bank / European Banking Federation / BIS Economic Consultative Committee / Financial Analysis Directorate / /

Person

Offered Rate (Euribor) / Mario Draghi / /

Position

Editor / Managing Editor / /

Product

Rate (Euribor) / /

PublishedMedium

Journal of Financial and Quantitative Analysis / Review of Financial Studies / Journal of Economic Perspectives / /

URL

www.banque-france.fr / http /

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