Todos los libros

Profesional

Apps Acerca de Coach Iniciar sesión Empezar a leer

Quantitative Finance · Glosario

¿Qué es Interbank offered rate?

Definition 1.12 Markets II: Rates, FX and Credit · Capítulo 1 — Central Banks and the Short Rate

An interbank offered rate (IBOR) is a benchmark for unsecured term borrowing between banks, one to twelve months, computed each day from submissions by a panel of banks of the rates at which they could borrow. LIBOR, for five currencies, was the largest; trillions of loans, bonds and derivatives referenced it.

Leer en el capítulo →