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reference-rate

  1. Nicole Seaman

    P2.T10.20.7. Beyond LIBOR

    Learning objectives: Describe the features comprising an ideal benchmark. Examine the issues that led to the replacement of LIBOR as the reference rate. Examine the risks inherent in basing risk-free rates (RFR’s) on transactions in the repo market Questions: 20.7.1. According to the Bank for...
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