从银行同业拆息转向无风险替代利率

European Finance eJournal Pub Date : 2020-12-31 DOI:10.2139/ssrn.3757940

V. Falco, M. Bianchetti, Umberto Cherubini

{"title":"从银行同业拆息转向无风险替代利率","authors":"V. Falco, M. Bianchetti, Umberto Cherubini","doi":"10.2139/ssrn.3757940","DOIUrl":null,"url":null,"abstract":"In this short note we briefly review the state of the art of the ongoing transition from interbank rates (IBORs) to alternative risk free rates, with a focus on LIBOR and EUR benchmark rates. This note is a reduced version of a position paper published by AIFIRM in December 2019 [1], reporting more details regarding the impacts of the transition on Bank’s internal processes, updated to December 2020.","PeriodicalId":233958,"journal":{"name":"European Finance eJournal","volume":"4 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Moving from IBORs to Alternative Risk Free Rates\",\"authors\":\"V. Falco, M. Bianchetti, Umberto Cherubini\",\"doi\":\"10.2139/ssrn.3757940\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this short note we briefly review the state of the art of the ongoing transition from interbank rates (IBORs) to alternative risk free rates, with a focus on LIBOR and EUR benchmark rates. This note is a reduced version of a position paper published by AIFIRM in December 2019 [1], reporting more details regarding the impacts of the transition on Bank’s internal processes, updated to December 2020.\",\"PeriodicalId\":233958,\"journal\":{\"name\":\"European Finance eJournal\",\"volume\":\"4 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-12-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"European Finance eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3757940\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"European Finance eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3757940","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 1

摘要

在这篇简短的文章中，我们简要回顾了从银行间同业拆借利率(ibor)到替代无风险利率的持续转变的现状，重点是伦敦银行间同业拆借利率和欧元基准利率。本说明是AIFIRM于2019年12月[1]发布的立场文件的精简版，报告了有关转型对世行内部流程影响的更多细节，更新至2020年12月。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Moving from IBORs to Alternative Risk Free Rates

In this short note we briefly review the state of the art of the ongoing transition from interbank rates (IBORs) to alternative risk free rates, with a focus on LIBOR and EUR benchmark rates. This note is a reduced version of a position paper published by AIFIRM in December 2019 [1], reporting more details regarding the impacts of the transition on Bank’s internal processes, updated to December 2020.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

European Finance eJournal

自引率

0.00%

发文量