Sökning: "ibor rate"

Hittade 2 uppsatser innehållade orden ibor rate.

1. 1. Valuation of interest rate instruments under backward-looking forward rate framework

   Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Författare :Guanyu Yang; [2024]
   Nyckelord :IBOR; Backward-looking rates; Valuation of interest rate derivatives;

   Sammanfattning : With the discontinuation of Interbank Offered Rates(IBOR), traders found some al-ternative reference rates to replace IBOR. Backward-looking rates are widely accepted new benchmark interest rates. LÄS MER

3. 2. A Study of Stibor - Sweden’s Most Important Number and the Rates That Could Come to Replace It

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Anton Nystedt; Cecilia Skoglund; [2019]
   Nyckelord :Stibor; Libor; ibor rate; reference rate; alternative reference rate; overnight rate; Business and Economics;

   Sammanfattning : As a working group named AGAR is currently looking into replacements and complements to Stibor, the subject of reference rates will become increasingly relevant in the coming years. This paper therefore investigates Stibor as well as future options for a Swedish reference rate, consolidating information of and opinions on reference rates in Sweden, primarily through the review of previous literature in the field and expert interviews with representatives of organisations in AGAR. LÄS MER