ACAPM: LIBOR Determination Insights - Panel Banks’ Influence On LIBOR Curve
Amongst all the benchmark rates operating in the financial system, LIBOR could arguably be the most important and widely used benchmark referenced by transactions totalling $350 trillion. Administered by IBA (ICE Benchmark Administration) for seven tenors across five currencies, LIBOR is determined based on the submissions made by the panel banks.
With the number of panel banks ranging from eleven to eighteen across currencies, the process of rate determination is based on trimmed mean
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