首页    期刊浏览 2024年11月30日 星期六
登录注册

文章基本信息

  • 标题:Interbank rate fixings during the recent turmoil
  • 本地全文:下载
  • 作者:Jacob Gyntelberg ; Philip Wooldridge
  • 期刊名称:BIS Quarterly Review: International Banking and Financial Market Developments = BIZ-Quartalsbericht: Internationales Bankgeschäft und internationale Finanzmärkte
  • 印刷版ISSN:1012-9979
  • 出版年度:2008
  • 卷号:2008
  • 期号:1
  • 出版社:Bank for International Settlements
  • 摘要:

    The turmoil in global interbank markets in the second half of 2007 raises questions about the robustness of interbank rate fixings. A comparison of alternative fixings for similar interest rates confirms that they diverged to an unusual extent. Nevertheless, the design of fixing mechanisms worked as intended to moderate the influence of strategic behaviour and changing perceptions of credit quality.

国家哲学社会科学文献中心版权所有