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Beyond LIBOR a primer on the new reference rates.pdf

上传者: 2020-06-07 14:38:50上传 PDF文件 358.64KB 热度 9次
FRM2020currentissues指定阅读材料。BeyondLIBOR:aprimeronthenewreferencerates1 Thetransitionfromareferencerateregimecentredoninterbankofferedrates(IBORs)toonebasedonanewsetofovernightrisk-freerates(RFRs)isanimportantparadigmshiftformarkets.Thisspecialfeatureprov
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