The London Interbank Offered Rate (LIBOR) is a widely used indicator of funding conditions in the interbank market. As …

A standard repurchase agreement between two counterparties is considered to examine the endogenous choice of collateral … assets, the feasibility of secured lending, and welfare implications of the central bank’s collateral framework. As an …

valuation adjustment termed CVA.The majority of trading counterparties require collateral to be posted to cover bilateral … trading positions and have extensive legal documentation in place to govern the collateral calculation and transfer process … collateral posting process in detail and outline all the main important terminology and terms outlined in the ISDA CSA. Finally …

The risk premium contained in the interest rates on three-month interbank deposits at large, internationally active … and risk premia in the money market, as well as the reaction of the interbank markets to central bank liquidity provisions …