Brousseau, Vincent; Chailloux, Alexandre; Durré, Alain - IÉSEG School of Management, Université Catholique de Lille - 2009
With the onset of the financial turmoil in August 2007, pricing references on the money market interest rates have been shocked. The segment of unsecured deposit transactions, which represent the cornerstone of capital markets, and is used as basis for the setting of money market benchmark...