Goebel, Josua; Heidorn, Thomas; Huang, Zizhen - 2022
EURIBOR for USD LIBOR, which has increased the cross-currency basis. … retained its credit-risky and forward-looking benchmark rate in the (hybrid) EURIBOR. The largest adjustment has been the shift … from EONIA to €STR OIS discounting. USD IRS will move from USD LIBOR to the overnight rate SOFR. Consequently, interest …