These are two of the most important interest rates in the world. Libor is the London Interbank offered rate. This is published by the British Banking Association based on averaging the rates at which ...

The three-month London interbank offered rate posted its sharpest drop in nearly four weeks as central banks drenched money markets with cash to spur lending. The rate slid 10 basis points Monday, to ...

When these articles originally ran a while ago, the response was overwhelming. With the current economic situation seeming to worsen daily, we have had multiple requests to publish these articles ...

Where will spreads go next? Five key factors that we believe have been the primary drivers behind the increase in Libor/swap spreads in Q1 are outlined in the box below, as well as our expectation for ...

NEW YORK (Reuters) - The recent widening of the spread between the three-month London interbank offered rate (LIBOR) and three-month overnight index swap rate (OIS) would add a total of $16 billion ...

LONDON, Sept 11 (Reuters) - The interbank cost of borrowing dollar, euro and sterling funds for three months all marked new record lows on Friday, the latest daily fixing from the British Bankers' ...

Oct. 24 (Bloomberg) -- A gauge of banks' reluctance to lend widened to the most since July 2009, a sign that market tensions are increasing as Europe's leaders work on a plan to bolster their nations' ...

A forgotten financial metric showing the spread between the dollar London Interbank Offered Rate and the overnight index swap rate has widened to levels exceeded only in 2007 to 2009. "The good news ...

Henri, in my comments yesterday, has a smart way of looking at the TED spread. The TED spread between Treasuries and Libor, he says, is the sum of two other spreads: the Treasuries-OIS spread plus the ...

LONDON, Sept 24 (Reuters) - The interbank cost of borrowing overnight and three-month sterling jumped on Wednesday, while three-month cost of borrowing dollars and euro also rose, according to the ...

The renewed ascent of Libor-OIS may just be getting started, according to a Credit Suisse Group AG analysis based on a “morbidity review” of the key short-term dollar-financing indicator’s five-month ...

US money market tensions calming. Outstanding T-bills has fallen by around $100 billion. Corporates have shifted capital onshore and are boosting cash as they cut securities holdings. One of the ...