LIBOR Curve

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Dictionary Says

Definition of 'LIBOR Curve'

A graphical representation of various maturities of the London Interbank Offered Rate (LIBOR), which is the short-term floating rate at which large banks with high credit ratings lend to each other. The LIBOR curve is usually depicted for short-term periods of less than one year.
Investopedia Says

Investopedia explains 'LIBOR Curve'

The LIBOR curve and the Treasury yield curve are the most widely-used proxies for the risk-free interest rates. Although not theoretically risk-free, LIBOR is considered a good proxy against which to measure the risk/return tradeoff for other short-term floating rate instruments. The LIBOR curve can be predictive of longer-term interest rates and is especially important in the pricing of interest rate swaps.
Search results for

'LIBOR Curve'

  • CFA Level 1 Study Guide - Fixed Income Investments - London ...

    http://www.investopedia.com/exam-guide/cfa-level-1/fixed-income-investments/libor-london-interbank-offer-rate.asp
    ... 14.34 London Interbank Offer Rate (LIBOR); 14.35 Bond Valuation Basics; 14.36 ... 14.40
    Assumptions Underlying Traditional Yield Curve Measures; 14.41 Importance of ...

  • CFA Level 1 Study Guide - Fixed Income Investments - Yield Curve ...

    http://www.investopedia.com/exam-guide/cfa-level-1/fixed-income-investments/yield-curve-risk.asp
    ... 14.34 London Interbank Offer Rate (LIBOR); 14.35 Bond Valuation Basics; 14.36 ... 14.40
    Assumptions Underlying Traditional Yield Curve Measures; 14.41 Importance of ...

  • CFA Level 1 Study Guide - Fixed Income Investments - Assumptions ...

    http://www.investopedia.com/exam-guide/cfa-level-1/fixed-income-investments/traditional-yield-curve-measures-assumptions.asp
    ... 14.34 London Interbank Offer Rate (LIBOR); 14.35 Bond Valuation Basics; 14.36 ... 14.40
    Assumptions Underlying Traditional Yield Curve Measures; 14.41 Importance of ...

  • CFA Level 1 Study Guide - Macroeconomics - Phillips Curve ...

    http://www.investopedia.com/exam-guide/cfa-level-1/macroeconomics/phillips-curve.asp
    ... 14.34 London Interbank Offer Rate (LIBOR); 14.35 Bond Valuation Basics; 14.36 ... 14.40
    Assumptions Underlying Traditional Yield Curve Measures; 14.41 Importance of ...

  • Introduction To Counterparty Risk

    http://www.investopedia.com/articles/optioninvestor/11/understanding-counterparty-risk.asp
    ... referenced to compute the payments. To keep the example simple, we assume the
    LIBOR/swap rate curve is flat at 4.0%. In other words, when ...

  • Credit Crisis: Market Effects | Investopedia

    http://www.investopedia.com/university/credit-crisis/credit-crisis7.asp
    ... To learn more, read Bond Yield Curve Holds Predictive ... during the credit crisis was
    movements in the London Interbank Offered Rate (LIBOR.) LIBOR represents the ...

  • CFA Level 1 Study Guide - Microeconomics - Marginal and Average ...

    http://www.investopedia.com/exam-guide/cfa-level-1/microeconomics/marginal-average-total-cost-curve.asp
    ... 14.34 London Interbank Offer Rate (LIBOR); 14.35 Bond Valuation Basics; 14.36 ... 14.40
    Assumptions Underlying Traditional Yield Curve Measures; 14.41 Importance of ...

  • When Wholesale Funding Goes Bad

    http://www.investopedia.com/articles/economics/09/when-wholesale-funding-goes-bad.asp
    ... an inverted yield curve in The Impact Of An Inverted Yield Curve.) The Wrong ... down,
    or when short-term borrowing rates (as represented by LIBOR) skyrocket due ...

  • Understanding Interest Rates, Inflation And The Bond Market

    http://www.investopedia.com/articles/bonds/09/bond-market-interest-rates.asp
    ... the higher the yields will rise across the yield curve, as investors will ... Historically,
    other dollar-denominated short-term interest such as LIBOR are highly ...

  • CFA Level 1 Study Guide - Derivatives - Eurodollar Time Deposit ...

    http://www.investopedia.com/exam-guide/cfa-level-1/derivatives/eurodollar-time-deposit-markets.asp
    ... 14.34 London Interbank Offer Rate (LIBOR); 14.35 Bond Valuation Basics; 14.36 ... 14.40
    Assumptions Underlying Traditional Yield Curve Measures; 14.41 Importance of ...

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