Behavior of Libor in the current financial crisis

Simon H. Kwan

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Banking stability, regulation, efficiency Global Financial Crisis and Policies Credit Risk and Financial Regulations

Abstract

This Letter explores the behavior of the risk premium in Libor rates during the current crisis, considering both the credit risk portion and the liquidity risk portion.

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2012The 2007–2009 financial crisis and bank opaqueness

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2012The 2007–2009 financial crisis and bank opaqueness 2011Risk of liquidity and contagion of the crisis on the United States, United Kingdom and euro zone money markets

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