BSIC

Download as PDF SOFR On November 17, 2014, the Federal Reserve Bank established its own research group, the Alternative Reference Rates Committee, a commission composed by the major international banks,…

Download as PDF ICE LIBOR Nowadays, LIBOR is administered by ICE Benchmark Administration, which publishes the rate for seven tenors (overnight, 1-week, 1-month, 2-month, 3-month, 6-month and 1-year) in five…

Download as PDF Introduction The BIS triennial survey held every 3 years indicated most recently in 2019 that the USD was on 88% of all transaction. This makes it the…

Donwload as PDF Introduction Challenged by innovation technology, artificial intelligence, fierce competition, stricter emission regulatory frameworks and the effects of Covid-19, the automotive industry is currently going through tough yet…

Download as PDF Introduction The expected excess market return, or equity risk premium, is an unobservable element crucial in many financial applications ranging from corporate finance to asset pricing. Over…

Download as PDF The First Reaction One of the first institutional proposals for a reform of LIBOR came from the Weathley Review of LIBOR. Commissioned in late June 2012 by…