Tag: Interest rates
EMMI drops Euribor+ methodology due to low transaction volumes
The European Money Markets Institute (EMMI), a non-profit group established by national banking associations in the European Union, has dropped the Euribor+ methodology, designed to...
Sterling dealers recommend SONIA as alternative to LIBOR
The Bank of England’s Working Group on Sterling Risk-Free Reference Rates – a group of major dealers active in sterling interest rate swap markets – has...