Caution with Credit-Sensitive Rates
The article discusses the pros and cons of credit-sensitive rates as alternatives to LIBOR, emphasizing their risk management benefits and vulnerability during market stress.
Featured in No. 68 on 3 Oct 2024 · 3 days after release
- Released
- 30 Sep 2024
- First featured
- No. 68 · 3 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- 2
- Identifier
- SSRN 4971400
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