The new EURIBOR gets through a challenging 2020

The new EURIBOR gets through a challenging 2020

Fecha: enero 2021

José Manuel Amor

Euribor, COVID-19

SEFO, Spanish and International Economic & Financial Outlook, V. 10 N.º 1 (January 2021)

In the aftermath of the financial crisis, regulators proposed a new methodology for calculating EURIBOR. Despite the volatility wrought by COVID-19, this methodology performed well in 2020, reflecting expectations for benchmark rates and perceived bank credit risk and capturing the indirect effects of the dislocation sustained in the FX swap market.

Descargar artículo (formato PDF)

Funcas

Think tank dedicado a la investigación económica y social

Contacto
C/ Caballero de Gracia, 28 | 28013 Madrid, España
+34 91 596 57 18 | funcas@funcas.es
Síguenos
Send this to a friend