We’ve discussed a few times here the various “credit sensitive rates” which were new reference rates that tended to more closely align with LIBOR. The most common seemed to be BSBY and the best named was AMERIBOR, a rate that I always associated with:
BSBY/AMERIBOR - Not a Great July 4th
BSBY/AMERIBOR - Not a Great July 4th
BSBY/AMERIBOR - Not a Great July 4th
We’ve discussed a few times here the various “credit sensitive rates” which were new reference rates that tended to more closely align with LIBOR. The most common seemed to be BSBY and the best named was AMERIBOR, a rate that I always associated with: