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So far Bond Adviser has created 378 blog entries.
28 Feb, 2018

The Term Structures of Interest Rates in Australia – Insights From An Affine Model

By |2018-02-28T23:51:53+11:00Feb 28, 2018|Education|

The term structure of interest rates is the relationship between interest rates or bond yields and different terms or maturities, which is also commonly known as the yield curve (Figure 1). The term structure of interest rates is the single most important benchmark in the fixed income world, central to all debt securities and plays a vital role in the [...]

28 Feb, 2018

The Uncertain Future of LIBOR

By |2018-02-28T21:43:56+11:00Feb 28, 2018|Education|

The London Inter-Bank Offered Rate (LIBOR) is the average interbank borrowing interest rate used by the world’s leading banks (also known as the panel banks). It represents a primary benchmark for short-term interest rates globally and is used to value approximately $US350 trillion in derivatives and other financial products. Since 2013, the UK Financial Conduct Authority (FCA) has been the [...]