Tag Info

New answers tagged

1

AUD LIBOR is no longer quoted. See list of fixes: https://www.theice.com/iba/libor AUD BBSW is quoted by prime AU banks and is based on the price of a discounted security while what was formerly the BBA AUD LIBOR was based on quotes by a different (but overlapping) set of rate contributors on a theoretical loan/depo.



Top 50 recent answers are included