LIBOR

GPTKB entity

Statements (56)
Predicate Object
gptkbp:instanceOf interest rate benchmark
gptkbp:administeredBy gptkb:British_Bankers'_Association
gptkb:ICE_Benchmark_Administration
gptkbp:calculationMethod average of estimated interbank lending rates
panel of major global banks
gptkbp:currency gptkb:USD
gptkb:JPY
GBP
CHF
EUR
gptkbp:discontinued 2023
gptkbp:firstPublished 1986
gptkbp:frequency daily
gptkbp:fullName gptkb:London_Interbank_Offered_Rate
https://www.w3.org/2000/01/rdf-schema#label LIBOR
gptkbp:location gptkb:London
gptkbp:maturation 1 month
12 months
6 months
overnight
3 months
2 months
1 week
gptkbp:numberOfCurrencies 5
gptkbp:numberOfMaturities 7
gptkbp:regulates Financial Conduct Authority
gptkbp:relatedTo gptkb:Euribor
gptkb:BBSW
gptkb:HIBOR
gptkb:SHIBOR
gptkb:TIBOR
gptkbp:replacedBy gptkb:SOFR
gptkb:ESTR
gptkb:SARON
gptkb:SONIA
gptkb:TONAR
gptkbp:scandal gptkb:LIBOR_manipulation_scandal
gptkbp:scandalYear 2012
gptkbp:type reference rate
benchmark rate
floating rate
gptkbp:usedFor bonds
credit cards
futures contracts
derivatives pricing
student loans
mortgage rates
syndicated loans
financial contracts
interest rate swaps
floating rate notes
commercial loans
setting interest rates on loans
variable rate loans
gptkbp:bfsParent gptkb:Eurodollar_futures
gptkbp:bfsLayer 6