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Quan Do

823 days ago
Unfiled. Edited by Quan Do , Katherine Silz-Carson 823 days ago
Here are some links to help understand the approach further:
This paper finds that, "Libor is not a sufficient statistic for bank funding costs."  The authors suggest that market participants use a range of funding cost measures when looking to set a benchmark for the cost of funds in the market.  This is the precisely the goal of our project. 
                                                   
 Mary Bathory Vidaver
 

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