Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans
收藏NBER2022-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29614
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资源简介：
The credit sensitivity of LIBOR helped lenders during the financial crisis. SOFR is not credit-sensitive and would not have provided that support. The cumulative additional interest from LIBOR during the crisis is estimated to be between 1% to 2% of the notional amount of outstanding loans,
提供机构：
美国国家经济研究局
创建时间：
2022-01-01
