Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans
收藏数据链接：
官方服务：
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
