Add to ORKGIn this Commentary, we illustrate how the risk premium in Nibor can be decomposed to better understand the driving forces affecting the Norwegian money market rate. Furthermore, we use historical data to discuss how international conditions have influenced the risk premium in Nibor since the 2007-2008 financial crisis. The discussion in the main text is structured around the charts. A more precise mathematical decomposition of Nibor is shown in the appendix
We investigate the effects of central bank liquidity and possible implicit government guarantees aga...
Recent years' turbulence in financial markets has led to changes in funding conditions for Norwegian...
The recent turmoil in the global financial markets raises questions about the nature of the downturn...
In this Commentary, we illustrate how the risk premium in Nibor can be decomposed to better understa...
Interbank interest rates such as three‐ and six‐month LIBOR, EURIBOR, STIBOR and NIBOR play an impor...
This commentary discusses the elements that comprise the Norwegian money market rate, NIBOR, given t...
Norges Bank has in various contexts pointed out that today’s NIBOR construction has clear weaknesses...
Money market premiums show the difference between unsecured money market rates and expected key rate...
NIBOR, the Norwegian Interbank Offered Rate, is an important reference rate for financial products ...
The importance of interbank rates for unsecured funding has increased vastly the last decades with ...
High-frequency data from Thomson Reuters provide an opportunity to study in detail how individual ba...
If a bank on average prices its loans too low in relation to the risk associated with the loans, the...
During periods of downward turns, and high volatility, there is an associated increase in individual...
Masteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2018In this thes...
In this note we argue that the pass-through from key policy rates to money market rates has been hig...
We investigate the effects of central bank liquidity and possible implicit government guarantees aga...
Recent years' turbulence in financial markets has led to changes in funding conditions for Norwegian...
The recent turmoil in the global financial markets raises questions about the nature of the downturn...
In this Commentary, we illustrate how the risk premium in Nibor can be decomposed to better understa...
Interbank interest rates such as three‐ and six‐month LIBOR, EURIBOR, STIBOR and NIBOR play an impor...
This commentary discusses the elements that comprise the Norwegian money market rate, NIBOR, given t...
Norges Bank has in various contexts pointed out that today’s NIBOR construction has clear weaknesses...
Money market premiums show the difference between unsecured money market rates and expected key rate...
NIBOR, the Norwegian Interbank Offered Rate, is an important reference rate for financial products ...
The importance of interbank rates for unsecured funding has increased vastly the last decades with ...
High-frequency data from Thomson Reuters provide an opportunity to study in detail how individual ba...
If a bank on average prices its loans too low in relation to the risk associated with the loans, the...
During periods of downward turns, and high volatility, there is an associated increase in individual...
Masteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2018In this thes...
In this note we argue that the pass-through from key policy rates to money market rates has been hig...
We investigate the effects of central bank liquidity and possible implicit government guarantees aga...
Recent years' turbulence in financial markets has led to changes in funding conditions for Norwegian...
The recent turmoil in the global financial markets raises questions about the nature of the downturn...