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The unaccountable risks of LIBOR.

Dick Bryan1, Michael Rafferty2

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The British Journal of Sociology
|February 16, 2016
PubMed
Summary

Global financial markets are shifting away from traditional anchors like LIBOR due to its unreliability and focus on interest rate volatility. This analysis explores the move towards benchmarks like the overnight indexed swap (OIS) market.

Keywords:
LIBORfinancial anchorsfinancial derivativesfinancial regulation

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Area of Science:

  • Finance
  • Economics

Background:

  • Conventional financial anchors (e.g., US dollar, treasury bonds) are losing their stabilizing role post-financial crises.
  • The London Interbank Offered Rate (LIBOR) is increasingly unreliable due to illegal practices and market evolution.
  • LIBOR, once considered a risk-free rate, is now recognized as risk-laden and a measure of borrowing costs rather than market concerns.

Purpose of the Study:

  • To analyze the shift in financial market focus towards alternative interest rate benchmarks during crises.
  • To investigate the implications of this shift for the anchoring requirements of global financial markets.

Main Methods:

  • Qualitative analysis of financial market trends and practices.
  • Examination of the transition from LIBOR to alternative benchmarks like OIS.

Main Results:

  • Financial markets are moving away from LIBOR as a primary benchmark.
  • Interest rate volatility, rather than borrowing costs, is a key market concern.
  • The overnight indexed swap (OIS) market is emerging as a significant alternative benchmark.

Conclusions:

  • LIBOR's diminished role necessitates a re-evaluation of global financial market anchors.
  • The rise of OIS reflects a market demand for benchmarks that better capture interest rate risk and volatility.
  • Understanding these shifts is crucial for maintaining stability in global financial markets.