The implied jump risk of LIBOR rates

Article Abstract:

A study on factors affecting London interbank offered rate (LIBOR) futures is presented. The study examines the jump risk of LIBOR rates, and analyzes the importance of this jump component for pricing the derivatives. The impact of Federal Open Market Committee announcements and other macroeconomic factors on jump risk of LIBOR rates is also examined.

Public Finance Activities, Venture Analysis, Federal Open Market Committee, Risk assessment, Reports, Derivatives (Financial instruments), Macroeconomics, United States. Federal Open Market Committee, London Interbank Offered Rate

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The lender of last resort

Article Abstract:

A study analyzing the circumstances that govern the Central Bank's decision to become the lender of last resort, in other words help out a bank on the brink of financial collapse is presented.

Economic aspects, Central banks, Bank bailouts

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Banking and commerce: a liquidity approach

Article Abstract:

The pros and cons of integrating banking and commerce in the United States, by utilizing 'liquidity' approach to financial intermediation, are examined.

Liquidity (Finance), Commerce

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