Recent LIBOR rise

LIBOR Problems Due To Money Market Mutual Changes: BAML

Most of the 17-basis-point increase in USD 3-month LIBOR levels since the end of June should be attributed to regulatory considerations and not to the Fed monetary policy, believe analysts at Bank of America Merrill Lynch. Mark Cabana and colleagues said in their August 24 research piece titled “LIBOR into and out of reform” that they believe LIBOR spreads should narrow after the October reform date and contribute to near-term FRA-OIS curve inversion.
LIBOR spread could widen further in September
As outlined . . .

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