Citations (1)



'Fixing the Benchmark' - Wheatley Considers LIBOR Overhaul

Jun Anthony Garcia

Credit Suisse Securities (Europe) Limited

September 6, 2012

Financial Regulation International (September, 2012)

This paper explores whether replacing LIBOR is necessary even after regulators and policy makers have implemented the proposed changes outlined in the Wheatley Review. The paper also reviews the proposals in detail and sets out the key policy measures being explored in Wheatley’s discussion paper. Finally, this paper presents an assessment of the merits of changing the calculation methodology for LIBOR and puts forward suggestive evidence that the benefits of the proposed changes to LIBOR’s calculation methodology may not materialise.

Number of Pages in PDF File: 8

Keywords: LIBOR, financial benchmarks, benchmarks, BBA, market abuse, interest rates, systemic risk

Accepted Paper Series

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Date posted: September 21, 2012  

Suggested Citation

Garcia, Jun Anthony, 'Fixing the Benchmark' - Wheatley Considers LIBOR Overhaul (September 6, 2012). Financial Regulation International (September, 2012). Available at SSRN: http://ssrn.com/abstract=2143137

Contact Information

Jun Anthony Garcia (Contact Author)
Credit Suisse Securities (Europe) Limited ( email )
One Cabot Square
London, E14 4QJ
United Kingdom
Feedback to SSRN

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