Short Term Interest Rate Drivers
[stir-drivers][/stir-drivers]
Short Term Interest Rate Drivers
This presentation covers all the important elements that influence the price of STIRs, including Central Bank Policy, Liquidity, Cross-Currency funding, Credit Risk, FRA/OIS spreads. Presentation looks at EURIBORs, Eurodollars and Short Sterling and an overview of TED spreads is also included.