Fixing the Benchmark' – Wheatley Considers LIBOR Overhaul

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.”
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    Posted in: Government Documents
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