Is the mistrust among LIBOR-banks, measured as the average CDS spread of those banks as a proxy, a significant factor in the LIBOR pricing?
11 - Studentische Arbeit
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Created while belonging to FHNW?
During the financial crisis the interbank lending market almost dried up. This thesis tries to find out what are the factors that led to the dysfunction of the interbank lending market. Mainly it focuses on the mistrust among LIBOR banks, measured as the average CDS spread. (Beitrag ist nur für FHNW Mitarbeitende sichtbar)