BSBY: Difference between revisions
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imported>Doug Williamson (Create page. Source - BSBY Fact Sheet - 13 July 2021 - https://assets.bbhub.io/professional/sites/27/BSBY-Fact-Sheet.pdf) |
imported>Doug Williamson (Add link.) |
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''Interest rates - reference rates - forward-looking benchmarks - USD - SOFR | ''Interest rates - reference rates - forward-looking benchmarks - USD - SOFR''. | ||
Abbreviation for Bloomberg Short-Term Bank Yield Index. | Abbreviation for Bloomberg Short-Term Bank Yield Index. | ||
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* [[Benchmark]] | * [[Benchmark]] | ||
* [[Bloomberg]] | * [[Bloomberg]] | ||
* [[Bloomberg Index Services Limited]] (BISL) | |||
* [[Risk-free rates]] (RFR) | * [[Risk-free rates]] (RFR) | ||
* [[SOFR term rate]] | * [[SOFR term rate]] | ||
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* [[Term rate]] | * [[Term rate]] | ||
* [[Term SONIA reference rate]] | * [[Term SONIA reference rate]] | ||
* [[Unsecured]] | * [[Unsecured]] | ||
* [[Wholesale]] | * [[Wholesale]] | ||
* [[Working Group on Sterling Risk-Free Reference Rates]] (RFRWG) | |||
* [[Yield]] | * [[Yield]] | ||
Latest revision as of 13:50, 2 November 2022
Interest rates - reference rates - forward-looking benchmarks - USD - SOFR.
Abbreviation for Bloomberg Short-Term Bank Yield Index.
BSBY measures the average yields at which systemically important banks access USD unsecured wholesale funding.
It is a forward-looking term rate and reflects those banks’ funding costs for maturities of overnight, 1, 3, 6 & 12 months.
BSBY is administered by Bloomberg Index Services Limited.
See also
- Bank of England
- Bank of England Base Rate
- Benchmark
- Bloomberg
- Bloomberg Index Services Limited (BISL)
- Risk-free rates (RFR)
- SOFR term rate
- SONIA
- Systemically Important Financial Institution
- Term
- Term fixing
- Term rate
- Term SONIA reference rate
- Unsecured
- Wholesale
- Working Group on Sterling Risk-Free Reference Rates (RFRWG)
- Yield
