Wednesday, November 03, 2010

LIBOR

BBA British Banker's Assoc.
Provides free bbalibor data in a monthly format, on a two month delay, in both excel and text format. (latest 6 months are free - historical is by subscription)

BBA LIBOR is the benchmark used by banks, securities houses and investors to gauge the cost of unsecured borrowing in the money markets. It is calculated each day by asking a panel of major banks what it would cost them to borrow funds for various periods of time and in various currencies, and then creating an average of the individual bank’s figures.

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