银行间同业拆借

同时，应用DNA序列分析法研究了我国银行间同业拆借利率波动的幂律特征。

Using DNA series analysis method , this dissertation analyzes the power law in the interbank rates .

应用复杂适应系统理论，对银行间同业拆借利率行为的系统模拟进行了初步探索，初步建立了银行间同业拆借市场的回声模型和Agent模型。

Using complex adaptive system theory , this dissertation explores system emulation to interbank rate behavior , and establishes an echo model and Agent model of interbank market .

伦敦银行间同业拆借利率（LondonInterbankOfferedRate，简称Libor）引发的利率操纵丑闻成为了近期各大媒体的报道焦点，新闻标题大多含有“调查”和“改革”等字眼。

Investigations and talk of reform are dominating the headlines about the rate-fixing scandal tied to the London Interbank Offered Rate , or LIBOR .

ARMA-GARCH模型及VaR方法在我国银行间同业拆借市场中的应用研究

ARMA-GARCH Models and the Application of VaR Method to Chinese Inter-bank Borrowing Interest Rate

因此出现了如下情况，衡量无担保贷款利率的伦敦银行间同业拆借利率（libor），成为了主要的贷款基准利率。

Hence the fact that LIBOR , which measures unsecured lending rates , became the main benchmark for loans .

但他们不参与每日伦敦银行间同业拆借利率（Libor）的设定过程，尽管其业务所涉的某些交易产品是基于该利率的。

They do not participate in the daily Libor rate-setting process although some trade products that are based on Libor .

本文运用相空间重构技术，计算了银行间同业拆借利率日对数收益率的关联维数D、最大Lyapunov指数和Kolmogorov熵。

Using phase space reconstruction technology , this dissertation calculates correlation dimension D , the maximum Lyapunov exponent and Kolmogorov entropy of daily logarithmic yields of interbank rates .

一周前，巴克莱（barclays）刚刚因操纵银行间同业拆借利率而被处以创纪录的高额罚款，首席执行官鲍勃戴蒙德（bobdiamond）也被迫辞职。

His comments came a week after Bob diamond was forced to resign as chief executive of Barclays in the wake of the bank being hit with a record fine for rigging borrowing rates .

然而，由于发生了瑞银诉讼案以及伦敦银行间同业拆借利率（Libor）丑闻，这一地位让新加坡感到有些尴尬。

This has become awkward for Singapore , due to the UBS lawsuits and the scandal over manipulation of the London interbank offered rate , or Libor .

其中一种衍生品是基于3月期伦敦银行间同业拆借利率（libor），即一家银行向另一家银行借款3个月所应支付的利率。

One of those securities was based on the three-month LIBOR rate : the interest rate at which banks can borrow money for three months from each other .

但在伦敦银行间同业拆借利率（Libor）丑闻爆发后，监管机构对所有金融行业基准加强了监督，使得参与制定金价基准对西方银行不再有那么大的吸引力。

But heightened regulatory scrutiny of all financial industry benchmarks in the wake of the Libor scandal has made participation in the gold benchmark much less attractive to western banks .

因此，与其他无担保贷款的利率（如伦敦银行间同业拆借利率（libor））相比，人们认为该利率更适于用来对冲持有英国政府债券和贷款的风险。

It is therefore considered a better match for hedging UK government bonds and loans than other unsecured rates , such as the London Interbank Offered Rate ( LIBOR ) .

本文应用R/S分析法和DFA方法，测定了我国银行间同业拆借利率日对数收益率的Hurst指数和基于DFA计算的标度指数。

Using R / S analysis method and DFA method , this dissertation measures Hurst exponent and scaling exponent based on DFA calculation of daily logarithmic yields of interbank rates .

利用中国银行间同业拆借市场利率数据，估计出的CKLS模型参数均为显著，这表明中国的利率市场存在明显的均值回复和水平效应。

The estimated parameters show that in the studied market , the interest rates show great mean-reversion and level effect .

律师和银行家们担心，这桩正在发酵的丑闻可能最终与伦敦银行间同业拆借利率（Libor）的操纵调查一样，导致数十亿美元的罚款和相关银行的声誉受损。

Lawyers and bankers have voiced fears that the evolving scandal could eventually mirror the Libor interbank lending rate manipulation probe , with similar multibillion-dollar fines and reputational damage for the banks involved .

银行家们警告称，未来数周和数月内，伦敦银行间同业拆借利率（Libor）将大幅上升。Libor是银行彼此之间、以及向货币市场基金拆借资金所支付的利率。

Bankers warn that the London interbank offered rates , at which banks borrow from each other and from money market funds , will rise sharply in the next few weeks and months .

自金融危机爆发以来，人们一直对伦敦银行间同业拆借利率（Libor）是否在正常发挥作用抱有疑虑。Libor是全球无数金融工具与合约的基准利率。

Ever since the financial crisis , there have been doubts about the functioning of the London interbank offered rate , a benchmark for hundreds of trillions of financial instruments and contracts worldwide .

最近几周，中国央行（PBoC）不动声色地提高了银行间同业拆借利率，增加了小型地方性银行的融资成本。

The People 's Bank of China , the central bank , has quietly increased inter-bank lending rates in recent weeks , to make it more expensive for small local lenders to access funds .

在周一被定罪之前，35岁的前瑞银（UBS）和花旗集团（Citigroup）衍生品交易员汤姆眠耶斯（TomHayes）辩称，他只是参与了操纵伦敦银行间同业拆借利率（Libor）的普遍行为。

Before his conviction on Monday , Tom Hayes , a 35-year-old former UBS and Citigroup derivatives trader , argued he had merely been taking part in a widespread practice of manipulating the Libor benchmark of interest rates .

英国的计划旨在恢复公众对伦敦银行间同业拆借利率（LIBOR）的信心，此前一宗利率操纵丑闻席卷了3个大陆的逾12家金融机构。

The UK proposals are aimed at restoring public confidence in the London interbank offered rate , Libor , in the wake of a manipulation scandal that has snared more than a dozen institutions on three continents .

作为调查Libor及新加坡银行间同业拆借利率（Sibor）行动的一部分，新加坡金融管理局（MAS）去年9月指示各家银行检讨它们设定NDF汇率的流程。

As part of its own probes into Libor and Sibor , a local equivalent , the Monetary Authority of Singapore in September directed banks to review their processes for setting rates for NDFs .

3个月期美元伦敦银行间同业拆借利率（Libor）自上世纪80年代创立以来首次跌破1%，与此同时，越来越多的迹象表明其它方面股市投资者最为明显的信心日益增强。

The fall in three-month dollar London interbank rates to below 1 per cent for the first time since the indicator was created in the 1980s comes amid growing signs of confidence elsewhere , most notably among equity investors .

巴克莱上周向欧美监管当局支付了创纪录的2.9亿英镑罚款，原因是它在参与设定伦敦银行间同业拆借利率（Libor）的过程中提交虚假报价，而Libor是全球规模共计360万亿美元的合约的基准利率。

Barclays last week paid a record £ 290m to UK and US regulators for submitting fraudulent bids to the process for setting the London interbank offered rate , which is the reference point for $ 360tn in contracts worldwide .

布鲁塞尔方面正介入撼动伦敦金融城的利率操纵丑闻，提议在整个欧盟范围内将操纵市场指数的尝试列为非法，并对伦敦银行间同业拆借利率（libor）的设定方式展开根本性的审议。

Brussels is wading into the interest rate-rigging scandal rocking the city of London with a proposal to make illegal attempts to manipulate market indices across the EU and a fundamental review of the rules on how LIBOR is set .

根据将于今日宣布的改革举措，“出故障”的伦敦银行间同业拆借利率（libor）将接受“彻底改革”，包括大幅削减其制定的利率数量、设立新的管理者以及严格的监管监督。

The " broken " LIBOR interbank lending rate will get " a complete overhaul " including a radical pruning of the number of rates it offers , a new administrator and tough regulatory oversight , under reforms announced today .

事实上，新加坡是亚洲（不含日本）最大的NDF市场。然而，由于发生了瑞银诉讼案以及伦敦银行间同业拆借利率（Libor）丑闻，这一地位让新加坡感到有些尴尬。

But the fact is Singapore is the biggest NDF market in Asia outside Japan . This has become awkward for Singapore , due to the UBS lawsuits and the scandal over manipulation of the London interbank offered rate , or Libor .

与此同时，代表了银行间同业拆借市场资金成本的同业拆借利率CHIBOR与证券市场价格波动强烈的相关性逐渐凸现。

Meanwhile , the correlativity between China interbank offered rates ( CHIBOR ), which represents the cost of interbank offered capital , and the securities price fluctuation is emerging .

与此同时，伦敦银行间同业拆借利率（libor）大幅下挫，证券化资产和衍生品的价格走势显示，投资者正回归那些率先引发信贷风暴的资产例如大量高风险抵押债务。

Meanwhile , the LIBOR interbank borrowing rate has tumbled and the price of securitised assets and derivatives have moved in a manner that suggests investors are returning to the assets which first sparked the credit storm such as bundles of risky mortgage debt .

这使他得以接触到逾80个具体的交易品种，从无铅汽油、小麦和锌，到英国国债、欧元区银行间同业拆借利率（Euribor）和恒生指数。

This gives him access to more than 80 specific trades , ranging from unleaded fuel , wheat and zinc to UK gilts , Euribor rates and the Hang Seng index .

第三，通过提供暂时担保，激活银行间同业拆借市场。

Third , revive the inter-bank market with temporary guarantees .