拆借利率

对同业拆借利率及证券市场价格波动建立了双变量回归模型，并对两者的相关性进行实证分析。

By establishing bivariate regression model , this paper makes an empirical analysis on the correlativity between CHIBOR and price fluctuation in securities market .

最近花旗表示，已经收到了来自美国和其他外国监管机构关于伦敦银行同业拆借利率（LIBOR）的质询；很多人都认为这一关键借贷利率曾被大银行操纵。

Citi recently said that it has received inquiries from us and foreign regulators relating to the key lending rate LIBOR , which many contend was manipulated by giant banks .

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 .

它的利率一般是和30天的伦敦银行同业拆借利率（Londoninterbankofferedrate，简称Libor）相关联的。

The rate is typically tied to the 30-day London interbank offered rate .

的确，美联储（USFederalReserve）上周确认，一直到2013年中期，都将会把隔夜拆借利率维持在接近零的水平。

Indeed , the US Federal Reserve this week affirmed it would keep overnight interest rates anchored near zero until the middle of 2013 .

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 .

上上周，英国监管机构建议，设定伦敦同业拆借利率（LondonInterbankOfferedRates）的过程应有更多银行参与。

UK regulators last week recommended that even more banks get involved in the process of setting the London Interbank Offered rates .

国外同业拆借利率期限结构影响因素的实证分析&以美元LIBOR为例

Factor analysis on the term structure of inter-bank offered rate abroad

该项调查涉及libor，即伦敦银行同业拆借利率。

The probe relates to LIBOR , the London inter-bank offered rate .

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 .

不过，3个月的美元伦敦同业拆借利率（Libor）上升0.14百分点，至3.2%。

However , three-month dollar Libor rose 0.14 percentage points to 3.2 per cent .

先从做基于SVM的时间序列同业拆借利率的实验，然后从同业拆借利率的影响因素出发，选取可能的经济变量对利率的走势进行实验。

So SVM-based inter-bank offered rate of time-series experiments and the impact of factors that inter-bank offered rate with the selection of economic variables was carried .

作为基准的3月期伦敦银行同业拆借利率（LIBOR）上升26.5个基点，至3.476%。

The benchmark three-month London Interbank Offered Rate jumped 26.5 basis points to 3.476 per cent .

提出了用Hurst指数H来衡量利率风险的方法，并对各同业拆借利率的风险进行了分析。

This dissertation proposes a method of measuring the risk of interest rate by Hurst exponent , and analyzes the risk of interbank rates .

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 .

试图扭曲伦敦银行间拆借利率（Libor）这种行为背后的傲慢程度令人无法理解。

The level of arrogance that lies behind the attempt to distort the London interbank offered rate is beyond comprehension .

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 .

荷兰合作银行近期表示，它为参与伦敦银行间同业拆借利率（Libor）操纵案支付了约11亿美元的罚金。

Rabobank , the Dutch bank , recently said it paid some $ 1.1 billion for its role in manipulating LIBOR .

这听起来有些耳熟；他们也未能注意到围绕银行间借贷市场上伦敦银行间同业拆借利率（Libor）的类似行为。

This is a familiar story ; they also failed to notice similar behaviour surrounding the Libor benchmark in the interbank lending market .

这是因为，liffe的欧洲同业拆借利率期货和期权、或是芝加哥商品交易所（chicagomercantileexchange）的欧洲美元期货等金融产品，是利润的来源。

This is because financial products such as Euribor futures and options on LIFFE or Eurodollar Futures at the Chicago Mercantile Exchange are where the money is .

瑞士央行还降息25个基点，将其3个月期伦敦同行拆借利率（libor）目标区间缩减至0-0.75%。

The SNB also cut its interest rates by 25 basis points , taking its three-month LIBOR target range down to 0-0.75 per cent .

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 .

实证部分选择30天拆借利率为研究对象，选用84个样本数据，运用ARMA模型对所选时间序列进行建模。

In the empirical part of this paper , ARMA Model is quoted and 30 days Inter-bank Offer Rate is taken for example , and 84 samples are chosen .

本文的创新在于：1、以30天和60天同业拆借利率为例，实证分析了我国同业拆借利率的行为，利用GARCH族模型模拟了30天同业拆借利率的波动中存在的异方差现象。

Analysing the dynamic behavior of 30 days and 60 days China InterBank Offered Rate , modeling the volatility of 30 days by the family of GARCH models .

这个网站上关于伦敦银行同业拆借利率（Libor）和巴克莱（Barclays）的最新爆料让人哭笑不得，却又担心不已。

A husband and wife team who have launched a website critical of Wall Street practices have uncovered an ironic , and troubling , tidbit about LIBOR and Barclays .

如果你想得到体现银行业本性的证据，那就看看巴克莱（barclays）在提供用于计算伦敦银行同业拆借利率（libor）的信息时是如何滥用公众信任的。

If you want confirmation of the nature of banking , look at how Barclays abused public trust when providing information used in calculating the London Interbank Offered Rate .

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 .

与此同时，货币市场关键部分的借款利率跌至创纪录低点，3月期美元伦敦银行同业拆借利率（Libor）跌破1%。

Meanwhile , borrowing costs in a key part of the money markets reached record lows as the three-month dollar Libor rate fell below 1 per cent .

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 .