{"provider_name":"Hatena Blog","url":"https://himaginary.hatenablog.com/entry/20220112/LIBOR_vs_Hypothetical_SOFR_Loans","blog_title":"himaginary\u2019s diary","author_url":"https://blog.hatena.ne.jp/himaginary/","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20220112%2FLIBOR_vs_Hypothetical_SOFR_Loans\" title=\"\u91d1\u878d\u5371\u6a5f\u6642\u306e\u9280\u884c\u306e\u53d7\u53d6\u5229\u606f\uff1aLIBORvs\u4eee\u60f3\u7684\u306aSOFR\u878d\u8cc7 - himaginary\u2019s diary\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","type":"rich","provider_url":"https://hatena.blog","author_name":"himaginary","version":"1.0","blog_url":"https://himaginary.hatenablog.com/","title":"\u91d1\u878d\u5371\u6a5f\u6642\u306e\u9280\u884c\u306e\u53d7\u53d6\u5229\u606f\uff1aLIBORvs\u4eee\u60f3\u7684\u306aSOFR\u878d\u8cc7","height":"190","width":"100%","description":"\u3068\u3044\u3046NBER\u8ad6\u6587\u304c\u4e0a\u304c\u3063\u3066\u3044\u308b\u3002\u539f\u984c\u306f\u300cInterest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans\u300d\u3067\u3001\u8457\u8005\u306fUrban Jermann\uff08\u30da\u30f3\u30b7\u30eb\u30d9\u30cb\u30a2\u5927\uff09\u3002 \u4ee5\u4e0b\u306f\u305d\u306e\u8981\u65e8\u3002 The credit sensitivity of LIBOR helped lenders during the financial crisis. SOFR is not credit-sensitive and would not have provided that support. The \u2026","categories":["\u7d4c\u6e08"],"image_url":null,"published":"2022-01-12 23:59:00"}