London Interbank Mean Rate - LIMEAN

Categories: Credit, Bonds

LIMEAN is the child of LIBOR and LIBID, which are reference rates (the ask and bid prices for borrowing money amongst big, international banks...see both LIBOR and LIBID).

LIMEAN, the London Interbank Mean Rate, is the average between the ask rate (LIBOR) and the bid rate (LIBID). You can think of LIMEAN as the equilibrium of LIBOR and LIBID...the rate at which interbank loans are actually made on the market.

While both LIBOR and LIBID are supposed to be market-rates (you know, au naturale, not “set” like how the Fed sets the discount rate), that’s not what was going on for the last couple of decades. It turns out banks were setting their own LIBOR prices to curry favor, which helped enable the 2008 financial crisis (see LIBOR for more on this saucy international scandal).

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