Libor Forward Curve
Looking for 1 Month LIBOR Forward Curve. Anyone have this on hand or strategy to bootstrap? I haven't bootstrapped since college so not extremely positive on the process especially for Libor.
Regards,
test
Do you have access to BBG? Just go ICVS
Do me a favor, describe to me in what instance you use the LIBOR rate (3 month LIBOR?) to establish a loan rate. Don't have to go in depth, just brief me on how it works a little bit. I've never had to do it throughout my (short) career.
GSE variable rate debt uses 1-mth LIBOR
Just tried sending you a PM with the LIBOR curve... but couldn't figure out how to attach a file
WallStreetOasis.com I expect this to be user error but what's up
thanks for heads up...added to the list of bugs
fixed...you can now attach files to PMs...
Thanks. OP just sent you a copy
No one uses 3 month LIBOR that is weird
WTF are you talking about? Most floating rate corporate bonds with a maturity >18mos are vs 3m LIBOR...
So the corporate bonds pay 3m LIBOR+the credit risk? Why 3m? When do those bonds expire?
I know that mortgage lenders use LIBOR to dictate the i rates on ARMS. ARMS at 2 to 3 percentage points over the 6m Libor.
Thanks for sharing but we're talking about CRE loans
UK loans often use 3M LIBOR because rents are typically paid quarterly
^ anyone care to fill me in
Sooo no one uses LIBOR rates here in their job. Got it.
We had one lender quote in 3-month LIBOR recently and everyone seemed pretty appalled by it. The overwhelming majority of construction and bridge loans are typically 1-mo LIBOR from what I've seen.
Break this down for me. Is it the market rate + the 1 month trailing LIBOR rate or what? How does it work.
I've had a portfolio lender quote in 3-month LIBOR for a bridge loan not too long ago. It seems quite unorthodox.
How many pts above the 1-mo LIBOR are you seeing? Describe the project
OP if you need a LIBOR curve I can get you one.
Also LIBOR curves are still used for discounting / valuing interest rate derivatives, and in some cases is the appropriate method, however OIS is much more common now and has become the industry standard.
Hey all,
Thanks for those that sent the previous LIBOR curves. I am looking for an update as of 6-30 or more recently to update some of our fund projections. Can anyone help?
Thanks,
Will PM.
1 Month LIBOR Rate 0.19 /0.19/0.16 3 Month LIBOR Rate 0.29/0.28/0.24 6 Month LIBOR Rate 0.47/0.44/0.33 1 Year LIBOR Rate 0.81/0.78/0.56
If this isn't what you're sending him, send me your PM as well. Interested to see what you're talking about that you can't just list here.
Over the years I've seen several LIBOR indices used in pricing deals. Gotta keep an eye on the caps with those LIBOR deals...
Looking for an updated 1 Mo LIBOR Forward Curve. Can anyone PM me this?
@ausy21"
Just sent you via PM. Let me know if you got it.
I'm looking for the forward curve as well. Any chance you could PM me? More than happy to share any info you may need on the equity side.
Hold on tight with LIBOR. She'll be moving fast this next couple of years. Always has...
If we have a floating 3-1-1 debt terms we will do X Bps + the average of the future 12 month 1-month LIBOR rates.
We use this structure very often.
What's your average loan amount and adjustment caps, if any?
I would assume your lender to underwrite at least 100bps over the start for DCR on a 3yr deal.
Edit - Massive swings of +200bps from 2004 to 2006.
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