London Market Monitor – 31 August 2022
Our August review of the markets and Solvency II discount rates.
In 18 charts, we cover the main metrics for total liquidity for interest rate and overnight indexed swaps. Analysis breaks down via currencies, such as the Euro Inter-bank Offered Rate (EURIBOR) and Euro Short-Term Rates ESTR (ESTR), and the GBP London Inter-bank Offered Rate (LIBOR) and Sterling Over Night Indexed Average (SONIA), among others. We note: