The dataset shows structure of interest rates

Note: 1. For the year 1995-96, interest rate on deposits of maturity above 3 years, and from 1996-97 onwards, interest rates on deposit for all the maturities refer to the deposit rates of 5 major public sector banks as at end-March. 2. From 1994-95 onwards, data on minimum general key lending rates prescribed by RBI refers to the prime lending rates of 5 major public sector banks. 3. For 2011-12, data on deposit rates and Base rates of 5 major public sector banks refer to the period up to July 31, 2010. From July 1, 2010 BPLR System is replaced by Base Rate System. Accordingly the data reflects the Base Rate of five major public sector banks. Data for 2010-11 for Call/Notice Money rates are average of April-July 2010. 4. Data for dividend rate and yield rate for units of UTI are based on data received from Unit Trust of India. 5. Data on annual(gross) redemption yield of Government of India securities are based on redemption yield which is computed from 2000-01 as the mean of the daily weighted average yield of the transactions in each traded security. The weight is calculated as the share of the transaction in a given security in the aggregated value. 6. Data on prime lending rates for IDBI, IFCI and ICICI for the year 1999-00 relates to long-term prime lending rates in January 2000. 7. Data on prime lending rates for State Financial Corporation for all the years and for other term lending institutions from 2002-03 onwards relate to long-term (over 36-month) PLR. 8. Data on prime lending rate of IIBI/ IRBI from 2003-04 onwards relate to single PLR effective July 31, 2003. 9. IDBI ceased to be term lending institution on its conversion into a banking entity effective October 11, 2004. 10. ICICI ceased to be a term-lending institution after its merger with ICICI Bank. 11. Figures in brackets indicate lending rate charged to small-scale industries. 12. IFCI has become a non-bank financial company. 13. IIBI is in the process of voluntary winding up.

This dataset pertains to SBP Policy (Target) Rate. Earlier, SBP 3-Day Repo Facility rate was considered as policy rate. Since August 17, 2009; vide DMMD Circular # 01 of 2009, it was replaced with SBP O/N Reverse Repo Rate; which remained SBP policy rate till May 24, 2015 when (w.e.f. May 25, 2015) Vide DMMD Circular # 09 of 2015 SBP introduced this Policy (Target) Rate.

Graph and download economic data for 2-Year AMERIBOR Term Structure of Interest Rates (DISCONTINUED) (AMBOR2Y) from 2021-06-20 to 2023-12-27 about AMERIBOR, 2-year, interest rate, interest, rate, and USA.

The data and programs replicate tables and figures from "A Quantity-Driven Theory of Term Premia and Exchange Rates," by Greenwood, Hanson, Stein, and Sunderam. Please see the Readme and Data Construction file for additional details.

The yield curve, also called the term structure of interest rates, refers to the relationship between the remaining time-to-maturity of debt securities and the yield on those securities. Yield curves have many practical uses, including pricing of various fixed-income securities, and are closely watched by market participants and policymakers alike for potential clues about the markets perception of the path of the policy rate and the macroeconomic outlook. This page provides daily estimated real yield curve parameters, smoothed yields on hypothetical TIPS, and implied inflation compensation, from 1999 to the present. Because this is a staff research product and not an official statistical release, it is subject to delay, revision, or methodological changes without advance notice.

Graph and download economic data for 1-Month AMERIBOR Term Structure of Interest Rates (DISCONTINUED) (AMBOR1M) from 2021-06-20 to 2023-12-27 about AMERIBOR, 1-month, interest rate, interest, rate, and USA.

Kurmann and Otrok (2013) establish that the effects on economic activity from news on future productivity growth are similar to the effects from unexpected changes in the slope of the yield curve. This comment shows that these results become substantially weaker in the light of a recent update in the utilization-adjusted total factor productivity series produced by Fernald (2014).

Replication package for "Robust difference-in-differences analysis when there is a term structure" (code and data)

Graph and download economic data for 1-Year AMERIBOR Term Structure of Interest Rates (DISCONTINUED) (AMBOR1Y) from 2021-06-20 to 2023-12-27 about AMERIBOR, 1-year, interest rate, interest, rate, and USA.

The data and programs replicate tables and figures from "Perceptions about Monetary Policy", by Bauer, Pflueger, and Sunderam. Please see the Readme file for additional details.

Yearly citation counts for the publication titled "The Term Structure of Interest Rates: Alternative Approaches and Their Implications for the Valuation of Contingent Claims".

These files include data and the Matlab replication codes that report the results in the paper. The data are recorded in Matlab files. There is also a read-me file describing which files replicate which Tables and Figures.

Interest rate, enterprise bankruptcy risk, and financing structure.

This data set contains the U.S. Treasury yield curve rates on a daily basis for a variety of maturities ranging from 1-month bills to 30-year bonds. Panel-formatted, it can be used for analyses of term structures of interest rates, forecasting of monetary policy, and time-series analysis of sovereign risk-free standards. It is especially appropriate for empirical applications of finance including bond pricing, cost of borrowing by municipalities, and macro-financial risk measurement.

The files here contains replication code for the paper "A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing"

Graph and download economic data for 3-Month AMERIBOR Term Structure of Interest Rates (DISCONTINUED) (AMBOR3M) from 2021-06-20 to 2023-12-27 about AMERIBOR, 3-month, interest rate, interest, rate, and USA.

Graph and download economic data for 6-Month AMERIBOR Term Structure of Interest Rates (DISCONTINUED) (AMBOR6M) from 2021-06-20 to 2023-12-27 about AMERIBOR, 6-month, interest rate, interest, rate, and USA.

This data is the month-end data of the time series from January 2009 to March 2023 for four commodities such as gold soybean crude oil and natural gas. These time series data can be used to estimate the market's short-term interest rate along with the Vasicek model and joint radiation term structure model., , , # Short-term interest rate estimates based on futures markets

Abstract: This data is the month-end data of the time series from January 2009 to March 2023 for four commodities such as gold soybean crude oil and natural gas. These time series data can be used to estimate the market short-term interest rate together with the Vasicek model and the joint radiation term structure model

Usage: The data in Table 1 and Table 2 can be read into the established interest rate estimation model code using python to estimate the short-term interest rate

Data structure: month-end time series data; The xlsx tables mainly include Table 1 and Table 2

Source: Bloomberg Data Terminal

Specific variable definition:

• The gold futures price is the futures price data from the end of January 2009 to the end of March 2023, in ounces per dollar
• Soybean futures prices are futures price data from the end of January 2009 to the end of March 2023, in tons per dollar
• Natural gas futures price...

Investment Banking Market Outlook

The global investment banking market size was valued at approximately USD 95 billion in 2023 and is projected to reach around USD 150 billion by 2032, growing at a CAGR of about 5.2% during the forecast period. This robust growth can be attributed to several factors, including a surge in merger and acquisition (M&A) activities, expanding equity and debt capital markets, and the rising need for financial advisory services globally.

One significant growth factor in the investment banking market is the increasing volume of mergers and acquisitions. Corporations are continuously seeking strategic acquisitions to expand their market presence, diversify their portfolios, and achieve operational synergies. This trend is particularly pronounced in sectors such as technology, healthcare, and energy, where innovation and consolidation are driving M&A activity. Investment banks play a crucial role in facilitating these transactions by providing advisory services, structuring deals, and arranging financing, thus fueling the demand for their services.

Another key driver of market growth is the expanding equity capital markets. The global economy's recovery post-pandemic, coupled with low interest rates, has fostered a favorable environment for equity offerings. Companies are increasingly raising capital through initial public offerings (IPOs) and follow-on public offerings (FPOs) to fund their growth and expansion plans. Investment banks act as intermediaries in these transactions, underwriting shares, and managing the issuance process, thereby benefiting from the increasing volume of equity market activities.

Debt capital markets are also contributing significantly to the growth of the investment banking market. In a low-interest-rate environment, corporations and governments are leveraging debt financing to fund large-scale projects and manage their capital structures. Investment banks assist in structuring, underwriting, and distributing debt instruments such as bonds and syndicated loans. As organizations continue to seek cost-effective financing options, the demand for investment banking services in the debt capital markets is expected to remain strong.

Regionally, North America remains a dominant player in the investment banking market, supported by its robust financial infrastructure, large corporate base, and high M&A activity. Europe follows closely, with significant contributions from the UK, Germany, and France. The Asia Pacific region is emerging as a lucrative market, driven by rapid economic growth, increasing cross-border transactions, and a growing number of high-net-worth individuals. Latin America and the Middle East & Africa are also witnessing gradual growth, supported by economic reforms and increasing investments in infrastructural development.

Service Type Analysis

Mergers & Acquisitions (M&A) represent a substantial segment within the investment banking market. This segment has been buoyed by the increasing complexity and volume of corporate consolidation activities. Investment banks provide critical advisory services, including valuation analysis, negotiation assistance, and regulatory compliance, ensuring smooth transaction execution. The globalization of businesses and the quest for competitive advantage have made M&A an indispensable tool for corporate growth, thus propelling the demand for investment banking services in this domain.

The Equity Capital Markets (ECM) segment is another vital area of the investment banking market. It encompasses services related to public and private equity offerings, including IPOs, FPOs, and private placements. Investment banks facilitate these transactions by underwriting securities and managing the issuance process, ensuring that companies can effectively raise capital. The recent surge in technology and biotech IPOs highlights the growing significance of ECM services, as companies in these sectors seek to capitalize on favorable market conditions and investor appetite.

The Debt Capital Markets (DCM) segment plays a crucial role in the investment banking landscape. It involves the issuance and trading of debt instruments such as bonds, loans, and structured finance products. Investment banks assist clients in structuring, pricing, and distributing these instruments, providing access to a broad base of investors. The low-interest-rate environment has amplified the appeal of debt financing, making DCM services integral to corporate and governmental fundraising efforts. As organizations strive to optimize thei

The Brazilian regulation for applying the Liability Adequacy Test (LAT) to technical provisions in insurance companies requires that the current estimate is discounted by a term structure of interest rates (hereafter TSIR). This article aims to analyze the LAT results, derived from the use of various models to build the TSIR: the cubic spline interpolation technique, Svensson's model (adopted by the regulator) and Vasicek's model. In order to achieve the objective proposed, the exchange rates of BM&FBOVESPA trading days were used to model the ETTJ and, consequently, to discount the cash flow of the insurance company. The results indicate that: (i) LAT is sensitive to the choice of the model used to build the TSIR; (ii) this sensitivity increases with cash flow longevity; (iii) the adoption of an ultimate forward rate (UFR) for the Brazilian insurance market should be evaluated by the regulator, in order to stabilize the trajectory of the yield curve at longer maturities. The technical provision is among the main solvency items of insurance companies and the LAT result is a significant indicator of the quality of this provision, as this evaluates its sufficiency or insufficiency. Thus, this article bridges a gap in the Brazilian actuarial literature, introducing the main methodologies available for modeling the yield curve and a practical application to analyze the impact of its choice on LAT.