Historical dataset of the 12 month LIBOR rate back to 1986. The London Interbank Offered Rate is the average interest rate at which leading banks borrow funds from other banks in the London market. LIBOR is the most widely used global "benchmark" or reference rate for short term interest rates.

Historical dataset of the 30 day LIBOR rate back to 1986. The London Interbank Offered Rate is the average interest rate at which leading banks borrow funds from other banks in the London market. LIBOR is the most widely used global "benchmark" or reference rate for short term interest rates.

The benchmark interest rate in Switzerland was last recorded at 0 percent. This dataset provides - Switzerland Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

The benchmark interest rate in Brazil was last recorded at 15 percent. This dataset provides - Brazil Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

The benchmark interest rate in Pakistan was last recorded at 11 percent. This dataset provides - Pakistan Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

Content

Series is calculated as the spread between 3-Month LIBOR based on US dollars (https://fred.stlouisfed.org/series/USD3MTD156N) and 3-Month Treasury Bill (https://fred.stlouisfed.org/series/DTB3). The series is lagged by one week because the LIBOR series is lagged by one week due to an agreement with the source. Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield).

Context

This is a dataset from the Federal Reserve Bank of St. Louis hosted by the Federal Reserve Economic Database (FRED). FRED has a data platform found here and they update their information according to the frequency that the data updates. Explore the Federal Reserve Bank of St. Louis using Kaggle and all of the data sources available through the St. Louis Fed organization page!

• Update Frequency: This dataset is updated daily.

• Observation Start: 1986-01-02

• Observation End : 2019-12-04

Acknowledgements

This dataset is maintained using FRED's API and Kaggle's API.

Cover photo by Sidharth Bhatia on Unsplash
Unsplash Images are distributed under a unique Unsplash License.

Brazil Gross External Debt: Interest Rate Distribution: Floating Rates: Libor data was reported at 145.026 USD bn in 2018. This records an increase from the previous number of 144.186 USD bn for 2017. Brazil Gross External Debt: Interest Rate Distribution: Floating Rates: Libor data is updated yearly, averaging 80.073 USD bn from Dec 1983 (Median) to 2018, with 36 observations. The data reached an all-time high of 156.302 USD bn in 2014 and a record low of 47.632 USD bn in 2005. Brazil Gross External Debt: Interest Rate Distribution: Floating Rates: Libor data remains active status in CEIC and is reported by Central Bank of Brazil. The data is categorized under Brazil Premium Database’s Government and Public Finance – Table BR.FD013: Gross External Debt: by Interest Rate Type: Annual.

Turkmenistan TM: External Debt: DOD: Stocks: Variable Rate data was reported at 143.055 USD mn in 2016. This records an increase from the previous number of 136.000 USD mn for 2015. Turkmenistan TM: External Debt: DOD: Stocks: Variable Rate data is updated yearly, averaging 110.903 USD mn from Dec 1970 (Median) to 2016, with 47 observations. The data reached an all-time high of 1.758 USD bn in 1999 and a record low of 0.000 USD mn in 1992. Turkmenistan TM: External Debt: DOD: Stocks: Variable Rate data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Turkmenistan – Table TM.World Bank: External Debt: Debt Outstanding, Debt Ratio and Debt Service. Variable interest rate is long-term external debt with interest rates that float with movements in a key market rate; for example, the London interbank offered rate (LIBOR) or the U.S. prime rate. This item conveys information about the borrower's exposure to changes in international interest rates. Long-term external debt is defined as debt that has an original or extended maturity of more than one year and that is owed to nonresidents by residents of an economy and repayable in currency, goods, or services. Data are in current U.S. dollars.; ; World Bank, International Debt Statistics.; Sum;

This database contains information on large corporate and middle market commercial loans filed with the Securities and Exchange Commission, or obtained through other reliable public sources. The Compustat database complements the former database by providing information on borrowers. The fusion of the two databases uses the link table provided by Roberts and Chava (2008). Each contract listed in DealScan, referred to as a deal, consists of one or several facilities or tranches. DealScan provides a unique identification number for each deal allowing the identification of all the tranches belonging to the same deal. Different tranches in a deal can show heterogeneous characteristics in terms of interest rate spreads, amount, currency, maturity, default probability, among others. In particular, not all members of a syndicated loan participate in every tranche of the deal. Our initial information was composed of deals originated in the US market for the period 1986-2013 (inclusive) for which borrower accounting information is available in Compustat. In our empirical analysis, several measures related to the syndicate structure and its previous relationships with the borrower require using the information of the four years prior to each deal active date. This implies that deals from 1986-1989 are only used for this purpose, and therefore the final sample only considers loans issued between 1990 and 2013. Additionally, some loans are excluded from the 1990-2013 period. First, loans to borrowers that are government entities, banks, or financial institutions, and/or regulated borrowers, such as transportation and public utilities (industries identified as SIC 91-99, 60-67 and 40-49). Second, deals where at least one tranche is denominated in currencies other than the US dollar, or for which some basic information is missing, such as the facility amount or tranche interest spread. For the sake of homogeneity, deals with a base rate other than LIBOR were also excluded. After this cleaning process, the final sample consists of 32,102 tranches corresponding to 21,034 deals to 5,206 borrowers over the period 1990-2013. However, of those 32,102 potential observations, a smaller number have complete information for all the variables that we will use in each particular econometric model.

Interbank Rate in the United States decreased to 4.85 percent on Monday September 30 from 4.86 in the previous day. This dataset provides - United States Interbank Rate- actual values, historical data, forecast, chart, statistics, economic calendar and news.

The benchmark interest rate in Czech Republic was last recorded at 3.50 percent. This dataset provides the latest reported value for - Czech Republic Interest Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.

Interbank Rate in Poland decreased to 4.20 percent on Monday December 1 from 4.22 in the previous day. This dataset provides - Poland Three Month Interbank Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

The benchmark interest rate in Spain was last recorded at 4.50 percent. This dataset provides the latest reported value for - Spain Interest Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.

Interbank Rate in Hungary remained unchanged at 6.50 percent on Monday December 1. This dataset provides - Hungary Three Month Interbank Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

Interbank Rate in Taiwan remained unchanged at 1.68 percent on Wednesday December 3. This dataset provides - Taiwan Two to Six Month Interbank Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

Interbank Rate in Egypt increased to 21.48 percent on Sunday November 30 from 21.46 in the previous day. This dataset provides - Egypt Interbank Rate- actual values, historical data, forecast, chart, statistics, economic calendar and news.

Interbank Rate in Canada remained unchanged at 4.97 percent on Wednesday June 26. This dataset provides - Canada Overnight Interbank Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

Interbank Rate in Ireland remained unchanged at 2.02 percent in November. This dataset provides - Ireland Three Month Interbank Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

Interbank Rate in South Korea increased to 2.79 percent on Saturday November 29 from 2.78 in the previous day. This dataset provides - South Korea Overnight Interbank Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

Interbank Rate in China remained unchanged at 1.58 percent on Tuesday December 2. This dataset provides - China Interbank Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.