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Management · Q428

International Finance and Treasury

Graduate and Post Graduate · Management · question 428

Q428

In Eurodollar market, increase in demand of Euro dollars results in

A.
increase in LIBOR
Answer
B.
decrease in LIBOR
C.
increase in KIBOR
D.
decrease in KIBOR

Answer: Option A

Solution

Answer: Option A
Solution:
In Eurodollar market, increase in demand of Euro dollars results in increase in LIBOR. Deposits from overnight out to a week are priced based on the fed funds rate. Prices for longer maturities are based on the corresponding London Interbank Offered Rate (LIBOR).