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The Wholesale Price of Trust: LIBOR's Rise and Fall

The Wholesale Price of Trust: LIBOR's Rise and Fall

Episode 4351 Published 3 weeks, 6 days ago
Description
Why do banks, the places with the vaults, need to borrow from each other? This episode unpacks the hidden plumbing of global finance: the overnight interbank market, the rise and scandalous fall of LIBOR, and its replacement, SOFR. We trace how a rate based on hypothetical guesses came to underpin $200 trillion in contracts, how traders manipulated it with casual messages, and why the new system—anchored in a trillion dollars of daily repo trades—is more honest but raises new questions about early warning signals in a crisis.
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