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Johannesburg Interbank Agreed Rate (JIBAR)

What is 'Johannesburg Interbank Agreed Rate - JIBAR'

The money market rate that is used by South Africa. The rate comes in one-month, three-month, six-month and 12-month discount terms.

Explaining 'Johannesburg Interbank Agreed Rate - JIBAR'

The rate is determined as an average of the rates indicated by local and international banks. JIBAR is calculated as a yield and then converted into a discount. The rate is calculated daily after all of the rates are received by participating banks.


Further Reading


The impact of short-term interest rates on bank funding costs
scholar.sun.ac.za [PDF]
… may depend on the money available in the market, existing rates or on the agreement between the … The data for the 3 months Johannesburg Interbank Agreed Rate (JIBA) rate, prime interest rates (short term interest rates … The Role of Bank Relationships in the Interbank Market …

The absence of diffusion in the South African short rateThe absence of diffusion in the South African short rate
journals.co.za [PDF]
… may depend on the money available in the market, existing rates or on the agreement between the … The data for the 3 months Johannesburg Interbank Agreed Rate (JIBA) rate, prime interest rates (short term interest rates … The Role of Bank Relationships in the Interbank Market …

Estimating the south african overnight indexed swap curveEstimating the south african overnight indexed swap curve
www.sciencedirect.com [PDF]
… may depend on the money available in the market, existing rates or on the agreement between the … The data for the 3 months Johannesburg Interbank Agreed Rate (JIBA) rate, prime interest rates (short term interest rates … The Role of Bank Relationships in the Interbank Market …

Temporal homogeneity between financial stress and the economic cycleTemporal homogeneity between financial stress and the economic cycle
mpra.ub.uni-muenchen.de [PDF]
… may depend on the money available in the market, existing rates or on the agreement between the … The data for the 3 months Johannesburg Interbank Agreed Rate (JIBA) rate, prime interest rates (short term interest rates … The Role of Bank Relationships in the Interbank Market …

Financial stress indicator variables and monetary policy in South AfricaFinancial stress indicator variables and monetary policy in South Africa
www.kspjournals.org [PDF]
… may depend on the money available in the market, existing rates or on the agreement between the … The data for the 3 months Johannesburg Interbank Agreed Rate (JIBA) rate, prime interest rates (short term interest rates … The Role of Bank Relationships in the Interbank Market …

Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear modelsModelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models
mpra.ub.uni-muenchen.de [PDF]
… may depend on the money available in the market, existing rates or on the agreement between the … The data for the 3 months Johannesburg Interbank Agreed Rate (JIBA) rate, prime interest rates (short term interest rates … The Role of Bank Relationships in the Interbank Market …


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