Bloomberg Feeds European Asset Swap Spreads Into New Benchmark
Bloomberg Indexes is using reference data and evaluated prices to create a new benchmark that provides market-driven measurement of credit risk and funding rates of high-quality European banks.
The Bloomberg European Banks Funding Margin Index measures a six-month moving average of asset swap spreads of bonds from 20 highly rated European banks. It is intended to be used by financial institutions to provide independent and reliable benchmarks for mortgages and other lending products.
Bloomberg
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