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Category:Interest rates

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Marquette National Bank of Minneapolis v. First of Omaha Service Corp.
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This category has the following 4 subcategories, out of 4 total.
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The following 95 pages are in this category, out of 95 total.
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List of countries by commercial bank prime lending rate
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List of sovereign states by central bank interest rates
449:Interest Rate Commission Agent Banking System 8: 520:Monetary Policy Committee (United Kingdom) 154:This list may not reflect recent changes 269:Chan–Karolyi–Longstaff–Sanders process 7: 193:2000s United States housing bubble 158: 149:Pages in category "Interest rates" 69: 58: 50: 14: 770:Wall Street Journal prime rate 215:Annual effective discount rate 1: 598:Prague interbank offered rate 93:Heath–Jarrow–Morton framework 615:Qualified residence interest 205:Affine term structure model 855: 294:Covered interest arbitrage 16:The main article for this 15: 788:Zero interest-rate policy 496:London Interbank Bid Rate 549:Neutral rate of interest 502:Longstaff–Schwartz model 385:Fixed interest rate loan 299:Cox–Ingersoll–Ross model 39:JEL classification codes 637:Rendleman–Bartter model 454:Interest rate guarantee 338:Effective interest rate 247:Bootstrapping (finance) 225:Annual percentage yield 429:Immunization (finance) 390:Floating interest rate 220:Annual percentage rate 73:Federal Reserve System 689:SONIA (interest rate) 554:Nominal interest rate 531:Multi-curve framework 444:Interest rate channel 439:Interest rate ceiling 395:Foreign exchange swap 284:Corporate debt bubble 459:Interest rate parity 434:Inflation derivative 304:Credit card interest 326:Dual interest rates 36:is included in the 824:Monetary economics 711:Interest rate swap 642:Representative APR 627:Real interest rate 576:Official cash rate 571:Official bank rate 486:LIBOR market model 464:Interest rate risk 375:Federal funds rate 314:Cumulative process 252:Broker's call 525:Mortgage constant 133:Short-rate models 44:JEL: E43, D9 846: 801: 793:Zero lower bound 772: 706:FTSE MTIRS Index 701:Subprime lending 697: 679:Short-rate model 581:Overnight market 533: 504: 417:Hull–White model 138: 118: 98: 78: 71: 40: 35: 854: 853: 849: 848: 847: 845: 844: 843: 809: 808: 807: 806: 805: 804: 797: 780: 768: 761: 749: 745:U.S. prime rate 737: 728:Time preference 715: 693: 661: 619: 607: 590: 563: 559:Notional amount 541: 529: 507: 500: 473: 421: 409: 380:Fisher equation 362: 330: 318: 289:Coupon leverage 256: 229: 210:Amortising swap 197: 188:7-day SEC yield 175: 146: 145: 144: 143: 140: 139: 123: 120: 119: 113:Reference rates 103: 100: 99: 83: 80: 79: 68: 49: 48: 47: 46: 38: 31: 27: 12: 11: 5: 852: 850: 842: 841: 836: 831: 826: 821: 811: 810: 803: 802: 795: 790: 784: 781: 779: 778: 773: 765: 762: 760: 759: 753: 750: 748: 747: 741: 738: 736: 735: 730: 725: 719: 716: 714: 713: 708: 703: 698: 691: 686: 681: 676: 671: 665: 662: 660: 659: 654: 652:Risk-free rate 649: 647:Repricing risk 644: 639: 634: 632:Reference rate 629: 623: 620: 618: 617: 611: 608: 606: 605: 600: 594: 591: 589: 588: 586:Overnight rate 583: 578: 573: 567: 564: 562: 561: 556: 551: 545: 542: 540: 539: 534: 527: 522: 517: 511: 508: 506: 505: 498: 493: 491:Loanable funds 488: 483: 477: 474: 472: 471: 466: 461: 456: 451: 446: 441: 436: 431: 425: 422: 420: 419: 413: 410: 408: 407: 402: 397: 392: 387: 382: 377: 372: 366: 363: 361: 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657:Rule of 78s 242:Basis point 171:Shadow rate 77:(8 C, 81 P) 813:Categories 723:TED spread 603:Prime rate 537:Mutan rate 274:Chen model 183:0% finance 799:Zero rate 695:Spot rate 237:Bank rate 819:Interest 18:category 469:ISDAfix 358:EURONIA 353:Euribor 829:Credit 669:SAIBOR 137:(14 P) 117:(29 P) 839:Loans 834:Rates 733:TONAR 674:SARON 481:Libor 343:Eonia 97:(6 P) 684:SOFR 348:€STR 178:0–9 42:as 20:is 815:: 156:. 135:‎ 115:‎ 95:‎ 75:‎ 783:Z 764:W 752:V 740:U 718:T 664:S 622:R 610:Q 593:P 566:O 544:N 510:M 476:L 424:I 412:H 365:F 333:E 321:D 259:C 232:B 200:A 126:S 106:R 86:H 62:F 26:.

Index

category
Interest rate
JEL classification codes

Federal Reserve System
Heath–Jarrow–Morton framework
Reference rates
Short-rate models
This list may not reflect recent changes
Interest rate
Shadow rate
0% finance
7-day SEC yield
2000s United States housing bubble
Affine term structure model
Amortising swap
Annual effective discount rate
Annual percentage rate
Annual percentage yield
Bank rate
Basis point
Bootstrapping (finance)
Broker's call
List of sovereign states by central bank interest rates
Chan–Karolyi–Longstaff–Sanders process
Chen model
List of countries by commercial bank prime lending rate
Corporate debt bubble
Coupon leverage
Covered interest arbitrage

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