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CRIBS

It stands for cross index basis swap; a swap to whose underlying interest rate index (usually LIBOR) the so-called quantization…

Cross Index Swap

A swap to whose underlying interest rate index (usually LIBOR) the so-called quantization techniques are applied. In other words, this...

Cross-Currency Cross-Index Basis Swap

A cross-currency swap in which one party pays a floating rate (LIBOR) denominated in a base currency, while the other...

Cross Index Basis Swap

A swap to whose underlying interest rate index (usually LIBOR) the so-called quantization techniques are applied. In other words, this...