5 ms·
Well, if you're talking about LIBOR, the risk is that the AA bank to whom you have counterparty risk will default within 3mo, so it's very, very, very low risk.
by joncooper 12y ago
Well, if you're talking about LIBOR, the risk is that the AA bank to whom you have counterparty risk will default within 3mo, so it's very, very, very low risk.