What are Yield Curves?
The Macro Financial Analysis Division of the Bank of England estimates yield curves for the UK on a daily basis. They are of two kinds. One set is based on yields on UK government bonds (gilts) and includes nominal and real yield curves and the inflation term structure for the United Kingdom. The other set is based on sterling interbank rates (LIBOR) and on yields on instruments linked to LIBOR, short sterling futures, forward rate agreements and LIBOR-based interest rate swaps. These commercial bank liability curves are nominal only.
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(commercial bank liability)
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|Yield curve terminology and concepts
Notes on the Bank of England Yield Curves
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|Commercial bank liability curve
Bank of England Quarterly Bulletin Nov 2000
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for Short-term Sterling Interest Rates
- Bank of England Working Paper 126
New estimates of the UK real and nominal yield curves
- Yield curve methodology
Bank of England Quarterly Bulletin Nov 1999
- Inflation Report
Latest edition of the Bank of England Inflation Report
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