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    This page provides monthly forecasts of the overnight American Interbank Offered Rate, a benchmark of the short-term lending rate between small and medium sized U.S. banks. The AMERIBOR rate was introduced in 2021 as an alternative to the now-defunct London interbank offer rate (Libor).

    Both historical data and forecasted values on this page reflect period average values.

    Forecast Models

    Our Market Consensus Forecast for the Ameribor Unsecured Overnight Rate (AMERIBOR) is generated utilizing data on publicly-traded AMERIBOR futures and other closely related benchmark interest rates. Using this information, we construct a forward term structure for the full yield curve. The term structure is interpolated and smoothed using a three-factor parametrization model, generating the final forecast.

    This forecast can be interpreted as the mean market-expected values of future AMERIBOR values.

    This model is updated daily around 10:30 ET (14:30/15:30 UTC) on market days. The data for this series is released with a one business-day lag due to a delay in futures market data.

    Recommended citation for the Consensus Interest Rate Forecast Model :
    econforecasting.com (2023). Consensus Interest Rate Forecast Model. Retrieved from https://econforecasting.com/forecast-ameribor.