Question

Difficulty: MediumInterest Rate Dynamics and Yield Curve Analysis

Match each benchmark interest rate with the description that accurately defines its borrowing mechanism or market participant relationship.

  • Federal Funds RateThe interest rate depository institutions charge one another for uncollateralized overnight loans of excess reserves.
  • Discount RateThe administrative interest rate set directly by the Federal Reserve for short-term loans extended to member banks via the discount window.
  • Prime RateThe base commercial interest rate charged by banks to their most creditworthy corporate borrowers.
  • Broker Call RateThe interest rate banks charge broker-dealers for short-term loans used to cover client margin accounts.

Answer

Federal Funds Rate matches the rate charged between banks for uncollateralized overnight loans of reserves; Discount Rate matches the rate set directly by the Federal Reserve for loans via the discount window; Prime Rate matches the rate commercial banks charge their most creditworthy corporate customers; Broker Call Rate matches the rate charged by banks to broker-dealers for loans financing margin accounts.
Each key benchmark rate reflects a distinct market relationship: Federal Funds represents interbank reserve lending, Discount Rate represents direct central bank lending to banks, Prime Rate represents commercial bank lending to prime corporate borrowers, and Broker Call Rate represents bank lending to securities broker-dealers.

Step-by-Step Solution

1
Identify the mechanism for interbank reserve borrowing.
The Federal Funds Rate applies to uncollateralized overnight borrowing of reserves between commercial banks.
Depository institutions maintain mandatory reserve balances and lend excess reserves to peer banks overnight.
2
Identify the rate set directly by the central bank.
The Discount Rate is administered directly by the Federal Reserve for borrowing at the discount window.
Unlike market-negotiated rates, the Discount Rate is set by central bank monetary authorities.
3
Distinguish corporate commercial borrowing from broker-dealer margin financing.
The Prime Rate applies to top-tier commercial business loans, while the Broker Call Rate applies to broker-dealer loans for customer margin accounts.
Prime rate reflects prime corporate borrowing, whereas call money finances broker-dealer collateralized margin securities.

Key Concept

Benchmark Interest Rate Roles and Institutional Mechanisms
Estimated Time:1m 30s
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