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title: SIFMA Rate Model | LIBOR Rate Model | Interest Rate Models
description: Download this ebook on LIBOR, SIFMA short rate models
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# Models for Simulating SIFMA and LIBOR Interest Rates

During the last 10 years, U.S. municipalities and not-for-profit organizations have issued more than $1 trillion in tax-exempt variable rate securities. Cash flows from these securities often closely track the [SIFMA index](http://www.sifma.org/research/item.aspx?id=19762). SIFMA itself tends to hold a relationship to the [London Interbank Offered Rate (LIBOR)](http://en.wikipedia.org/wiki/London_Interbank_Offered_Rate) driven largely by top federal marginal tax rates. Motivated in part by the widespread use of LIBOR indexed derivatives to hedge tax-exempt variable rate bonds, this paper explores the historical SIFMA and LIBOR series and suggests methods for simulating these rates into the future for purposes of [debt portfolio risk analysis](https://www.intuitive-analytics.com/cashflow-at-risk-cfar/), and [simulation based debt structuring](https://www.intuitive-analytics.com/whitepaper-risk-and--bond-structuring/).

Read the full article: **Models for Simulating SIFMA and LIBOR Interest Rates**

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