摘要翻译：
银行间同业拆借利率是每一个国家金融市场的重要基准利率。鉴于最近LIBOR操纵事件，本文试图解决银行同业拆借利率完全由银行控制的担忧。本文将重点对LIBOR和SIBOR进行比较，特别是对利率随时间变化的行为进行比较。由于IBORs的性质，银行自然会提交类似的利率，不应与市场和其他银行相差太大。我们将比较2005年至2011年的LIBOR和SIBOR的1个月利率。我们将展示SIBOR不像LIBOR那样被操纵的结果。
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英文标题：
《Interest Rate Manipulation Detection using Time Series Clustering
  Approach》
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作者：
Murphy Choy, Enoch Chng, Koo Ping Shung
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最新提交年份：
2012
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Statistics        统计学
二级分类：Applications        应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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英文摘要：
  The Interbank Offered Rate is a vital benchmark interest rate in the financial markets of every country to which financial contracts are tied. In the light of the recent LIBOR manipulation incident, this paper seeks to address the fear that Interbank Offered Rate are entirely controlled by the bank. The paper will focus on the comparison between LIBOR and SIBOR especially with regards to the behavior of the interest rate with time. Because of the nature of IBORs, banks will naturally be submitting similar rates which should not differ excessively from the market as well as the other banks. We will compare the LIBOR and SIBOR from 2005 to 2011 with respect to the 1 month rates on an annual basis. We will present the result that the SIBOR is not manipulated like LIBOR.
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PDF链接：
https://arxiv.org/pdf/1208.2878