Hooray, TED Spread Drops to 399
Libor-OIS: 331 bp
TED Spread: 399 bp
Rates used:
Libor 442 (450 previous)
OIS: 111
T-bills: 43
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Recent Entries - Greek Government Bond Market
- Links
- Sterling Today
- Sovereign Risk Jolts Markets
- Monthly Trading Volumes in Greek Government Bonds
- Eurostat Statement on Greece’s Use of Derivatives
- The Bank Lending Channel Revisited
- The Future of Public Debt
- Systemic Risk: How To Deal With It?
- Links
- Papers => FRBNY
- Links
- Scariest Chart EVER: Loss Severity, Subprime First-Lien
- Google CDS => AAA
- Empty Creditor Claim
- Links
- Quotes of the Day
- Fed’s MBS Program
- Variability in Nucleus Accumbens Activity Mediates Age-Related Suboptimal Financial Risk Taking
- Links
- Links
- Worth Reading
- Links
- Scorecard: Gross National Savings (% of GDP)
- Withdrawal and Expulsion from the EU and EMU: Some Reflections
- Review of the Differentiated Nature and Scope of Financial Regulation
- Link of the Day
- Summary of a Workshop on Recent Advances in Modelling Systemic Risk Using Network Analysis
- Link
- Links
- The Mechanics of a Graceful Exit: Interest on Reserves and Segmentation in the Federal Funds Market
- [Update] Why Are Banks Holding So Many Excess Reserves?
- Basel Committee: Consultative Proposals to Strengthen the Resilience of the Banking Sector
- The World’s Riskiest Sovereign Debt (Update)
- The World’s Safest Sovereign Debt (Update)
- Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk
- Sovereign and Bank Credit Risk Premia during 2008-09
- Macro Stress Tests and Crises: What Can We Learn?
- Dollar Appreciation in 2008: Safe Haven, Carry Trades, Dollar Shortage and Overhedging
- Interbank Offered Rate: Effects of the Financial Crisis on the Information Content of the Fixing
More: List of All Posts
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Blogs The Aleph Blog
Promises, Promises
My piece on bank reform will have to delay until Monday evening. I am still working on it. Tonight’s piece is on entitlements and pensions globally and locally. I ... [Link]
Le blog d'éconoclaste
J'hésite
Chers lecteurs, mon temps et mon énergie sont comptés et j'ai envie de parler de trois sujets, mais ne peut dans l'immédiat en traiter qu'un. Quelles sont vos préférences? J'hésite ... [Link]
A Dash of Insight
Weighing the Week Ahead: A Decision on Health Legislation
Health care legislation has been a focal point for national debate for more than a year. One way or another, the fate of legislation supported by President Obama will soon ... [Link]
The Epicurean Dealmaker
A Corporate Finance Bestiary
M is for Managing Director:Crafty, elusiveKowtows to clients; but to juniors abusiveSleek and well-groomed, heSwans about like a divaSteal clients or credit?He attacks with a cleaverPompous, self-loathingHis wife and kids ... [Link]
Money Supply
Consumer advocates to be tapped for Fed posts?
You’ve got to hand it to President Barack Obama’s expected Fed picks - they have some strong consumer credentials. Peter A Diamond co-wrote a book with Peter Orszag, now OMB ... [Link]
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