Oz Blog News Commentary

Are interbank blowouts signalling crisis?

March 13, 2018 - 11:00 -- Admin

Via the excellent Damien Boey at Credit Suisse: Unusual money market tightening What, me worry? Interbank credit spreads measure the compensation that money market participants require for taking on counterparty credit and liquidity risks. These spreads have widened sharply in recent months. The three-month bank bill spread to overnight indexed swaps (OIS) has increased to

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