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ftalphaville.ft.com - 9/25/2008
Blog Archive » What price, risk?
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The Libor-OIS spread is the metric the Fed uses to capture the perception of risk in the credit markets. It measures the premium on the dollar interbank lending rate over the US dollar overnight swaps, which capture central bank interest-rate risk. Back in August/September last year, when the ...

Blog Reactions

Capital Chronicle:  How bad are interbank lending conditions? It's only a 6 sigma event

Abnormal Returns:  Thursday links: short supplies

The Aleph Blog:  Let the Current Bailout Die

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How bad are interbank lending conditions? It's only a 6 sigma event
Capital Chronicle — ... Began a draft on this only to see that Sam Jones over at the FT Alphaville site has done it excellently already. Point being normal distributions are not helpful - but please do read the link. ...

Thursday links: short supplies
Abnormal Returns — ... Short-term treasuries are in short supply.  (WSJ.com also Mish) Banks are not lending to each other.  (FT Alphaville, MarketBeat) Hedge fund redemptions ramp up.  (MarketBeat) Talk about negative yields, hedge funds have fled to cash.  (FT.com) Firms are drawing down their rarely tapped revolving credit lines.  (WSJ.com ...

Let the Current Bailout Die
The Aleph Blog — ... are needed because of systemic risk before then, let them be done on a one-off basis.  We don’t need a systemic solution now. What is the crisis at present?  It is mainly in the short-term lending markets. Asia Needs Deal to Prevent Panic Selling of U.S. Debt, Yu Says Neither a Borrower Nor a Lender Exist Credit Spreads: Off the Charts What price, risk? Demand for Short-Term Treasury Debt Puts a Crimp in World-Wide ...

Comment on Credit Collapse. What Credit Collapse? by DLD
Comments for ArthurDeVany.com — This is amazing. A complete vindication of Mandelbrot/NNT, as if they needed it. Note especially the graph in the lower right of the graphic. Does that not represent a power law? http://ftalphaville.ft.com/blog/2008/09/25/16327/what-price-risk/

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