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How high is financial risk today?
macroblog.typepad.com - 10/10/2008
How high is financial risk today?
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How High is Financial Risk Today? On a day as brutal as today , it is hard to find any port to hide from the storm. Maybe that is exactly the time for some perspective. At Businomics Blog, Bill Conerly does his best ( hat tip, Mark Thoma ), making a point that I have heard repeated more ...
"Are Central Banks Making Libor WORSE?"
nakedcapitalism.com - 10/12/2008
"Are Central Banks Making Libor WORSE?"
— nakedcapitalism.com — Equity analyst and market commentator James Bianco of Arbor Research e-maileda a discussion of the breakdown of... interbank lending to us along with a few others, His note illustrates a point made by FT Alphaville a couple of weeks ago that we have ... (more) "Are Central Banks Making Libor WORSE?"

Comments vote down The Aleph Blog found this 10/12/2008found this
bloomberg.com - 10/9/2008
Libor Dollar Rate Jumps to Highest in Year; Credit Stays Frozen
— bloomberg.com — Oct. 9 (Bloomberg) -- The cost of borrowing in dollars for three months in London soared to... the highest level this year as coordinated interest-rate reductions worldwide failed to revive lending among banks for any longer than a day. Attempts by ... (more) Libor Dollar Rate Jumps to Highest in Year; Credit Stays ...

Comments vote down BloggingStocks found this 10/9/2008found this
businomics.typepad.com - 10/9/2008
TED Spread: How High Is Financial Risk Today?
— businomics.typepad.com — The market's fear is reflected in the TED spread, a cute, cuddly name given to the difference... in interest rates between inter-bank loans (LIBOR) and U.S. treasury bills. We use 3 month maturities on both to keep things apples-to-apples. The... (more) TED Spread: How High Is Financial Risk Today?

Comments vote down Economist's View found this 10/9/2008found this

Blog Reactions

Economist's View:  links for 2008-10-10

Calculated Risk:  Credit Spreads: Still Getting Worse

The Big Picture:  Global Bailout Linkfest

Comments
Blog Reactions

links for 2008-10-10
Economist's View — ... Action to Crisis - NYTimes.com Lawmakers Weigh Plan for Stimulus - NYTimes.com No, Really, the Fundamentals of the Economy Are Strong - NYTimes.com US culture derails girl math whizzes - EurekAlert Lessons from Japan - Information Processing Emerging markets: Beware the backlash against capitalism - Vox EU What's so wasteful about funding discovery? - sacbee.com How high is financial risk today? - macroblog Don’t Just Do ...

Credit Spreads: Still Getting Worse
Calculated Risk — ... . A2P2 Spread Long Term Here is a graph via Macroblog that shows a long term view of the TED spread ( doesn't include the recent spike to 4.65 ). There are a few earlier periods when the TED spread was higher than today (like during the '73-'75 recession). But 4.65 is pretty close to the all time high. And the following graph is the A2/P2 spread from the Fed's ...

Global Bailout Linkfest
The Big Picture — ... Collateral Damage • Iceland seizes Kaupthing as meltdown continues (Times) • G.M. and Chrysler Explore Merger (NYT) • GM Approached Ford About Merger (WSJ) • Is That the Sound of the Silicon Valley Web 2.0 Bubble Bursting? (Business Week)    • More Failed Bank Information (FDIC) • How high is financial risk today? (MacroBlog) • Iceland PM asks public not to take out lots of cash (Reuters)   ...

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Money Markets Still Frozen, Dollar Libor Reaches New High
nakedcapitalism.com 10/9/2008 — Over the last two weeks, we have said that central bank liquidity measures had become counterproductive. Throwing more liqiudity at banks made it more viable for them to depend on monetary authorities and not rely on private sources for funding, and ...
LIBOR is in Backwardation and Significantly Divergent from Effective Fed Funds
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Cancerous Activity of the Fed and Treasury
globaleconomicanalysis.blogspot.com 10/9/2008 — Lending remains in a deep freeze as the Libor Dollar Rate Jumps to Highest in Year . The cost of borrowing in dollars for three months in London soared to the highest level this year as coordinated interest-rate reductions worldwide failed to revive ...
You Cannot Patch a Busted Dam With Water
globaleconomicanalysis.blogspot.com 10/10/2008 — The global economic dam has now cracked wide open. Water is pouring everywhere. The bursting of the dam is a fitting tribute to Paulson's and Bush's $700 billion boondoggle to add liquidity to banks. The public was overwhelmingly against the plan (and ...
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bloomberg.com 10/7/2008 — Libor Rise to Boost Subprime ARM Defaults 10%, Citigroup Says By Jody Shenn Oct. 7 (Bloomberg) -- Increases in benchmark London interbank offered rates may boost homeowner defaults on resetting adjustable-rate mortgages, contributing to a ``vicious ...
Three Month Dollar Libor Increases
nakedcapitalism.com 10/10/2008 — Nearly two weeks ago, it was becomimg apparent that central bank liquidity operations were not merely ineffective, but had become counterproductive in getting banks to lend to each ot her. As FT Althaville noted: Liquidity is being thrown at the ...
TED Spread at Record
calculatedrisk.blogspot.com 10/9/2008 — Here is the TED Spread from Bloomberg. The TED spread hit a record 4.13 this morning. This is far above the highs reached during the previous waves of the credit crisis. Note: the TED spread is the difference between the LIBOR interest rate and the ...
Libor
acrossthecurve.com 10/17/2008 — Libor rates are sliding. Overnight Libor dropped 27 basis points to 1.67 percent. One month Libor rates dropped 18 basis points to 4.28 percent. Three month Libor rates have dropped 8 basis points to 4.42 percent. Rates have declined several days ...