What Do Rate Hikes Have To Do With Crashing Libor-OIS Spreads?
zerohedge.com / by Tyler Durden / May 14, 2017 7:08 PM
One of the more perplexing moves in recent weeks has been the rapid collapse in the Libor-OIS spread, traditionally a signal of bank credit risk, which has confused many rates traders due to contradictory signal it is sending in a world in which the Fed is supposedly tightening.
The post What Do Rate Hikes Have To Do With Crashing Libor-OIS Spreads? appeared first on Silver For The People.
Source: http://silveristhenew.com/2017/05/14/what-do-rate-hikes-have-to-do-with-crashing-libor-ois-spreads/
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