Crash of 2008/Addendum: Difference between revisions
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imported>Nick Gardner (New page: {{subpages}} ==The health of the interbank market== 3-month LIBOR-OIS spreads in basis points ::::{|class = "wikitable" !Aug 08 !Sep 08 !Nov 08 !Dec 08 !Jan 09 !Feb 09 !Mar ...) |
imported>Nick Gardner |
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==The | ==The state of the interbank market== | ||
3-month [[LIBOR-OIS spread]]s in [[basis point]]s | 3-month [[LIBOR-OIS spread]]s in [[basis point]]s | ||
(a measure of the banks' reluctance to lend [http://research.stlouisfed.org/publications/es/08/ES0825.pdf] - which averaged 10 basis points or 0.1% over the period 2002-2007) | |||
::::{|class = "wikitable" | ::::{|class = "wikitable" | ||
!Aug 07 | |||
!Sep 07 | |||
!Aug 08 | !Aug 08 | ||
!Sep 08 | !Sep 08 | ||
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!Apr 09 | !Apr 09 | ||
!May 09 | !May 09 | ||
!Aug 09 | |||
|- | |- | ||
|align = "center"|10 | |||
|align = "center"|85 | |||
|align = "center"|90 | |align = "center"|90 | ||
|align = "center"|360 | |align = "center"|360 | ||
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|align = "center"|100 | |align = "center"|100 | ||
|align = "center"|90 | |align = "center"|90 | ||
|align = "center"|25 | |||
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Latest revision as of 07:39, 5 August 2010
The state of the interbank market
3-month LIBOR-OIS spreads in basis points
(a measure of the banks' reluctance to lend [1] - which averaged 10 basis points or 0.1% over the period 2002-2007)
Aug 07 Sep 07 Aug 08 Sep 08 Nov 08 Dec 08 Jan 09 Feb 09 Mar 09 Apr 09 May 09 Aug 09 10 85 90 360 280 180 170 100 100 100 90 25