Crash of 2008/Addendum: Difference between revisions
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imported>Nick Gardner |
imported>Nick Gardner |
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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) | (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" | ||
Revision as of 03:12, 3 August 2010
The health 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