Sentences with phrase «ois spread»

Keep in mind that the effect of potential financial crisis trigger events as reflected by the LIBOR - OIS spread since 2009 has been hugely muted by trillions in QE, which have kept the banking system liquefied artificially.

Many Wall Street Einsteins are rationalizing that the LIBOR - OIS spread blow - out is a result of U.S. companies repatriating off - shore cash back to the U.S..

The current 1 - month LIBOR - OIS spread has spiked up from 10 basis points at the beginning of 2018 to nearly 60 basis points (0.60 %).

2 For example, John suggested in February 2008 to lower the standard Taylor Rule prescription by 50 basis points to take into account the increase in the LIBOR - OIS spread at that time.

A key risk measure in money markets known as the Libor - OIS spread has risen to levels not seen since worries mounted in 2011 and 2012 over the debt troubles of European countries Portugal, Italy, Greece and Spain.

Matt King, global head of credit products strategy at Citi, discusses the Libor - OIS spread and U.S. Treasurys.

Not exact matches

While it's impossible to prove without access to the inside books at DB and at the ECB, I believe the primary driver behind the LIBOR - OIS rate spread reflects a growing reluctance by banks to lend to other banks for a duration longer than overnight.