We provide a series of accessible metrics that can be used to estimate stress across money markets and help determine when the financial crisis caused by the coronavirus outbreak is intensifying or easing. … READ MORE >
Libor-OIS spread
Canary in a coal mine: What money market spreads tell us about risk
The recent upset in financial markets has caused a move in sensitive risk spreads implying potential credit market challenges should the crisis spread into the real economy. … READ MORE >