Saturday, November 01, 2008

Credit Spreads: Some Improvements But Not Enough

The global banking credit crunch has triggered many liquidity problems, aside from unmasking some insolvency and balance sheet vulnerabilities across countries and companies or in both the public and private sector around the world.

Notably we see some improvements, although still far from the norm.

All charts from Bloomberg.

Euribor 3 months...

TED Spread...
Hong Kong dollar Hibor...

3 month Libor-OIS Spread...

BBA Libor USD 3 months...


No comments: