Macro Horizons
Pain and SLR-ow - High Quality Credit Spreads
- Autor: Vários
- Narrador: Vários
- Editora: Podcast
- Duração: 0:26:05
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Sinopse
Dan Krieter and Dan Belton discuss the recent widening in credit spreads and a change in their view on the near term path for spreads. Finally, they discuss the pending expirations of exemptions for reserves/Treasury holdings in bank SLR calculations, and what the expiration might mean for credit and swap spreads.
