Episode Details
Back to EpisodesPain and SLR-ow - High Quality Credit Spreads
Published 5 years, 6 months ago
Description
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.