28 September 2011

Libor Spreads from Stone McCarthy Research

  • Interesting table from SMRA of spreads to Libors of some of the fixing banks. (Presumably the calculation is based on the banks' individual Libor fixings vs actual Libor set).
  • Green = good; yellow = neutral; red = paying high spreads for funding.
  • Deutsche, UBS and Rabo = good.
  • Credit Agricole, SocGen and BNP = bad.
  • Barclays - a bit iffy in the longer terms.

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