True Economics

True Economics is about original economic ideas and analysis concerning everyday events, news, policy views and their impact on the markets and you. Enjoy and engage!

Showing posts with label euro area liquidity. Show all posts

Sunday, January 22, 2012

22/1/2012: An update to Euribor risk premium post

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On the foot of the previous post, I recomputed risk premia for 3 maturities: 12, 9 and 6 months euribor. Here's the chart: And some ...

22/1/2012: What do interbank lending rates tell us about risk valuations?

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Here is an interesting set of charts for euribor: Notice that as maturity span shortens, there is an increasingly rapid decline i...

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