Monday, 25 August 2008

Where are the 'risk free' curves in dollars now?

It is a serious question: the Treasury curve is being moved by concerns about the cost of the GSE bailout, with some commentators saying that the US could lose its AAA.

And the Libor curve, according to a money manager quoted by Bloomberg,
aren't reflective of the entire banking system but of three or four major banks that continue to have pressure on liquidity

So where is the 'risk free' curve in dollars exactly?

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