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Tag Archives: prime funds
Will BOJ decision to make borrowing JGBs easier affect banks’ behavior to employ Fed swap lines?
Over the past few months, we have seen LIBOR rising across all tenors (+22.5bps since 27 June) and JPY and EUR XCCS widening due to MMF reforms. The main reason is because US prime funds’ holdings of securities by non-US … Continue reading
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Tagged agency discount notes, collaterals, cross currency basis, dollar funding, eur, french, govies, govt-only funds, japanese, jgb, jpy, libor, mmf, money market funds, prime funds, reforms, repo, treasuries, xccs
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