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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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