Sunday, September 28, 2008

The TED Spread

Twelve months of the TED spread, an indicator of credit risk:


Source.
Posted by at 10:29 AM
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1 comment:

  1. UnknownSeptember 28, 2008 2:29 PM

    This story is making the rounds of the internet, and it is rather worrying, and the reason is that even despite the talk of a bailout the numbers aren't dropping.

    If you go to the original source and plot the spread for 5 years, it would typically run about 0.25%. Last summer, it jumped up to about 1.5%, and now it is about 3%.

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