cover of episode Pain and SLR-ow - High Quality Credit Spreads

Pain and SLR-ow - High Quality Credit Spreads

2021/3/10
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Macro Horizons

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Dan Krieter and Dan Belton discuss the recent widening in credit spreads and a change in their view on the near term path for spreads. Finally, they discuss the pending expirations of exemptions for reserves/Treasury holdings in bank SLR calculations, and what the expiration might mean for credit and swap spreads.