The workers... battle-cry must be: 'The Permanent Revolution.'” — Marx and Engels, 1850

Credit Crunch links

These are a number of links to financial indicators, which provide a guide to the depth of the credit crunch. 

Ted spread

The TED spread is the difference between the interest rates on interbank loans and short-term U.S. government debt ("T-bills"). The TED spread is an indicator of perceived credit risk in the general economy.[1] This is because T-bills are considered risk-free while LIBOR reflects the credit risk of lending to commercial banks.

Wikipedia article
 
http://en.wikipedia.org/wiki/TED_spread
 
Bloomberg uptodate indicator
 
http://www.bloomberg.com/apps/quote?ticker=.TEDSP:IND

US dollar Libor

The London Interbank Offered Rate (or LIBOR, pronounced /ˈlaɪbɔr/) is a daily reference rate based on the interest rates at which banks borrow unsecured funds from banks in the London wholesale money market (or interbank market). It is roughly comparable to the U.S. Federal funds rate.

Wikipedia article
 
http://en.wikipedia.org/wiki/LIBOR
 
Bloomberg uptodate indicator
 
http://www.bloomberg.com/apps/quote?ticker=US0003M%3AIND 

Treasury 3 month bills

Treasury securities are government bonds issued by the United States Department of the Treasury through the Bureau of the Public Debt

Wikepdia article
 
http://en.wikipedia.org/wiki/Treasury_security
 
Bloomberg uptodate indicator
 
http://www.bloomberg.com/apps/quote?ticker=USGG3M%3AIND 

Libor-OIS spread

The difference between the rate banks charge for loans in London relative to the overnight index swap rate, known as the Libor-OIS spread, the three-month Libor OIS spread, viewed as an indirect measure of funds availability in the money market An increase in the difference typically signals a decreased willingness to lend.

An overnight indexed swap (OIS) is an interest rate swap where the periodic floating rate of the swap is equal to the geometric average of an overnight index (i.e., a published interest rate) over every day of the payment period.

Wikipedia article
 
http://en.wikipedia.org/wiki/Overnight_index_swap
 
Bloomberg uptodate indicator
 
http://www.bloomberg.com/apps/quote?ticker=USSOC%3AIND 

3 Month Ted Spread

The difference between what banks and the U.S. Treasury pay to borrow money for three months

http://www.bloomberg.com/apps/quote?ticker=.TEDSP%3AIND
 
Please add anymore useful links in the comments section
 

Sat 20, December 2008 @ 14:24

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