流动性紧张卷土重来！全市场最重要的指标之一亮红灯

华尔街见闻2022-09-29

体现银行间市场融资紧张状况以及货币市场风险的最重要指标之一——FRA-OIS利差再次飙升，亮起了流动性吃紧的红灯。FRA-OIS利差最近扩大到37个基点以上，已经超过七个月前的流动性危机时期水平，当时的危机是因今年2月俄乌冲突后西方对俄制裁而造成。中金公司海外研究团队最近的文章也指出，过去一周，FRA-OIS利差抬升至30个基点，超过2008年以来均值水平。中金预计，短期内，全球美元流动性收紧和“...

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HCBICE
2022-09-29
HCBICE
[财迷]
JWZ137
2022-09-29
JWZ137
Wow

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