EPISODE · Mar 27, 2020 · 36 MIN
Greatest Liquidity Event Since Noah?
from Eurodollar University · host Jeff Snider
Jeff Snider, Alhambra Investments Chief Investment Officer (@JeffSnider_AIP) and Emil Kalinowski (@EmilKalinowski) review three topics. We review three articles Jeff wrote this week, trying to explain them a bit more than perhaps may be apparent at first glance. Firstly, why repurchase agreement stresses materialize prior to quarter-end. Secondly, why low-low-low-limbo-proof interest rates (e.g. effective Federal Funds, overnight repo market rates) are not signalling success but further interbank stress. Thirdly, why LIBOR and near-month Eurodollar futures are rising despite the "greatest liquidity event since Noah".
What this episode covers
Jeff Snider (@JeffSnider_AIP) and Emil Kalinowski (@EmilKalinowski) review three topics: repurchase agreement stresses, low interest rates signalling disorder and why LIBOR doesn't think the Fed's new program is the greatest liquidity event since Noah.
NOW PLAYING
Greatest Liquidity Event Since Noah?
No transcript for this episode yet
Similar Episodes
Dec 18, 2025 ·30m
May 12, 2025 ·19m
May 17, 2024 ·50m
May 10, 2024 ·42m
May 3, 2024 ·44m
Apr 26, 2024 ·50m