Trading U.S. Interest Rates Ahead of Fed Meeting
The U.S. yield curve shifted dramatically during the height of the banking crisis in Q2, but has since reverted.
Trading U.S. Interest Rates Ahead of Fed Meeting
Measuring Tail Risk Using the CBOE Skew Index
In the wake of the recent bank failures, tail risk in the U.S. financial markets remains elevated, as measured by the CBOE Skew Index
Why Credit Default Swaps (CDS) Matter in a Banking Crisis
The one-year credit default swaps for Credit Suisse recently surged to record highs, indicating that the ongoing banking crisis in the U.S. had officially spread to Europe
Treasury Yields Plunge after Silicon Valley Bank Debacle
U.S. Treasury yields declined sharply on Monday, March 13 as investors and traders fled to the relative safety of U.S. government bonds amid the ongoing regional banking crisis
Silicon Valley Bank: Backstop or Bailout?
The U.S. government shuttered Signature Bank of New York and announced uninsured deposits from both Silicon Valley Bank and Signature Bank would be fully backstopped and accessible by March 13. The week of March 6, 2023 was a tough one for the United States financial markets. FOUR THINGS TO KNOW: In a surprise move, U.S. … Continued