

HOLY SH*T! The Collateral Markets Are Starting to Freeze
Oct 3, 2023
The podcast discusses warning signs in the Eurodollar collateral system, focusing on Japanese government bills and Italian government bonds. It explores the impact of the Eurodollar system on Italian bonds and the collateral shortage in Italy. The movement in Japanese bill yields is analyzed as a potential indicator of collateral strain. The revaluation of Italian bonds may cause strain in collateral markets and affect US dollar funding. The podcast also explores the connection between the energy crisis and warning signs in collateral markets.
Chapters
Transcript
Episode notes
1 2 3 4 5
Introduction
00:00 • 5min
Changes in the Eurodollar System and Impact on Italian Bonds
04:59 • 2min
Warning Signs in Japanese Bill Yields and Other Indicators
07:24 • 3min
Strains in Collateral Markets: The Impact of Italian Bonds
09:54 • 8min
Rerun of Energy Crisis and Collateral Warning Signs
18:04 • 2min