
Eurodollar University Info not fearmongering. Swaps not Swiss. Dealers not Fed. The data and evidence are conclusive.
Oct 22, 2022
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8
Introduction
00:00 • 2min
The Swiss National Bank Dollar Swap
02:25 • 2min
The World Is Not Ending, but It's Getting Closer and Closer
03:55 • 3min
What Is a Negative Swap Spread?
07:03 • 2min
Is There Any Arbitrage Opportunity in Negative Swaps?
09:12 • 2min
What Are the Constraints on Dealers in Interest Rate Swaps?
11:38 • 3min
Swap Spreads Rise and Fall, Not Rise
14:46 • 2min
What's the Fed Got to Do With It?
16:39 • 2min
