Credit Crisis Indicators Oct

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An updated version of the presentation I embedded in my blog at http://www.investmentbankeronlife.com

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Credit Crisis Indicators Oct

  1. 1. Credit Crisis Indicators Updated: As of Oct. 21, 2006 www.investmentbankeronlife.com
  2. 2. DISCLAIMER: This presentation, to be embedded on my blog, is a Powerpoint remake of the interactive graphic prepared (and updated daily) by AMANDA COX and KEVIN QUEALY on www.nytimes.com/interactive. In the following slides are 5 credit market indicators as of Oct. 21, 2008, which capture the severity of the financial crisis better than stock market indices could. www.investmentbankeronlife.com
  3. 3. 3-Month Treasury: 1.07% -0.01 www.investmentbankeronlife.com A lower yield indicates greater concern about the financial system. Sources: Bloomberg; Federal Reserve
  4. 4. 3-Month Libor: 3.83% -0.23 Higher rates mean banks are less willing to lend money to one another. Sources: Bloomberg; Federal Reserve www.investmentbankeronlife.com
  5. 5. TED Spread: 2.77% -0.22 www.investmentbankeronlife.com TED is the difference between TBills and 3-month Libor. Higher spreads indicate anxiety. Sources: Bloomberg; Federal Reserve
  6. 6. High-Yield Bonds: 20.87% -0.29 Higher bond yields indicate less willingness to lend to businesses. Sources: Bloomberg; Federal Reserve www.investmentbankeronlife.com
  7. 7. Overnight Commercial Paper: 1.15% -0.05 www.investmentbankeronlife.com Higher rates have made it more difficult for businesses to obtain money for everyday expenses. Sources: Bloomberg; Federal Reserve

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