Timeline for cross currency basis spread
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
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| Apr 16, 2020 at 9:42 | comment | added | nbbo2 | See also these related questions quant.stackexchange.com/questions/35321/… quant.stackexchange.com/questions/51722/… | |
| Apr 16, 2020 at 9:37 | comment | added | nbbo2 | Exactly: although AUS/NZ banks can and do raise funds abroad (ex. USD) they prefer to invest at home. Compare this to EUR banks which have extensive USD assets (which they then need to fund, hedge etc.). | |
| Apr 16, 2020 at 7:30 | history | answered | tennisboy | CC BY-SA 4.0 |