Tag Archive: Libor-OIS spread

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Ad Hoc Commentary – rate hikes irrelevant as monetary transmission is broken

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Yours truly apologize for not writing in recent times. Today is Fed Powell’s first meeting. Markets are very different today compared to the last Fed rate hike cycle of 2004-2006. Today, Fed Funds… Continue reading →

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Ad Hoc Commentary: Dodd-Frank rollbacks to fix monetary transmission via FX Swap

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Monetary policy transmission is broken today as measured by the FX swap implied rate of US dollar versus Interest on Excess Reserves rate. Those who are still looking at Libor versus Fed Funds… Continue reading →

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It Always Rains When The Car Is Washed - Volatility And Hedging Your Portfolio

It Always Rains When The Car Is Washed – Volatility And Hedging Your Portfolio

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I decided to wash the car on Sunday which had all the appearance of a hot and sunny day and turned out so. But as Murphy’s Law would have it, a single lone… Continue reading →