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1 posts on "CDS Speads"
February 10, 2014

The Transformation of Banking: Tying Loan Interest Rates to Borrowers’ Credit Default Swap Spreads

Banks’ practice of tying loan interest rates to borrowers’ credit default swap (CDS) spreads constitutes one of the most recent financial innovations.

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Posted at 7:00 am in Financial Institutions, Financial Markets | Permalink | Comments (1)

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Liberty Street Economics features insight and analysis from New York Fed economists working at the intersection of research and policy. Launched in 2011, the blog takes its name from the Bank’s headquarters at 33 Liberty Street in Manhattan’s Financial District.

The editors are Michael Fleming, Andrew Haughwout, Thomas Klitgaard, and Asani Sarkar, all economists in the Bank’s Research Group.

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