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2 posts on "Eurodollar borrowing"
May 13, 2024

Who Is Borrowing and Lending in the Eurodollar and Selected Deposit Markets?

Gara Afonso, Gonzalo Cisternas, and Will Riordan  

Photo: Crystal globe on many currency.

A recent Liberty Street Economics post discussed who is borrowing and lending in the federal funds (fed funds) market. This post explores activity in two other markets for short-term bank liabilities that are often perceived as close substitutes for fed funds—the markets for Eurodollars and “selected deposits.” 

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Posted at 7:00 am in Financial Markets | Permalink
May 6, 2019

Selected Deposits and the OBFR

Alyssa Cambron, Marco Cipriani, Joshua Jones, Romen Mookerjee, Scott Sherman, Brett Solimine, and Timothy Wessel

In this Liberty Street Economics post, Cipriani and coauthors discuss changes in the calculation of the Overnight Bank Funding Rate (OBFR), the reason for including selected deposits, and the likely impact of the change on the OBFR’s published value.

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Posted at 7:00 am in Central Bank, Fed Funds, Federal Reserve, Monetary Policy | Permalink

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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.

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