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Data & statistics on Asset-Backed Commercial Paper Overnight Rates – 5 results
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Overnight commercial paper spreads

Overnight commercial paper spreads

www.frbsf.org/economics/conferences/0901/Covitz-Liang-Suarez.pdf

daily Overnight asset-backed commercial paper spread Overnight A2/P2-rated unsecured commercial paper spread 10-May-07 24-May-07 6-Aug-07 20-Aug-07 2-Jan-07 17-Jan-07 31-Jan-07 14-Feb-07 1-Mar-07 15-Mar-07 29-Mar-07 12-Apr-07 26-Apr-07 8-Jun-07 ...
spread of rates on AA-rated asset-backed commercial paper over the fed funds target ...
The solid line plots the weekly (Wednesday) face value of asset-backed commercial paper outstanding. The dotted line plots the weekly face value of unsecured

2031 (projection) | Federal Reserve Bank of San Francisco
Original Url: http://www.frbsf.org/economics/conferences/0901/Covitz-Liang-Suarez.pdf
Overnight commercial paper spreads by program type

Overnight commercial paper spreads by program type

www.frbsf.org/economics/conferences/0901/Covitz-Liang-Suarez.pdf

outstanding, maturities, and issuance for 349 asset-backed commercial paper (ABCP ...
We define that a program experiences a run in weeks when it does not issue paper but has at least 10 percent of paper maturing or when the program continues not issuing paper ...
daily Overnight spread for multi-seller programs Overnight spread for securities arbitrage programs Overnight spread for structured investment vehicles 13-Aug-07 27-Aug-07 1-Jun-07 15-Jun-07 29-Jun-07 16-Jul-07 30-Jul-07 11-Sep-07 25-Sep-07

2030 (projection) | Federal Reserve Bank of San Francisco
Original Url: http://www.frbsf.org/economics/conferences/0901/Covitz-Liang-Suarez.pdf
Commercial paper outstanding

Commercial paper outstanding

www.frbsf.org/economics/conferences/0901/Covitz-Liang-Suarez.pdf

weekly Asset-backed commercial paper outstanding Unsecured commercial paper outstanding 1-Aug-07 15-Aug-07 29-Aug-07 9-May-07 23-May-07 3-Jan-07 17-Jan-07 31-Jan-07 14-Feb-07 28-Feb-07 14-Mar-07 28-Mar-07 11-Apr-07 25-Apr-07 6-Jun-07 20-Jun-07 ...
The solid line plots the weekly (Wednesday) face value of asset-backed commercial paper outstanding. The dotted line plots the weekly face value of unsecured (or corporate) commercial paper outstanding. Data are from the Federal Reserve Board based

2031 (projection) | Federal Reserve Bank of San Francisco
Original Url: http://www.frbsf.org/economics/conferences/0901/Covitz-Liang-Suarez.pdf
Programs experiencing runs

Programs experiencing runs

www.frbsf.org/economics/conferences/0901/Covitz-Liang-Suarez.pdf

maturities, and issuance for 349 asset-backed commercial paper (ABCP) programs in 2007. ...
The solid line plots the daily spread of rates on AA-rated asset-backed commercial paper over the fed funds target rate. The dotted line plots the daily spread

2031 (projection) | Federal Reserve Bank of San Francisco
Original Url: http://www.frbsf.org/economics/conferences/0901/Covitz-Liang-Suarez.pdf
Three-Month Libor-OIS Spread

Three-Month Libor-OIS Spread

www.frbsf.org/publications/economics/papers/2008/wp08-04bk.pdf

variables are various indicators of counterparty risk, including the asset backed commercial paper spread (CP spread), credit default swaps for major banks (CDS-CITI

2029 (projection) | Federal Reserve Bank of San Francisco
Original Url: http://www.frbsf.org/publications/economics/papers/2008/wp08-04bk.pdf
Related searches: overnight commercial paper spreads by program type, federal funds target overnight rate, federal funds rate and commercial paper, outstanding amounts of commercial paper in percentage of gdp, target federal funds rate and primary credit rate

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