US Treasuries and Bank Balance Sheet Capacity

The Swap - A podcast by International Swaps and Derivatives Association, Inc.

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Business Technology

Darrell Duffie, professor at the Stanford Graduate School of Business, has highlighted shrinking bank balance sheet capacity as a key reason for bouts of illiquidity in the US Treasury market. What’s the answer? Hosted on Acast. See acast.com/privacy for more information.