Office of Financial Research: Treasury basis trades could pose systemic risk
A new paper from the Office of Financial Research (OFR) has cast doubt on the idea that basis trades increased the lack of liquidity in US Treasuries in March 2020, but ...
A new paper from the Office of Financial Research (OFR) has cast doubt on the idea that basis trades increased the lack of liquidity in US Treasuries in March 2020, but ...