What drives the cost of US dollar bond funding for banks?

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What drives the cost of US dollar bond funding for banks?

This paper decomposes issue spreads on US dollar-denominated bonds issued by LIBOR panel banks into credit risk and liquidity premium components. We attribute the recent increase in issue spreads to the investor perception that banks are less creditworthy than in the past. Although the behaviour of...

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Bibliographic Details
Main Authors:	Poskitt, Russell, Singl, C.
Format:	Journal Article
Published:	Elsevier BV 2012
Online Access:	http://hdl.handle.net/20.500.11937/16026

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