專欄美國國債

Get used to world without ‘risk free’ rate

Earlier this week, I pointed out in a column that the cost of insuring the US government against default in the credit derivatives markets is now higher than for many major companies. More specifically, data from Markit shows that no less than 70 US corporate names currently command lower credit default swap spreads than the sovereign contract (currently running at 50 basis points.) A few years ago, there were none.

Unsurprisingly, that observation prompted a flurry of e-mails: some readers suggested that this pattern simply demonstrated what a poor guide CDS prices can be; others argued that it showed instead what a poor job American politicians were doing in relation to US debt.

However, one of the most interesting observations came from Bruce Tozer, a senior official at Crédit Agricole Investment Bank, who suggested that the most important aspect of this swing is that it should force investors to rethink their concept of the “risk free” rate.

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吉蓮•邰蒂

吉蓮•邰蒂(Gillian Tett)擔任英國《金融時報》的助理主編,負責全球金融市場的報導。2009年3月,她榮獲英國出版業年度記者。她1993年加入FT,曾經被派往前蘇聯和歐洲地區工作。1997年,她擔任FT東京分社社長。2003年,她回到倫敦,成爲Lex專欄的副主編。邰蒂在劍橋大學獲得社會人文學博士學位。她會講法語、俄語、日語和波斯語。

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