dailycollateral
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Looks like that LTRO may not have done so much to alleviate tail risk after all:
Soc Gen: LIBOR dispersion surging post-LTRO, funding conditions “may not be as healthy as they seem” « Daily Collateral
Soc Gen: LIBOR dispersion surging post-LTRO, funding conditions “may not be as healthy as they seem” « Daily Collateral