The funding squeeze is arguably the key story in the market this morning
LCH-JSCC Basis in JPY Swaps
Cross Currency Basis Swaps: Hedging FX in a Global Portfolio - DayTrading.com
Credit Suisse Basis Points: Cross-Currency Basis Swaps
Understand how the FX Swap Rate Monitor brings transparency to the FX swap market - CME Group
Analysing Cross-Currency Basis Spreads
Citi Bank
Investigating the cross currency basis in EURUSD and EURGBP
arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange
FX Cross-Currency Basis Swaps and Hedging Costs – Rothko Research Ltd.
Cross currency swaps: USD premium to remain intact | Article | ING Think
Analysing Cross-Currency Basis Spreads
The World Is Awash in Dollar Liquidity That No One Wants - Bloomberg
Cross Currency Basis Swaps: Hedging FX in a Global Portfolio - DayTrading.com
Citi Bank
USD/JPY Forex Technical Analysis – Early Signs of a Top as Swap Spreads Narrow
arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange
Cross Currency Basis Swaps Explained - Ramin Nakisa
EUR/USD And Cross-Currency Basis Swap | Seeking Alpha
Cross currency basis – what is it? And what are the implications? - Bond Vigilantes
1-year cross currency basis swaps against USD 01.01.2007 -25.11.2015... | Download Scientific Diagram
Investigating the cross currency basis in EURUSD and EURGBP
U.S dollar cross-currency swaps widen in sign of rising demand as Q4 nears | Reuters
Cross-currency basis – an omen of a funding crisis. The case of COVID-19 – BSIC | Bocconi Students Investment Club
Credit Suisse Basis Points: Cross-Currency Basis Swaps
3-month USD/JPY and USD/NOK FX swap bid-ask spreads, annualised in... | Download Scientific Diagram
Cross currency opportunities: EUR spreads to outperform USD counterparts | Article | ING Think
Year-end widening in yen-dollar basis swap expected to be more contained - BofA
