Market stress indicators react sharply after U.S. bank failures

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Financial market stress indicators reacted sharply on Monday after the failure of three U.S. banks within five days, which prompted a rethink among investors on the outlook for U.S. rates and triggered the biggest rush into bonds since at least 2008.

"I would define the moves we're having today as an old-fashioned flight to quality, this is what normally happens in times of stress. Credit spreads widen, equity markets come off and safe havens provide capital appreciation," Juan Valenzuela, a bond fund manager at Artemis, said.In the money markets, a closely watched indicator of credit risk in the U.S. banking system edged up on Monday, as did other indicators of credit risk in the euro zone.

"It'd be unrealistic to think that banks aren't being more discerning about who they're going to lend money to," said Lyn Graham-Taylor, senior rates strategist at Rabobank.came under fire in early trading. An index of major bank shares dropped by as much as 8.7%, in one of the largest one-day falls since the onset of the COVID-19 crisis in March 2020.

"The more immediate risk is from the U.S., but in both we have quarterly surveys that show banks are already planning to tighten credit standards. Now we have more risk that this tightening becomes disorderly at some point," he said.Euro swap spreads, another risk gauge, widened sharply. Cross-currency basis swaps, a measure of non-U.S. investor demand for the dollar, another safe-haven, reached their widest in three years.

 

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Nows the time to buy!

HITECH KO

“Bank failures “ - what does this even mean?

SVB long duration bonds got hammeredast year. 3% of deposits are below $250k not a good recipe for success

Ya think?

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