European Funding Stress Emerges As Credit Suisse, Deutsche Bank Collapse To Record Lows

It is becoming increasingly impossible for the glad-handing, cheerleading members of the status-quo-hugging club to ignore the fact that Europe's banking system is collapsing.

Today's weakness has sent both Deutsche Bank and Credit Suisse (not some tin-pot Italian banks) to record lows ("worse than Lehman" lows)…

 

And, in the short end of the EUR curve, we are seeing funding stresses in the form of widening Libor/OIS spreads… (basically a measure of short-term counterparty risk)

 

And EUR/USD 3-mo. cross currency basis, the latter being driven by demand for USD funding…

 

While not at full panic mode yet, things are escalating rapidly…

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via http://ift.tt/1XUxBeZ Tyler Durden

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