8: Eurodollars, Parallel Settlement

Lecture PDF

Lec 8-1: FT: Ring-fencing and the Volcker Rule

FT article link (1)

FT article link (2)

Lec 8-2: The Eurodollar Market in Crisis

Lec 8-3: What are Eurodollars?

Lec 8-4: Why is there a Eurodollar market?

Lec 8-5: Eurodollar as global funding market

Lec 8-6: Liquidity challenge of Eurodollar banks

Lec 8-7: FRA as implicit swap of IOUs

Lec 8-8: Forward Parity, Interest Rates, EH

Lec 8-9: Forward Parity, Exchange Rates, UIP

Lec 8-10: Forward rates are NOT expected spot rates