About Romanian interest rates

As my professional site is not up yet, here is a type of presentation that subscribers will have access to among other products and services (the site will be in both English and Romanian).

For the english speakers:
slide 2: the red line shows the amount of liquidity injected by the NBR with a 7 day maturity
slide 3: 20 day average of volume for tranzactions and stock in the money market
slide 3: 20 day average for interest rates, transactions and stock, in the money market
slide 4: overnight deposits at the NBR minus the average REPO volume for the month
slide 5: 1 month change in the yield curve
slide 6: the spreads of the yield curve. Note that the 1yr-6month spread is forecasting an aggressive slowdown in the economy




4 thoughts on “About Romanian interest rates

    1. Asta cred eu. dar ce conteaza este cum elimini acest risc (sau pe cel valutar) din portofoliu ca se te poti concetra asupra propriei afaceri (ce instrumente folosesti dar mai ales la ce pret).

  1. Ce trebuie sa faca BNR? Sa scada sau sa creasca dobanda de referinta? Cred ca se va umbla la RMO la urmatoarea sedinta ca starea bancilor (nu la noi) se deterioreaza rapid si e pericol de contagiune.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )


Connecting to %s