Deer Point Macro on Twitter: "Again lack of dollar liquidity could sink 🇪🇺 into crisis. Deutsche and Credit Suisse 5y CDS against the EUR/USD cross currency basis swap 5y. As bank credit
Cross-currency basis, RIP? | Financial Times
Analysing Cross-Currency Basis Spreads
Cross currency basis – what is it? And what are the implications? - Bond Vigilantes
30-year US dollar interest rate swap-Treasury spread and 1-year... | Download Scientific Diagram
LFS Webcast series - The Mechanics of Cross Currency Basis Swaps - YouTube
EUR/USD And Cross-Currency Basis Swap | Seeking Alpha
Cross Currency Swaps Trading During a Crisis
Cross currency basis – what is it? And what are the implications? - Bond Vigilantes
Year-End Dollar Crunch Fears Show Up in Slumping Currency Swaps - Bloomberg
arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange
The basic mechanics of FX swaps and cross-currency basis swaps
Currency Swaps and Basis Curves in Excel - Resources