dd wrote:

> just to note that, by definition, the interbank market is not
> a source of funds for the banking system as a whole; that
> would be the financials CP market, where spreads are even
> higher.

dd,

On this issue of availability that Doug raised: How meaningful are
these or other spreads?  Do these markets exist in the first place,
say, as a time-continuous institution like the forex markets?  How
deep are they?  In his recent Demon book, Richard Bookstaber describes
this phenomenon.  He says these financial crisis are "liquidity
crisis," because the buying side of the market is absent.  To what
extent is this going on in the interbank business, say, New York or
London?  I know this phenomenon is old stuff in the economic
literature.  If my memory helps, Keynes addressed the problem of some
finance markets disappearing somewhere in the General Theory.  But I'm
still mystified about how this manifests itself.
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