"LIBOR-OIS Spread—Global Financial Crisis versus COVID-19 (basis points)"
"Figure 4.3"

Day Number,global financial crisis (starts 15 September 2008),COVID-19 (starts 11 March 2020),,
-10,80.6,22.9,,
-9,80.6,14.5,,
-8,80.6,52.8,,
-7,81.1,21.1,,
-6,82.8,37.7,,
-5,84.7,39.0,,
-4,84.1,39.0,,
-3,86.6,39.0,,
-2,86.6,48.4,,
-1,86.6,36.8,,
0,105.4,53.1,,
1,101.3,58.2,,
2,132.4,68.7,,
3,138.8,68.7,,
4,127.5,68.7,,
5,127.5,77.8,,
6,127.5,92.6,,
7,129.1,99.0,,
8,136.5,105.7,,
9,166.5,109.7,,
10,196.6,109.7,,
11,207.6,109.7,,
12,207.6,111.7,,
13,207.6,113.0,,
14,232.2,118.0,,
15,231.9,129.8,,
16,251.1,137.9,,
17,270.3,137.9,,
18,288.7,137.9,,
19,288.7,136.3,,
20,288.7,138.0,,
21,287.8,136.5,,
22,288.8,129.8,,
23,324.7,131.6,,
24,354.2,131.6,,
25,364.4,131.6,,
26,364.4,127.4,,
27,364.4,124.0,,
28,353.7,123.5,,
29,344.5,114.2,,
30,345.3,114.2,,
31,339.5,114.2,,
32,330.0,114.2,,
33,330.0,113.7,,
34,330.0,109.8,,
35,290.3,105.8,,
36,278.1,105.9,,
37,253.4,103.3,,
38,254.4,103.3,,
39,260.8,103.3,,
40,260.8,102.4,,
41,260.8,96.9,,
42,262.6,94.6,,
43,261.7,91.2,,
44,264.2,81.2,,
45,254.2,81.2,,
46,238.7,81.2,,
47,238.7,76.6,,
48,238.7,68.7,,
49,222.8,63.8,,
50,212.7,51.2,,
51,192.5,49.6,,
52,183.3,49.6,,
53,175.8,49.6,,
54,175.8,45.6,,
55,175.8,43.0,,
56,174.0,40.3,,
57,171.7,39.0,,
58,165.9,38.7,,
59,159.8,38.7,,
60,173.2,38.7,,
61,173.2,38.3,,
62,173.2,37.3,,
63,175.5,34.2,,
64,176.0,33.4,,
65,172.1,32.7,,
66,174.5,32.7,,
67,169.9,32.7,,
68,169.9,31.5,,
69,169.9,31.3,,
70,168.4,30.6,,
71,177.7,30.8,,
72,177.2,31.9,,
73,178.3,31.9,,
74,178.2,31.9,,
75,178.2,31.9,,
76,178.2,31.8,,
77,182.8,30.9,,
78,184.3,29.6,,
79,185.1,29.3,,
80,187.2,29.3,,
81,190.2,29.3,,
82,190.2,28.4,,
83,190.2,27.7,,
84,189.7,26.8,,
85,191.7,25.4,,
86,184.3,24.8,,
87,173.4,24.8,,
88,162.0,24.8,,
89,162.0,23.3,,
90,162.0,23.8,,
91,154.1,24.6,,
92,167.8,21.9,,
93,138.2,23.4,,
94,133.5,23.4,,
95,129.2,23.4,,
96,129.2,20.8,,
97,129.2,22.0,,
98,125.9,23.5,,
99,124.4,23.0,,
100,126.3,22.9,,


"Source: ADB calculations using data from Bloomberg."

Asian Economic Integration Report | Data Catalogue
Asia Regional Integration Center. Economic Research and Regional Cooperation Department (ERCD).
ASIAN DEVELOPMENT BANK