问题如下：
As early as the summer of 2007, the short-term wholesale funding markets started to freeze. As a consequence, there was a significant increase in
选项：
A.the Libor-OIS spread.
repo haircuts
A and B
解释：
C is correct.
A and B
The OIS-swap spread exploded (as shown in Figure 10.1) in the summer of 2007. It remained high during the crisis, jumped again when Lehman Brothers failed, and never came back to pre-crisis levels. At the same time, there was systematic increase in haircuts, from zero pre-crisis to more than 45% when Lehman failed in September 2008 (see Figure 10.2).
请问老师在哪里提到过这个，我想回去看下
