http://www.aleablog.com/abx-anomalies/ Alea Jacta Est Thu, 28 Aug 2008 06:34:05 +0000 http://wordpress.org/?v=2.6.1 http://www.aleablog.com/abx-anomalies/#comment-1196 State of the Crisis « Shitting alpha Sun, 25 May 2008 15:02:01 +0000 http://www.aleablog.com/?p=851#comment-1196 [...] should be tracking this as well, albeit at lower levels due to a crappier liquidity situation. Alea mentioned the on-going AAA situation, in my eyes this is a fat liquidity premium that will tighten up over [...] [...] should be tracking this as well, albeit at lower levels due to a crappier liquidity situation. Alea mentioned the on-going AAA situation, in my eyes this is a fat liquidity premium that will tighten up over [...]

]]> http://www.aleablog.com/abx-anomalies/#comment-1117 jck Thu, 01 May 2008 14:21:23 +0000 http://www.aleablog.com/?p=851#comment-1117 I think I have seen something on Alt-A. There are some really bad pools, no doubt about that. But so far the principal writedowns on subprime are very low, zero for ABX components and a few basis points for all subprime tranches issued 2005 and after. I think I have seen something on Alt-A. There are some really bad pools, no doubt about that. But so far the principal writedowns on subprime are very low, zero for ABX components and a few basis points for all subprime tranches issued 2005 and after.

]]> http://www.aleablog.com/abx-anomalies/#comment-1116 GreenAB Thu, 01 May 2008 13:53:18 +0000 http://www.aleablog.com/?p=851#comment-1116 i recommend looking at mish shedlocks analysis of a 2007 wamu AAA pool. i recommend looking at mish shedlocks analysis of a 2007 wamu AAA pool.

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