CDS
AIG is 50 points upfront + 500 bp running
Morgan Stanley is at 800 bp+
Goldman Sachs is around 500 bp, higher than Lehman just one week ago
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Recent Entries - Papers => FRBNY
- Links
- Scariest Chart EVER: Loss Severity, Subprime First-Lien
- Google CDS => AAA
- Empty Creditor Claim
- Links
- Quotes of the Day
- Fed’s MBS Program
- Variability in Nucleus Accumbens Activity Mediates Age-Related Suboptimal Financial Risk Taking
- Links
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- Worth Reading
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- Scorecard: Gross National Savings (% of GDP)
- Withdrawal and Expulsion from the EU and EMU: Some Reflections
- Review of the Differentiated Nature and Scope of Financial Regulation
- Link of the Day
- Summary of a Workshop on Recent Advances in Modelling Systemic Risk Using Network Analysis
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- Links
- The Mechanics of a Graceful Exit: Interest on Reserves and Segmentation in the Federal Funds Market
- [Update] Why Are Banks Holding So Many Excess Reserves?
- Basel Committee: Consultative Proposals to Strengthen the Resilience of the Banking Sector
- The World’s Riskiest Sovereign Debt (Update)
- The World’s Safest Sovereign Debt (Update)
- Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk
- Sovereign and Bank Credit Risk Premia during 2008-09
- Macro Stress Tests and Crises: What Can We Learn?
- Dollar Appreciation in 2008: Safe Haven, Carry Trades, Dollar Shortage and Overhedging
- Interbank Offered Rate: Effects of the Financial Crisis on the Information Content of the Fixing
- Capital One TARP Warrants Net $146.5 Million
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- The Fed’s Expanded Balance Sheet
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- AIG Regulatory Capital CDS Transactions
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- Bundesbank: Financial Stability Review 2009
- A Note on Trader Sharpe Ratios
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More: List of All Posts
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Blogs A Dash of Insight
ETF Update: Searching for Oil
Are there any bright spots in this market?In normal times investors can use sector investing to find opportunities despite overall market weakness. The last two years have provided fewer such ... [Link]
Money Supply
Japanese equities become popular
Capital flows are unpredictable. Overseas investors bought up Japanese equities at the fastest pace in three years in January as global asset managers rebalanced portfolios towards the country’s equity market ... [Link]
Le blog d'éconoclaste
Cinq petits cochons
Ce n'est plus seulement le titre d'un roman d'Agatha Christie, c'est désormais la plus dangereuse crise de l'union européenne depuis le passage à l'euro (et depuis en fait 1992). Les ... [Link]
The Aleph Blog
Balking in Winter Blunderland
The place that got the most snow during the recent storm was Howard County, Maryland. Elkridge had 38″, Columbia 34″, and at Aleph Blog Global HQ we got a measly ... [Link]
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