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 - Greek Government Bond Market
- Links
- Sterling Today
- Sovereign Risk Jolts Markets
- Monthly Trading Volumes in Greek Government Bonds
- Eurostat Statement on Greece’s Use of Derivatives
- The Bank Lending Channel Revisited
- The Future of Public Debt
- Systemic Risk: How To Deal With It?
- Links
- 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
- Links
- Worth Reading
- Links
- 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
- Link
- 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
More: List of All Posts
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Blogs A Dash of Insight
Housing Supply and Demand
OK, here I go with another educational concept that has no immediate and actionable investment advice. I heard a couple of uninformed comments about housing. One was that the market ... [Link]
The Epicurean Dealmaker
The Downside of Anger
An angry man opens his mouth and shuts his eyes.— Cato the ElderAnger is seldom without argument but seldom with a good one.— Lord HalifaxAnyone can become angry — that ... [Link]
Money Supply
IMF: Asset booms matter to fiscal policy
The IMF said that it did not take proper account of asset price booms when assessing Ireland’s fiscal situation in a paper today. The paper said that the IMF’s calculation ... [Link]
The Aleph Blog
The Rules, Part II
Before I start tonight, a reminder, those that want to follow me on Twitter can do so here. I will be sharing posts and ideas that I find insightful, that ... [Link]
Le blog d'éconoclaste
Mes chevilles n'y résisteront pas...
... Mais le New York Times m'a fait un cadeau sympa pour mon anniversaire.... [Link]
contact
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aleablog [dot] com