Alea

• List of all posts

Recent Entries

• TSLF
• Short Sellers: June Was Best Month in 7 Years
• U.S. Treasury Default Swaps: New Record
• Fannie and Freddie: Rescue Links
• Freddie: Still Breathing
• CDS: Fannie Tighter, US Wider
• Stocks for the Long Run, Fannie and Freddie Edition
• #Links
• “Short and Distort” Crowd Doesn’t Want You to Read This
• Hot Mike Statement
• International Role of the Euro
• Derivatives: OCC Edition
• Dow Jones in Euros
• Derivatives Trading: Banks Recover
• Ambac
• Oil Spike: Credit Crunch Theory
• ABX: First Writedowns
• #Links
• NY Fed Loan to JPMorgan for Bear
• LIBOR vs NYFR
• New OCC Mortgage Metrics Report
• #Links
• OIS
• Quote of the Day: Vikram Pandit
• Financial Guarantors in the Financial System
• The Chronology and Links of Propagation of the Sub-Prime Shock across Structured Finance Markets
• Reverse of the Law of Large Numbers
• I Am Very Disappointed In This Quarter’s Results
• New Bond Math: -2 + -2 = 4
• ABCP for Auction-Rate Rescue ?
• CDS: Central Counterparty on the Way
• Libor Changes: NONE
• JPM on the WSJ’s Dodgy Libor Analysis
• Libor Analysis: Wall Street Journal Edition
• Mishkin Resigns
• #Links
• Computer Programming Error
• Crunch: Euroland Edition
• SocGen’s Trading Scandal
• CDS Market: Still Growing But…
• Moody’s
• Return of the Maestro
• Seniorage Profits: Fed Edition
• #Links
• Oracle of Omaha Meets the Visionaries of Galilee
• Triple A for Fake Alpha
• Minsky on Central Banking
• Best TAF So Far
• #Links
• #Links
• Follow the Money
• TSLF: Nobody Showed Up
• ICE Crash
• Trichet: Reflections on the Current Financial Market Correction
• #Links
• Confidence Improving
• CDS Premia: View from the BofE
• LIBOR Changes
• Exchange-Traded Credit Default Swaps ?
• Liquidity Provision by the Federal Reserve
• Only in America: Repo Home Tour
• The European Central Bank and The Federal Reserve
• FED: Running Out of T-Bills
• #Links
• #Links
• ABX.HE.PENAA Initial List
• TAF: Below Discount Rate
• What We Know, Don’t Know and Can’t Know About Bank Risk: A View from the Trenches
• Libor and Money Market Funds
• TSLF Collateral Expanded to ABS
• TAF Increased to $150 bn
• #Links
• Markit to Add a Penultimate AAA Sub-Index to ABX.HE Indices
• NYFR: The New LIBOR
• Subprime RMBS: Expected Credit Losses vs Mark to Market Losses
• ABX Anomalies
• Financial Market Liquidity
• Market Timing System using Grammatical Evolution
• Minsky
• #Links
• Credit Classification Using Grammatical Evolution
• Paper
• TSLF Update
• $156k Fine for Spreading Rumors
• Global CDO Issuance: CRASH !!!

Blogs

• Going Private

• A Brief Delay

• Unfortunately, there will be a brief delay in service while I dry off my undergarments and descend into the plateaued euphoria of the newly minted Icahn Report.

• Stumbling and Mumbling

• Who wants to be Labour leader?

• Louise Bagshawe repeats what is becoming quite a common theme in the Westminster village - that David Miliband is not acting like the next Labour leader. There might be a good reason for this - there’s not much point being...

• Paul Krugman

• Gramm Old Party

• They still believe The classic definition of a gaffe is when someone accidentally tells the truth. Phil Gramm committed a slightly different sin: he accidentally said what he, and most of the conservative movement, really believe. What you have to ...

• Portfolio.com: Market Movers

• Signing Off

• Just in time to avoid the aftermath of the dreadful Merrill results, I'm off on holiday. (Although it's worth noting that the shares "sinking" 9% in after-hours trade only brings them back to where they closed yesterday.) There won't be ...

• FT Alphaville

• Pink Picks

• Comment and Analysis in Friday's FT, Analysis: America braces itself for a second dip The economy is in increasing danger of deteriorating again later this year. While there have been occasional glimpses of hope, negative forces intensified over the past ...

• Le blog d'éconoclaste

• "Je me sens mendésiste dans l'idée que faire n'est pas forcément durer"

• Mouarf... Et sinon, pour tout le reste, je suis plutôt mitterrando-chiraquien. Qu'est-ce qu'on rigole l'été......

• Abnormal Returns

• Friday links: short-selling squeeze

• “Nobody would argue that the lifting of the uptick rule has much to do with the credit crisis. But the astonishing collapse of Bear Stearns makes one wonder if the rule would have slowed its eventual demise.”  (Deal Journal) ...