VaR
A good piece from the WSJ:
The 1% Panic
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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 Le blog d'éconoclaste
J'hésite
Chers lecteurs, mon temps et mon énergie sont comptés et j'ai envie de parler de trois sujets, mais ne peut dans l'immédiat en traiter qu'un. Quelles sont vos préférences? J'hésite ... [Link]
The Aleph Blog
Redacted Version of the March 2010 FOMC Statement
January 2010 March 2010 Comments Information received since the Federal Open Market Committee met in December suggests that economic activity has continued to strengthen and that the deterioration in the ... [Link]
The Epicurean Dealmaker
Poachers Turned Gamekeepers
As the slow-motion train wreck which was Lehman Brothers unfolds once more before our eyes, if not in the pages of our mainstream media—who continue to proclaim against all available ... [Link]
A Dash of Insight
ETF Update: Groundhog Month
Whether you are a trader or an investor you need to have a method and to follow it in a disciplined fashion. You also need to understand your system, having ... [Link]
Money Supply
A Fed dissent by any other name
What’s in a dissent? Quite a lot, potentially. Thomas Hoenig, the notoriously hawkish president of the Kansas City Federal Reserve Bank, had already disagreed at the last FOMC meeting on ... [Link]
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