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Monthly Archives: January 2009

Accessing liquidity neutrally

Bobsguide reports that one of the leading institutional buy side order/portfolio management systems is connecting to Bloomberg for cash bond trading… Bloomberg aggregates multi-dealer offerings and puts spread analytics alongside offering data… there will be a growing appetite for fixed income with the wide spreads available… ~~~ ” Fidessa LatentZero, one of the world’s leading providers [...]

Time to sell?

‘Time to Sell’ Treasuries, Biggest Korean Fund Says (Update1)  Email | Print | By Wes Goodman ~~~ “Jan. 19 (Bloomberg) — A rally that sent U.S. Treasuries to their best year since 1995 is coming to an end, South Korea’s National Pension Service, the country’s biggest investor, said. U.S. government efforts to combat the recession will prompt the [...]

Thank you MLK -

Geithner’s issues…

Chris Whalen writes over at the Big Picture about Tim Geithner’s nomination to be Treasury Secretary… ~~~ “Over the past several days, I have been hearing from a wide assortment of people outside Washington who seem to be really angry about the Geithner tax issue.  It seems there are a lot of people in the [...]

AAA premiums in the Great Depression

Excellent chart from Jesse ‘s Cafe showing the relative spread for AAA corporates over Treasuries during the Great Depression… it might be interesting to plot equity returns for the same period in the dataset… click on the chart for a larger, more detailed image… thanks Jesse!

Crisis glossary…

 From Libertarian Democrat Point of View: If you read my blog ( Cate ), you know that I try and simplify things. In that spirit, two excellent posts. First, from The Big Picture, a good resource: Killer glossary via the BBC: Source: The layman’s finance crisis glossary BBC, 10:14 GMT, Thursday, 8 January 2009 http://news.bbc.co.uk/2/hi/uk_news/magazine/7642138.stm [...]

MuniMess…

There is the potential for the dollars involved in the muniscam to be much bigger than the Madoff ponzi scheme… it’s ”estimated that as much as $4 billion a year was vanishing into the system, based on the volume of problems”…. so 15 years of problems could be a $60 billion dollar theft from American municipalities… I hope this [...]

The ratings blob…

From Chris Nolterby Chris Nolterfrom The Deal.com via Reuters… ~~~~ “You hardly need a headline in Le Monde to tell you “Nous sommes tous resident mortgage-backed securities holders.” On some level, the feelings of economic vulnerability and helplessness in the latest crunch may rival the uncertainty and fear over national security after Sept. 11. As [...]

Tightening the lines…

The financial markets will be remade this year in response to the credit crisis and the Madoff scandal… Every institution will examine their procedures and risk profiles… nothing will be taken for granted… From CFO.com… ~~~~ “The parent company of Standard & Poor’s intends to keep a closer eye on the doings of its beleaguered [...]

End of Wall Street… what happened?