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by Bond
September 15th, 2010, 1:37 am
Forum: Economics Forum
Topic: Recovery rate for housing foreclosures
Replies: 3
Views: 34960

Recovery rate for housing foreclosures

Hello,I am wondering if anyone has seen a recent estimate of the Recovery rate for housing foreclosures ?Thanks.
by Bond
September 15th, 2010, 1:34 am
Forum: Economics Forum
Topic: Desperately seeking Japan research paper Credit Suisse
Replies: 1
Views: 28578

Desperately seeking Japan research paper Credit Suisse

Hello,Has anyone seen the latest research paper from Credit Suisse released last week about how the U.S. is not Japan (approx. August 20, 2010)?Maybe someone can tell me the title. I am trying to track down this paper or obtain a copy?Thank you.
by Bond
August 23rd, 2010, 1:02 am
Forum: General Forum
Topic: Japan Research Paper
Replies: 0
Views: 24513

Japan Research Paper

Hello,Has anyone seen the latest research paper from Credit Suisse released last week about how the U.S. is not Japan?Maybe someone can tell me the title. I am trying to track down this paper or obtain a copy?Thank you.
by Bond
March 13th, 2009, 2:57 pm
Forum: General Forum
Topic: S&P AAA-rating article
Replies: 0
Views: 41537

S&P AAA-rating article

<t>I would so apprecaite if anyone can provide me with a copy of this piece; I tried googling and found nothing; I think you need to be a subscriber to SP500... Thanks very much.The report, "Where Oh Where Have the 'AAA's Gone? S&P U.S. Corporate 'AAA' History; 1950 through Today," examines the ...
by Bond
March 13th, 2009, 2:45 pm
Forum: Book And Research Paper Forum
Topic: Desperately seeking this S&P articles please anyone!!
Replies: 0
Views: 41866

Desperately seeking this S&P articles please anyone!!

<t>The report, "Where Oh Where Have the 'AAA's Gone? S&P U.S. Corporate 'AAA' History; 1950 through Today," examines the oil & gas, consumer products, and healthcare sectors over the past 50 years and looks at the role that increased appetites for risk, deregulation, globalization, technolog...
by Bond
March 7th, 2009, 2:47 am
Forum: General Forum
Topic: risk metrics
Replies: 1
Views: 41984

risk metrics

what are the best risk metrics to use when evaluating a portfolio?
by Bond
March 7th, 2009, 2:42 am
Forum: General Forum
Topic: CITIGROUP
Replies: 0
Views: 42023

CITIGROUP

anybody buying (gambling) Citigroup at a buck?
by Bond
May 6th, 2008, 8:51 pm
Forum: General Forum
Topic: Building Risk Models
Replies: 0
Views: 54745

Building Risk Models

I would like to read a primer on how to build these models for regional goverment bonds:i.e.cyclical valuetechnicalWould anyone be able to guide me? Tks
by Bond
February 20th, 2008, 6:44 pm
Forum: General Forum
Topic: Proxy for investment bank lending to hedge funds
Replies: 3
Views: 59271

Proxy for investment bank lending to hedge funds

thanks, makes sense, are the indices code for bloomberg terminal? tks
by Bond
February 19th, 2008, 7:38 pm
Forum: General Forum
Topic: Credit availability following a Credit Crunch
Replies: 0
Views: 58473

Credit availability following a Credit Crunch

I'm researching the link between credit availability and the economy. Especially any quantitative academic work on the credit channel. need to know how much the reduction in credit availability will hit the economy.Anyone seen anything out there in the financial/economic literature? Thanks
by Bond
February 19th, 2008, 7:36 pm
Forum: General Forum
Topic: Proxy for investment bank lending to hedge funds
Replies: 3
Views: 59271

Proxy for investment bank lending to hedge funds

Anuyone know of a good proxy for investment bank lending to hedge funds ?Thanks
by Bond
February 7th, 2008, 12:28 am
Forum: Book And Research Paper Forum
Topic: Looking desperately for Goldman Sachs paper
Replies: 2
Views: 60475

Looking desperately for Goldman Sachs paper

<t>I am desperately in need of a copy of very recent research piece from Goldman Sachs by Jan Hatzius, chief US economist - I don't know the title but here's an excerpt ($2 trillion worry following subprime collapse): Please anybody!!!!!!!!!!And research by Goldman Sachs suggests that even a modest ...
by Bond
February 5th, 2007, 5:20 pm
Forum: Technical Forum
Topic: HOW TO CALCULATE HEDGED RETURNS FOR BOND SPREAD TRADES
Replies: 1
Views: 80275

HOW TO CALCULATE HEDGED RETURNS FOR BOND SPREAD TRADES

Can someone tell me howto calculate hedged total return for relative bond trade?ie. Long 10-year German Bund vs. Short 10-year Gilthow do i account for the currency loss/gain (through forward contracts?!)tks
by Bond
December 11th, 2006, 7:09 pm
Forum: General Forum
Topic: CALCULATING CARRY COST PER QUARTER
Replies: 0
Views: 84892

CALCULATING CARRY COST PER QUARTER

does anyone know how to calculate how much it would cost to hedge (basis points per quarter) the Norwegian Krone against both the C$ and euro. for these trades:1) Go long Canadian 10-year bonds / short 10-year Norway bonds2) Go long German 10-year bunds / short 10-year Norway bondstks
by Bond
December 11th, 2006, 2:59 pm
Forum: General Forum
Topic: FUTURE MONEY MARKET CURVE
Replies: 3
Views: 85326

FUTURE MONEY MARKET CURVE

<t>Does anyone know this for Norway:what the futures market for short-term interest rates is called (i.e. for the U.S., it's called the eurodollar market for short-term interest rates)and where i can find this data on bloomberg or anywhere elsei need to plot a forward curve for path implied for norw...
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