If you get the offer from a big firm, either HK visa or Singapore visa will never be a hurdle...

PM me if you need these two reports...

The "learning curve" sector of derivatives week from last week talked about the credit index option. And there is one latest article from Journal of Derivsative is about using GARCH modelling credit option (sorry, don't have the title of the paper handy now; but guess you can find it)

<r>Check this out, if you just need a few.<URL url="http://www.markit.com/marketing/data_cds.phpIf">http://www.markit.com/marketing/data_cds.phpIf</URL> you need 100 names or so, I remember iBoxx official website provides data of composition of the index; but you need to register though. Not so sure...

<t>- Well, my understanding about the risk weighting he mentioned above is, if you think it mathematically, this is just the expected loss (i.e. super senior is taking 20% EL of the total); just because the PD of this tranche is low doesn't mean it's not bearing risk(generally speaking, super senior...

<t>In SS world, default risk is not as significant as correlation risk. In this type of transactions, dealer is short risk (buying proctection) or long correlation (i.e. correlation decreasing will harm them, since they are buying protection) on the super senior tranche. That's the reason they go bu...

crisky is right. Usually, in banks, the next level after associate is VP.

You mean the CDOROM User Guide??I have it...if that's what you want, pm me