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- The funding glut
- An interesting distinction
- A busy weekend
- Counterparty Friday
- Mackereleconomics
- The Hidden Put
- Libor pains
- Quote mining
- No More Mr Nice Guy
- Knock-on effects
- Curtain call
- Sauve qui peut
- Large, friendly letters
- In your copious free time
- Mr Paulson has seized the means of production
- Only mostly dead
- There oughtta be a law and there better be a crime
- Crimson tide apparently consists of red ink
- Gustav derivatives selling well
- Good news for real estate!
- GSEs - who's buying, who's selling
- UK banks are hitting the wall
- Why didn't we think of that before?
- The bad news about rising GSE shares
- The FBI gets into financial analysis
- Supporting banks
- How much do you trust Hank Paulson?
- Give or take
- ARS, CDOs and bank failures latest
- Elephant powder
- Wachovia falls into line
- Auction rate securities - latest
- A learning experience
- Dominoes continue to fall on ARS
- The end of the beginning
- Failure has a thousand fathers
- Blood pressure
- Kerviel's accomplice?
- More auction-related misdeeds
- No shorts at all?
- Merger alert?
- High commodity prices
- Two brands of government intervention
- Monolines, rating agencies and rent seeking again
- Rare victory for reality
- WaMu, UBS, HBOS and the rest
- The biggest risk of all
- Countrywide is like a box of chocolates...
- $25 billion. Or so. Maybe more.
- The falling knife
- Evidence of distrust
- The crisis from ground level
- GSEs on the other side of the counter
- The moment of truth
- Hold the front page
- Fannie and Freddie again
- ABS CDO? OMG ROFL
- Drought derivatives and civil war
- More on Indymac
- Three months on
- Gloomy news from Switzerland
- Speculation and biofuels
- Blaming speculators again
- Sort of off balance sheet?
- "By the way, is there anyone on board who knows how to fly a plane?"
- The fall of Bear Stearns
- Whip Inflation First
- The week in lawsuits
- TED rising again
- Lukken for trouble
- The VAR Game
- Apparently insane moments in the commodities trade
- SaVAR faire at Goldman
- Lehman's squeezed
- Monolines, (still) in a world of pain
- Weekend reading - predicting the future
- The $1 trillion downgrade
- Saving the student loan market
- Network effects and the spread of crises
- Actually, Libor Totally Is Working, Honest
- Is there an oil bubble?
- Please do not ask for credit
- Sailing close to the wind at UBS
- It's only when the tide goes out...
- Consumer loans - not looking good
- Credit rating models: who's wronger?
- Under the carpet
- The TAF, famine, oil and the worst security ever
- Ill-chosen metaphor watch
- Interventions, various
- Europeans put their regulatin' hats on
- Brown: we need less transparency
- Libor Isn't Working
- So much for the efficient markets hypothesis
- The poor are so called because they have less money
- Doubts over the GSEs
- What we've got here is a failure to communicate
- What crisis?... Oh, yeah. That crisis.
- The Bank of England is long subprime!
- Moral hazard and "too big to fail"
- Gridlock risk in the money markets
- This is Rumour Control
- This all seems rather familiar
- What's going on at Ambac?
- That's going to leave a mark
- The Old Lady's Haircuts
- Is the Bank weakening?
- TED's bogus journey
- Alcoholic poisoning
- How the Fed killed Bear Stearns
- Your interventions today
- Rarely is the question asked: is our interventions working?
- The real effects of the commodity bull market
- Good news from the IMF on the mortage market
- Putting numbers on the securitisation shock
- Remember, you can't spell "subprime" without "UBS"
- Here's a puzzle
- Going down with the ship
- The Decline of the Financial Merger
- Risk April 2008 - the Lawsuit Issue
- Mark to market, unless you'd rather not
- Gains and losses at the major banks
- UBS and the Hot Potato
- Mr Paulson, tear down this wall
- Muddled priorities in the Great Big Plan
- New areas of dread
- State power and mortgages
- Why models don't work by Avinash Persaud
- The gnomes are restless
- This is something, therefore we must do it
- Shortage of supply in the structured finance business?
- Shareholders warming to the $10 Bear bid?
- Billions and billions
- Talking down Bear Stearns
- Is the Fed losing its relevance?
- These are historic times
- Weekend pessimism
- Titanic sinks : Aberdeen man drowned
- Why do bubbles happen?
- Signs of strain
- Did the rating agencies get too close?
- Learning from history at the LSE
- More insight into the monoline business model
- $400 billion?
- Market manipulation in auction rate securities?
- Mis-selling and bonus fever
- We meet at last, Herr Ackman
- Barclays on CDS counterparty risk
- These aren't the trades you're looking for
- Nothin' like a monoline!
- AIG - reaction is, it's fair to say, pretty negative
- Buffet's monoline "rescue bid"
- Collapse of Lone Gunman
- Monolines in the news
- More on ratings
- Reshuffling ratings
- Oui, monsieur le ministre
- Splendid irony
- Quis separabit
- Commodity traders superior to chimpanzees, research shows
- A new record?
- Societe Generale links roundup
- More on the Five Billion Euro Man
- In our defence
- Problems with interconnectedness
- Well, they blinked...
- Maybe we should nationalise the monolines?
- The end of CDO of ABS
- CDS risk and the wobbly monolines
- Two excellent papers on the subprime crisis
- Beware of the Slosh
- Sovereign remedies
- Doing well by doing good
- The first cuts of the year
- No Christmas truce this year
- Catching up...
- Piling on Basel
- Insider dealing at Bear hedge funds?
- Basel faulty, say economists
- Illiquid or insolvent
- The fifty billion dollar fraud?
- Is that it for the Superfund?
- Pain but no gain at UBS
- Orange County again?
- More layoffs to come?
- Revisiting the commercial property market
- A subprime reader
- Indian summer
- The credit (card) crisis
- Your weekend ration of dread
- "No! It seemed so plausible!"
- Incentives matter
- Predation risk
- Weekend reading
- Illiquid CP backed by subprime CDOs? Who would buy a thing like that... oh, right.
- Italy - the same but different
- The worst is ahead
- We do books...
- Room at the top
- The Bank speaks
- The latest losers - King County and Merrill Lynch?
- Some points about the Superfund
- $87.15
- Northern Rock, the FSA and ... the Down's Syndrome Association?
- Unhappy Mondays
- Risk Australia awards
- Weekend reading
- Admissions of ignorance
- Problems for Basel?
- Quant hedge funds - wounded but still moving
- The confidence game
- Weekend reading - bank runs, bubbles and a sense of proportion
- Please Do Not Shoot Your CEO
- The Bankless Bank Run
- Piling on the ratings agencies
- The basics of Islamic finance
- Painted full of tongues
- Titanomachia
- Noted without comment
- Do rating agencies have a future?
- The value of liquidity
- A few subprime thoughts
- The bears of peace
- Et in arcadia ego
- "LTCM" is a four-letter word
- Goldman Sachs and the Infinite Improbability Drive
- The IMF's private investigations into US subprime
- New approach to LGD
- Spector haunting the markets
- The widows of Italy
- "Brian Hunter still out to lunch" - FERC
- Weekend reading - the dangers of credit risk transfer
- CFTC goes after Amaranth
- Too much money!
- Ethanol risk
- Schiller - scourge of cliche
- Economic catastrophe bonds
- Lawyers sour on principles-based regulation
- Estimating default probabilities
- The subprime crisis deepens
- A carbon arbitrage opportunity?
- No better than the Americans
- Death in Zurich
- Misfortune and malfeasance
- The Great Moderation
- Model risk
- Potatoes, cannibals and collateralised debt obligations
- The authors of their own destruction
- Hedge fund cloning in the New Yorker
- Agency problems and Bear Stearns
- The comic opera of exchange consolidation
- London to be world carbon capital?
- CBOT race continues
- Artifacts of regulation?
- News from Barcelona
- Risk 07 - gloom is all around
- Subprimes - a rat is smelled
- Risk - June
- Risk 20: All stars all the time
- Hedge funds and the credit market
- Bad news for subprime CDS investors
- A very, very small cloud
- Subprime losers: not who you'd think
- More on political futures
- Today's reading
- Political futures and the future of politics
- The end of junk bonds
- Sports risk
- Catching up with Optionable
- The new dot com?
- Regulators and insider trading
- The Natural Gas Curse strikes again
- Modelling expected losses
- Managing hedge fund derivative risk
- Hedge fund correlation? Not a problem
- The Commodity Markets and U
- Contagion
- Trouble for the emissions market?
- Lightspeed trading and salmon futures
- At the back of the book
- LBO bank risk is tolerable, ECB says
- Positive effects of CDS
- Regulators and the risk of CDS abuse
- Out of town
- Remember Collins & Aikman?
- The stupidity of crowds
- Crackdown in the Twilight Zone
- Who chooses to take tail risk?
- Ratings agencies under the spotlight
- Can we panic yet?
- Chinese bond market?
- Atlanta ice and Chicago heat
- The Feds hit Chicago
- New risk blog
- Snowball risk
- Speech material
- Rising stars
- The chocolate ration has been increased to thirty grammes
- Keynes - macro fund guru
- Towards a theory of cardiovascular economics
- The other shoe drops
- Showing the strain
- Futures for emerging markets - yes or no?
- PE + CDS = SOL
- The wobbling US housing market
- May the buyer beware
- Investing in Africa
- What's going on with property-backed CDOs?
- Yen recovers - everyone else doomed
- Back to the subject of hurricanes
- More on hedge funds
- More worry on hedge funds
- The cloning movement gathers strength...
- Serious, but not quite fatal
- Insider dealing
- Understaffed, over-leveraged and over here
- The dark pools are growing
- Plender v. Lewis - is there a crisis coming or isn't there?
- Interesting times
- The award ceremony
- Merkel versus the Locusts
- The decline and fall of the Empire State
- A corner in aluminium?
- Bankruptcy futures
- The Risk Awards
- More on international capital
- Hurricane damage
- Asset price bubbles
- Risk Italia event
- Christmas season
- BATS and dogs
- Food for thought on international capital flows
- The next underlying - diamonds
- Interesting reading for Friday
- Mifid and the future of exchanges
- Can hedge funds be cloned?
- De Molina - you're no fun any more
- Horse trading
- Housekeeping: OTC now has comments
- Learning on the floor?
- Decline and fall
- Death - an investor's guide
- A milestone for carbon
- Retirement age
- Living in a fearless world
- OTC in New York: An inconvenient truth
- OTC in New York: Desperately seeking alpha
- That was quick...
- OTC in New York: Integrated thinking
- OTC in New York: Moonwalk
- On Mortality...
- Over the Counter acquires foreign correspondent
- Hedge funds are distorting the risk landscape
- Brief technical note
- The CDS market and the fund managers
- Doing business the Chicago way
- The risky credit market
- FSA - the next big default could be messy
- Dark pools versus lighted floors?
- Credit correlation modelling - nobody knows anything
- November's Editor's Letter - Sticks and stones
- "Real jobs" and the banking business
- CMS steepeners - feeling the pain, and what to do about it
- Algo trading - not the next big thing?
- CFDs - will the FSA act?
- Ken Lay - innocent
- The latest threat to stock exchanges – banks
- Fawcett: I saw Amaranth coming
- Fat tail risks
- The Risk Interdealer Rankings event
- Gentlemen - the future! (ominous music)
- Carbon dioxide and the power of faith
- TSE needs to catch up
- Robots with machine guns!
- IBM to traders: you are (90%) doomed
- More light on Amaranth
- Hedge fund ratings
- Don't let up on the backlog issue
- Icap and the LSE
- Amaranth - news roundup
- Credit derivatives topping out?
- Has the CDS market stabilised?
- Top Three or nothing?
- Improvements to the website
