Showing posts with label sovereign bonds. Show all posts
Showing posts with label sovereign bonds. Show all posts
Wednesday, February 17, 2016

17/2/16: Another Germanic policy straightjacket

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My comment on the Germany's "Sages" proposal for sovereign bonds bail-ins rule for Portugal's Expresso:  http://expresso...
Thursday, December 10, 2015

10/12/15: Europe's Negative Yields Ship of Fools

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Those of you who follow my work would know that I hold little compassion for the 'investors' who are willing to give money away to...
Wednesday, October 30, 2013

30/10/2013: Desperate? Just Check Out Italy's Latest Thoughts on Bonds...

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Just when you think they (the Governments) have run out of creative ways to load risks onto taxpayers in order to boost sales of debt to f...
Monday, June 24, 2013

24/6/2013: The Great (Credit) Wall of China

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China is now in the anteroom of the 'This Time is Different' sauna... hot seat awaiting: http://blog.foreignpolicy.com/posts/2013/...
Sunday, May 26, 2013

26/5/2013: FTT v Sovereigns' Addiction to Debt

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FT.com reports ( http://www.ft.com/intl/cms/s/0/c3121802-c480-11e2-9ac0-00144feab7de.html?ftcamp=published_links%2Frss%2Fhome_us%2Ffeed%2...
Friday, May 3, 2013

3/5/2013: Basel 2.5 can lead to increased liquidity & contagion risks

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Banca d'Italia research paper No. 159, "Basel 2.5: potential benefits and unintended consequences" (April 2013) by Giovanni ...
Thursday, February 28, 2013

28/2/2013: Risk-free assets getting thin on the ground

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Neat summary of the problem with the 'risk-free' asset class via ECR: Excluding Germany and the US - both with Negative or St...
Thursday, February 14, 2013

14/2/2013: New Compensation Model for Rating Agencies

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I wrote yesterday about two studies on the effectiveness of the rating agencies (link here ). Another interesting study on the a...
Wednesday, February 13, 2013

13/2/2013: Rating Agencies Role & Effectiveness: 2 recent studies

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In light of all the cases being filed against the rating agencies and in light of the general controversy surrounding them, here are two r...
Monday, October 29, 2012

29/10/2012: More on CDS markets woes

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Few days ago I mentioned I stopped watching CDS on a daily basis... and here is more on the same: link . Well done, Europe. Nothing lik...
Tuesday, October 23, 2012

23/10/2012: Signs, Indicators and Noise

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From time to time in the past I used to look at CDS spreads for sovereigns. I have not done so in a while. In fact, I have not even update...
Monday, March 12, 2012

12/3/2012: Summary of latest CDS moves

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A neat summary from 9/3/2012 note by markit for 5-year CDS: And let's leave it without a comment. H/T to @EconBrothers 
Monday, January 16, 2012

16/1/2012: Summary of S&P move and more

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In the wake of the S&P action it is a good idea to put side-by-side some ratings on euro area countries. here are S&P ratings befor...
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Friday, January 13, 2012

12/1/2012: Q4 2011 Sovereign Bonds performance

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Four charts covering Q4 2011 sovereign bonds (CDS) performance: Data sourced from CMA  Global Sovereign Risk Report Q4 2011
Wednesday, September 21, 2011

21/09/2011: Risk focus swings?

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What gives, folks: Tables below show the swing in risk assessments away from PIIGS to net contributors to the EFSF/EFSM/ESM alphabet soup co...
Monday, September 5, 2011

05/09/2011: Ackermann: cover us

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Deutsche Bank CEO, Josef Ackermann, speaking today at a conference "Banks in Transition", organized by the German business daily ...
Monday, June 7, 2010

Economics 07/06/2010: Moving to the next stage in Euro crisis

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Last Friday, speaking at the CPA annual conference (will be posting the highlights of the speech here later) I referred to a new 'beast&...
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