market risk
« Previous EntriesAbschreibungen ausgewählter Banken in US-Dollar
Wednesday, January 23rd, 2008Abschreibungen ausgewählter Banken in US-Dollar *
Citigroup
24,6 Mrd.
Merrill Lynch
23,6 Mrd.
A List of Mortgage Closures, Mergers and Layoffs
Monday, January 21st, 2008http://www.thetruthaboutmortgage.com/a-list-of-recent-mortgage-closures-mergers-and-layoffs/
Troubled Company Index Makes Largest Jump Since September 2001
Monday, December 17th, 2007Kamakura Corporation announced yesterday that its monthly index of troubled public companies showed the greatest one month increase since September 2001.
http://www.seekingalpha.de/2007/12/05/troubled-company-index-makes-largest-jump-since-september-2001/
Principles for Modeling Incremental Default Risk in the Trading Book
Tuesday, November 20th, 2007Principles for Modeling Incremental Default Risk in the Trading Book
Autor : Martin Neumann
Firma : brokerbase Switzerland
H-E-D-G-E, the song by Merle Hazard
Monday, November 19th, 2007Market Risk - DJ Hedge Fund Strategy Benchmarks, September 2007
Friday, November 16th, 2007Vier von sechs Strategien haben im Septmber Gewinn gemacht, fünf von sechs Hedge Fond Strategien sind für dieses Jahr im positiven Bereich.
Credit Risk – Corporate Treasurers in Flight to Quality
Friday, November 16th, 2007Key actions taken by many corporate Treasurers include:
Eliminating asset back commercial paper
Eliminating money fund investments that include asset backed obligations
Shortening investment maturities
Industry Risk – Poor Business Intelligence Costing Fortune 500 Companies Millions
Thursday, October 4th, 2007A study conducted by market research firm Dynamic Markets has yesterday revealed that business intelligence systems are failing to improve operational performance or impact decision making within US and UK businesses.
A study conducted by market research firm Dynamic Markets has yesterday revealed that business intelligence systems are failing to improve operational performance or impact decision […]
Merrill Lynch (NYSE: MER) yesterday announced the development of a new U.S. Pension Index series designed to track the performance of U.S. pension liabilities.
Wednesday, September 19th, 2007Merrill Lynch (NYSE: MER) yesterday announced the development of a new U.S. Pension Index series designed to track the performance of U.S. pension liabilities. The indices are compiled based on sample projected pension plan liabilities, provided by Mercer, for a “typical” young, mature, retired and average U.S. pension plan.
“The new U.S. Pension Indices are relevant […]
What is a Central Bank To Do When the Markets Lose Balance?
Monday, September 10th, 2007So, what should the central banks do? It all depends on whether they wish to create a small recession to help the economy correct some of the past mistakes or wish to delay the crisis. We have seen examples of both. When the Federal Reserve increased rates to burst the Internet Bubble, or even in […]
The Lessons Learned From Market Turmoil
Monday, September 10th, 2007IMF Managing Director Rodrigo de Rato said.
Advanced economies should find ways to enable investors to better assess risk
Emerging markets should consider response if capital inflows dry up
Financial market turbulence will reduce global growth
Policymakers in both advanced and emerging market countries should learn some lessons from the recent turbulence in global financial markets, IMF Managing Director […]
Financial Crimes Enforcement Network Outlines OTC Derivatives Management Rules
Thursday, September 6th, 2007The Financial Crimes Enforcement Network is issuing this interpretive guidance to clarify the due diligence obligations of executing dealers in over-the-counter foreign exchange and derivatives markets (“OTC derivatives markets”) pursuant to prime brokerage arrangements under our rules implementing the correspondent account provisions of section 312 of the USA PATRIOT Act (“correspondent account rule”).
Goldman in $3bn bailout of fund
Tuesday, August 14th, 2007Goldman Sachs is to use $2bn of its own money to bail out its Global Equity Opportunities hedge fund in an embarrassing admission that its highly regarded computerised funds malfunctioned last week.
The investment bank has raised a further $1bn from outside investors to support the $3.6bn GEO fund, which lost about $1.5bn when computer models […]
Goldman in $3bn bailout of fund
Tuesday, August 14th, 2007Goldman Sachs is to use $2bn of its own money to bail out its Global Equity Opportunities hedge fund in an embarrassing admission that its highly regarded computerised funds malfunctioned last week.
The investment bank has raised a further $1bn from outside investors to support the $3.6bn GEO fund, which lost about $1.5bn when computer models […]
Goldman Sachs rettet eigenen Hedgefonds mit Milliardenspritze
Tuesday, August 14th, 2007Programmierter Absturz: Ein Computer-gesteuerter Hedgefonds von Goldman Sachs ist im Zuge der Finanzkrise massiv unter Druck geraten. Die US-Investmentbank musste Milliarden reinschießen, um den Fonds zu stützen.
ABS - welche deutschen Fonds sind betroffen ?
Friday, August 10th, 2007Axa
Der Finanzkonzern Axa gibt keine Anteile an seinem 740 Mio. Euro schweren Axa IM US Libor Plus Strategy mehr aus. Der Rentenfonds hatte durch die Subprime-Krise Verluste erlitten. Zurückgegebene Anteile nimmt Axa auf die eigene Bilanz, um Notverkäufe der Vermögenswerte zu vermeiden
Hypothekenkrise erreicht Geldmarkt
Thursday, August 9th, 2007Die Europäische Zentralbank (EZB) hat einen Schnelltender zur Verfügung gestellt, um am Geldmarkt ausreichende Liquidität sicherzustellen. Zuvor hatte sie erklärt, es gebe Verwerfungen. Die Märkte sind alarmiert.
Chinas Wirtschaft am Überhitzen
Thursday, August 9th, 2007China sieht zunehmende Anzeichen für eine Überhitzung der boomenden Wirtschaft. Die Notenbank kündigte in ihrem Quartalsbericht an, die Geldpolitik weiter moderat zu straffen, um die galoppierende Inflation abzubremsen.
2007 YTD Weekly Market Statistics - S&P 500
Wednesday, August 8th, 2007S & P 500 Weekly Market Statistics 2007 - Update
Market Risk – What’s Driving the Future of Real Estate?
Wednesday, August 1st, 2007The rapidly-escalating commercial mortgage-backed securities and collateralized debt obligations markets
2007 YTD Weekly Market Statistics - Dow Jones
Wednesday, July 18th, 2007Dow Jones Weekly Market Statistics 2007 - Update
Market Risk - Hedge Fund Performance Positive in June
Monday, July 16th, 2007Both the Greenwich Global Hedge Fund Index and the Greenwich Investable Index were positive in June,
2007 YTD Weekly Market Statistics - SMI Swiss Market Index
Thursday, July 12th, 2007SMI Weekly Market Statistics 2007 - Update
June 2007 ISM Report for Non-Manufacturing Business
Wednesday, July 11th, 2007Business activity increased at a faster rate in June 2007.
Business Activity Index registered 60.7 percent, the highest since April 2006. Whereas activity is growing at a slower rate, since new Orders Index and Price Index decreased.
June 2007 Performance Review of the DJ Hedge Fund Strategy Benchmarks
Tuesday, July 10th, 2007June gains ranged from a high of 70 basis points for equity market neutral to a low of 38 basis points for distressed securities. Event driven, the only strategy down in June, lost 65 basis points.
Market Risk – Global Risk Outlook Update
Tuesday, July 10th, 2007Market Risk – Global Risk Outlook Update
Der Konjunkturoptimismus verdrängt die Terrorangst
Wednesday, July 4th, 2007Die jüngsten Konjunkturdaten deuten weiter auf eine robuste Verfassung der Weltwirtschaft hin. Die Notenbanken richten ihr Augenmerk deshalb auf die Entwicklung der Inflation. Bei der Kernrate zeigen sich unterschiedliche Trends in den USA und in der Euro-Zone.
ra. Die am Freitag in London vereitelten Terroranschläge sorgten an den europäischen Anleihenmärkten nur kurzzeitig für Irritationen.
2007 YTD Weekly Market Statistics - TecDAX
Wednesday, June 27th, 2007TecDAX Weekly Market Statistics 2007 - Update
2007 YTD Weekly Market Statistics - SDAX
Monday, June 11th, 2007SDAX Weekly Market Statistics 2007 - Update
2007 YTD Weekly Market Statistics - MDAX
Friday, June 8th, 2007MDAX Weekly Market Statistics 2007 - Update
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