Picture of the day: migration of AAA ABS CDO ratings
posted by David Murphy at 15:08
Saturday 5 July 2008
About Me
- Name: David Murphy
- Location: London, United Kingdom
I'm a consultant working mostly with investment banks, hedge funds and insurance companies. My academic background is physics and theoretical computer science.
Previous Posts
- The FED proposes the standardised approaches in Ba...
- How important is securitisation for funding mortga...
- Blame the actuaries
- What does delta hedging a tranche mean?
- The equity credit dislocation
- Hiding the pain
- Knowns and Unknowns through the Crunch
- Cosmetic but effective in the short term
- Cluedo for financial markets commentators
- Default and CDS written by or referencing monolines
0 Comments:
Post a Comment
<< Home