AIG as a Regulatory Capital Arbitrage Shop
FT alphaville has the details in a most impressive post.
Labels: Negative Basis Trade
posted by David Murphy at 21:15
Wednesday 1 October 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
- Funding or capital?
- MOAB Revisited
- Libor At Five Year High
- EU to US: You broke it, you own it
- The Loss Count
- BANG!
- Goodbye to Consolidated Supervised Entities
- Oh tis bliss to be a bondholder tonight
- Call for Jesse Jones
- Mark to Paulson
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