Posts filed under “Derivatives”

A Brief History of Financial Engineering

Killer slice of history from Bloomberg Business:


click for utterly ginormous infographic
Source: Bloomberg Business

Category: Derivatives, Digital Media, ETFs, Gold & Precious Metals, Quantitative

The Year in VIX and Volatility

Terrific graphic from Bill Luby at VIX and More looking at the various potential drivers of volatility:   click for monster chart Source: VIX and More

Category: Derivatives, Markets, Technical Analysis

Bank Holding Companies: Exposure, Risk and Derivatives

Source: FRBSF   Today’s chart comes from a research letter by the Federal Reserve Bank of San Francisco. The letter, “Bank Counterparties and Collateral Usage,” examines the relationships between bank-holding companies and their trading partners in the over-the-counter derivatives markets. The chart focuses on concentration, liquidity and net exposure to derivatives. Continues here  

Category: Derivatives

Black: Understanding Financial “Risk” in Legal Contexts

The Criminology of the “Sure Thing” Portrayed as “Risk” John Coates, a former derivatives trader at Goldman Sachs is now a researcher. He wrote a column in the New York Times entitled “The Biology of Risk” that I hope will be widely read. In this column I explain why his most important conclusions cannot follow…Read More

Category: Corporate Management, Derivatives, Legal, Think Tank

What’s In a Logo?

Source: Visually

Category: Consumer Spending, Derivatives, Research

Commercial Credit Crisis of 1763 and Today’s Tri-Party Repo Market

Crisis Chronicles: The Commercial Credit Crisis of 1763 and Today’s Tri-Party Repo Market James Narron and David Skeie Liberty Street Economics February 07, 2014     During the economic boom and credit expansion that followed the Seven Years’ War (1756-63), Berlin was the equivalent of an emerging market, Amsterdam’s merchant bankers were the primary sources…Read More

Category: Derivatives

The Trust Preferred CDO Market: From Start To (Expected) Finish

Category: Derivatives, Think Tank

TDS: Blackstone & Codere

Blackstone & Codere amantha Bee investigates the shady, totally legal business dealings of a private equity firm called Blackstone.

Here is the original article: Blackstone Unit Wins in No-Lose Codere Trade: Corporate Finance


Category: Derivatives, Humor, Regulation, Video

China’s Shadow Banking System

Hey! Its not just the USA that has a crappy shadow banking system — China does too!   click for larger graphic Source: NYT  

Category: Credit, Derivatives, Digital Media, Really, really bad calls

US vs Canadian Bank Regulations: Money Boo Boo

Internal e-mails implicate credit rating agencies in the 2008 financial crisis.

Money Boo Boo

Monday June 24, 2013 (04:33)


Jason Jones teaches regulation-loving Canadian bankers the advantages of harmless free-market fun.

Money Boo Boo – The Canadian Banking System

Monday June 24, 2013 (05:49)

Category: Analysts, Bailouts, Derivatives, Humor, Really, really bad calls, Regulation, Television, Video