Derivati USA: CME-CBOT-NYMEX-ICE BUND, TBOND and the middle of the guado (VM 69)

[f4f]

senza dubbio....

sto affogando qui
ma ci dobbiamo sentire per il calcolo rischio perpetuals ... CDS o quello che sarà

 

[gipa69]

rischio perpetuals bond? interesting...

 

[masgui]

Intanto:
questi i future sull'euribor tre mesi....merd...

http://futuresource.quote.com/quotes/quotes.jsp?s=I-EIR

per sapere il tasso fare 100 - prezzo

3/4 mesi fa bisognava riempirsi di cap sull'euribor... e tenrli li come in salvadanaio...ma quando capita più..

 

[f4f]

Intanto:
questi i future sull'euribor tre mesi....merd...

http://futuresource.quote.com/quotes/quotes.jsp?s=I-EIR

per sapere il tasso fare 100 - prezzo

3/4 mesi fa bisognava riempirsi di cap sull'euribor... e tenrli li come in salvadanaio...ma quando capita più..

cassso quanto sono pir.la
l'avevo pure detto

 

[f4f]

rischio perpetuals bond? interesting...

molti contengono anche delle call

 

[gipa69]

molti contengono anche delle call

allora ha piu senso calcolare il rischio..

 

[f4f]

allora ha piu senso calcolare il rischio..

il rischio è sulla possibilità di default
ma secondo me il rendimento delle perpetuals è alto perchè di fatto contiene l'opzione call venduta, e questa è la volatilità e non il CDS
la volatilità è sui interest rate ( la rendita perpetua è fissa)

così, di getto
parliamone

 

[Fernando'S]

Problema:
sono in vacanza.....mi scotterò la panza ??
non ci penso e canto...
tutti al mareee....tutti al mareee...a mostrà le chiappe chiareeeeeeeeeeeeeeeee..

un saluto particolare a QuickS che mi ha accolto e salutato in terra sarda

 

[Madiba]

Buongiorno


President Obama will today announce sweeping reforms of the US financial system including a new regulatory agency, new powers for the Federal Reserve and a new supervisory council to monitor risk and prevent a recurrence of the financial turmoil that caused last year's market collapse.

The root-and-branch reform of the US financial system is to be announced today prior to a speech by Alistair Darling to the City of London when the Chancellor of the Exchequer will outline the lessons of the financial crash and and criticise the behaviour of bankers.
the Federal Reserve, America's central bank, will be given new and enhanced responsibilties to monitor risk and supervise large financial institutions, including non-banks such as American International Group, the insurance giant which was nationalised in order to prevent a meltdown of the global financial system.

Finally, the US president wants to create a new consumer regulator, the Consumer Financial Protection Agency, to regulate mortgage and credit card lenders and to prevent the abusive sub-prime lending practices that created the mountain of toxic debt that nearly brought downt the banking system

 

[f4f]

Buongiorno


President Obama will today announce sweeping reforms of the US financial system including a new regulatory agency, new powers for the Federal Reserve and a new supervisory council to monitor risk and prevent a recurrence of the financial turmoil that caused last year's market collapse.

The root-and-branch reform of the US financial system is to be announced today prior to a speech by Alistair Darling to the City of London when the Chancellor of the Exchequer will outline the lessons of the financial crash and and criticise the behaviour of bankers.
the Federal Reserve, America's central bank, will be given new and enhanced responsibilties to monitor risk and supervise large financial institutions, including non-banks such as American International Group, the insurance giant which was nationalised in order to prevent a meltdown of the global financial system.

Finally, the US president wants to create a new consumer regulator, the Consumer Financial Protection Agency, to regulate mortgage and credit card lenders and to prevent the abusive sub-prime lending practices that created the mountain of toxic debt that nearly brought downt the banking system

grazie