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  1. bob

    Don't Be Normal

    Two articles I came across in the course of other reading today that I thought might interest the community. Forgive me if these are dupes of links already posted. Both are interesting for their own reasons, but what prompts me to post them together is that both demand the use of power-law...
  2. bob

    FYI: new CDS conventions in North America

    The attached is a doc from markit concerning the changes to the CDS market globally. The biggest one I see is that single-name in North America is going to start trading the way indices currently do: with one of two standard premium rates (100 or 500) and the rest settled upfront.
  3. bob

    TALF terms and conditions

    Very interesting program announced today. Here is a Bloomberg article that gives the outlines. Attached is the Fed's own doc describing the deal. Fed will lend for one year at a rate determined by auction to the holders of Aaa-rated tranches of new issuance in auto loans, credit card...
  4. bob

    My Favorite Hedge Fund

    Enjoy. Wonder if they're hiring now?
  5. bob

    FBI probes 14 firms in subprime crackdown

    37 minutes ago WASHINGTON (Reuters) - The FBI has opened investigations into 14 corporations as part of a crackdown on improper subprime lending, agency officials said on Tuesday. FBI officials told reporters the probes involved potential violations including accounting fraud and insider...
  6. bob

    Prospective applicants: PLEASE READ THIS before posting

    There've been a large number of "please rate my chances" threads in this forum. As much as we enjoy talking about our own program and are excited by the interest in, and the lively discussion of, its merits, there's something you need to understand: We cannot estimate your chances of admission...