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[The Lehman Anniversary] A data retrospective

Posted by FT Alphaville on Sep 11 16:13.

Justin Walters, co-founder of Bespoke Investment Group, provided the following series of charts and tables.

Table one: the performance of major sectors and indices in the aftermath of Lehman

Table of the performance of major sectors and indices post Lehman, via Bespoke

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Table two: country returns in percentage terms since the close on 12 September (aka, the Friday before Lehman fell)

Country Returns (%) Since 9/12/08, via Bespoke

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Chart one: Bespoke’s financial CDS index (a cap-weighted index of default risk for 15 global financial firms)

Bespoke's Financial CDS index

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Chart two: Markit iTraxx Europe index (data via Bloomberg)

Bespoke chart of iTraxx Europe index (data via Bloomberg)

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Chart three: Markit CDX NA  index (data via Bloomberg)

Bespoke chart of the Markit CDX NA index (data via Bloomberg)

Article Series - The Lehman Anniversary

  1. The BBC's Lehman Towers
  2. One year on: the media commemorate the fall
  3. One year ago: what the blogosphere and media said
  4. Quotes du crise
  5. Academia
  6. The FT Alphaville archive
  7. 'It felt like someone had just died a tragic and untimely death'
  8. A data retrospective
  9. Day of the dead - It lives!

This entry was posted by FT Alphaville on Friday, September 11th, 2009 at 16:13 and is filed under Capital markets. Tagged with , , . Edit this entry.

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