Posts tagged 'Quality Collateral'

Collateral crunch-counting gets sophisticated

Cardiff writes mostly about US macroeconomic issues, with daily excursions into other topics about which he claim no expertise. Before Alphaville, Cardiff spent a little more than two years as a reporter at Dow Jones Financial News covering investment banking, asset management, and private equity. Along the way he has written freelance pieces on a variety of other topics from behavioural psychology to Muay Thai, the latter also being a personal interest that involves frequently getting kicked in the shins (and torso, and head).

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| May 20 18:50 | Comment |

The sum and substance, in a couple of slides:

HQC stands for “High Quality Collateral”, and FTQ is “Flight to Quality”. Click to enlarge.

The charts are from a special presentation included in the fiscal Q2 report by the Treasury Department’s Office of Debt Management. Read more

Cut and paste – your guide to ‘economic’ vs ‘regulatory’ liquidity

Tracy Alloway used to be deputy editor of FT Alphaville. Here she learned the details of derivatives, the absurdities of accounting and the various structures of ... erm ... structured finance. She now covers big US banks for the FT paper, including Goldman Sachs and Morgan Stanley. She pops up on FT Alphaville every once in a while.

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| Jan 28 21:34 | Comment |

Are you a bank agonising over whether to keep your triple A-rated covered bonds as part of your liquidity buffer or send them to the European Central Bank? Not sure what to do with your AA-rated non-financial euro corporate debt?

Then you need this handy table from BofAML’s structured finance guru, Alexander Batchvarov. Read more

Corporate bonds to the rescue?

Lisa joined FT Alphaville in September 2011 after a tour of duty through the guts of the financial industry, having worked as an analyst at a bank and for a financial data company.

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| Dec 06 2011 15:48 | Comment |

Back in September, the FT reported an interesting estimate by JP Morgan.

Twenty-eight European banks would have faced a total liquidity shortfall of €493bn at the end of 2010, if they had been forced to meet new liquidity requirements (which actually come due in 2015) then and there. Read more

Irish mortgages everywhere – but not a one to collateralise with?

Tracy Alloway used to be deputy editor of FT Alphaville. Here she learned the details of derivatives, the absurdities of accounting and the various structures of ... erm ... structured finance. She now covers big US banks for the FT paper, including Goldman Sachs and Morgan Stanley. She pops up on FT Alphaville every once in a while.

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| Mar 21 2011 11:23 | Comment |

So. This is an interesting chart:

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That cornered – failing – MBS market

Tracy Alloway used to be deputy editor of FT Alphaville. Here she learned the details of derivatives, the absurdities of accounting and the various structures of ... erm ... structured finance. She now covers big US banks for the FT paper, including Goldman Sachs and Morgan Stanley. She pops up on FT Alphaville every once in a while.

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| Aug 18 2010 11:15 | Comment |

Fails to deliver — to the moon!

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Take that, Niall — Krugman was right all along

Izabella Kaminska joined FT Alphaville in October 2008. Before that she worked as a producer at CNBC, a natural gas reporter at Platts and an associate editor of BP's internal magazine.

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| Aug 17 2010 17:26 | Comment |

By Jove, Krugman was right!

Even if that assessment springs from lips of Paul Krugman himself, we have to say the evidence increasingly seems to confirm it. Read more