Expect[ed] Loss

––– a weblog focusing on fixed income financial markets, and disconnects within them

Monday, February 7, 2022

Users DO care about being tracked

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With Big Tech's PR machine busy at work, the narrative has become quite popular that people don't care about privacy and the suppor...
Monday, August 31, 2020

CLO Credit Ratings Gone Awry

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Co-authors Gene Phillips and Mark Adelson wrote the following article, which was published in the Fall 2020 edition of the  Journal of Struc...
1 comment:
Tuesday, July 21, 2020

Fraud as a Pathogen of Humanity

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by Joe Pimbley, who consults for PF2, and director Gene Phillips The sudden crash of  Wirecard  dominates headlines.  Though perniciou...
Friday, May 8, 2020

TruPS CDOs: What Virus?

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While the rating agencies have been actively downgrading bonds across almost all sectors , we thought it may be fun to compare the performa...
Tuesday, April 28, 2020

Rating Agency Déjà Vu

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Short Shrift for Surveillance There seems to be a scramble on at the rating agencies, but we think we’ve seen this scramble before.  ...
7 comments:
Friday, April 17, 2020

Wrong Zoom ReZooms Trading - An Inefficient Market

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The right Zoom is taking off.   But, the wrong Zoom has really taken off! ZOOM is the equity ticker of wrong Zoom, a Chinese comp...
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