Expect[ed] Loss
––– a weblog focusing on fixed income financial markets, and disconnects within them
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...
Monday, March 16, 2020
Investor Protections (of a Legal Variety) in the Aftermath of a Meltdown
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In a recent journal article available here , mortgage guru Mark Adelson has compiled another of his terrific analyses of the mortgage mel...
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