Price & Value! They’re not always the same thing – which is wonderful for those of us who achieve outperformance by exploiting the difference – but sometimes they get so far out of whack that real …
Search Results for: performance
RPQ.PR.A : Creditwatch Negative by S&P
Connor, Clark & Lunn has announced: that its preferred shares have been placed on CreditWatch with negative implications as of today. The preferred shares are currently rated P-1 (low) by Standard & Poor’s (“S&P”). The …
March 12, 2008
Econbrowser‘s James Hamilton has an interesting philosophical piece on the limits to the Fed’s ability to influence the economy, Asking too much of monetary policy: I am certainly a believer in the potential real effects, …
Subprime! Problems forseeable in 2005?
This won’t be much of a review, but I have come across a rather provocatively abstracted paper: Understanding the Subprime Mortgage Crisis, by Yuliya Demyanyk and Otto van Hemert, both of the Federal Reserve Board, …
March 10, 2008
Bloomberg has a story headlined TIPS’ Yields Show Fed Has Lost Control of Inflation:: “The way TIPS are trading now, investors believe headline inflation will stay lofty and are willing to give up the real …
Economic Effects of Sub-Prime, Part I : Loss Estimates
In the comments to my post Is the US Banking System Really Insolvent? Prof. Menzie Chin brought to my attention a wonderful paper: Leveraged Losses: Lessons from the Mortgage Market Meltdown. This paper has also …
BoC to LVTS: ABCP! OK for SLF?
The Bank of Canada is attempting to re-start a market in Canadian ABCP … or, at least, that is my interpretation of the call for comments released today. The Bank of Canada is seeking comments …
RS Goes After TD for High-Closing
In a developement that will bring tears of joy to (until recently?) Assiduous Reader madequota, Regulation Services has released a notice of hearing in a contested case against TD Securities and some of its traders. …
MAPF Portfolio Composition: February 29, 2008
There was a good level of trading in February, most of it intra-sector – but capped with a long-awaited inter-sectoral trade. MAPF Sectoral Analysis 2008-2-29 HIMI Indices Sector Weighting YTW ModDur Ratchet 0% N/A N/A …
Best and Worst Performers: February 2008
These are total returns, with dividends presumed to have been reinvested at the bid price on the ex-date. The list has been restricted to issues in the HIMIPref™ indices. Issue Index DBRS Rating Monthly Performance …