Posts Tagged ‘Default

30
Oct
11

Finanzas 101: FAQ, Short Selling + CDS

En el sitio de la Unión Europea, hay un accesible FAQ sobre la regulación sobre Short Selling y Credit Default Swaps.

¿Sesgos + momentum?, maybe.

Personalmente me quedo con la tabla comparativa -cerca del final- entre la regulacion del Short Selling en USA, EU y Hong Kong.

 

04
Oct
11

Paper: El rol del Default en Macroeconomía

The Role of Default in Macroeconomics

Abstract
What is the main limitation of much modern macro-economic theory, among the failings pointed out by William R. White at the 2010 Mayekawa Lecture? We argue that the main deficiency is a failure to incorporate the possibility of default, including that of banks, into the core of the analysis. With default assumed away, there can be no role for financial intermediaries, for financial disturbances, or even for money. Models incorporating defaults are, however, harder to construct, in part because the representative agent fiction must be abandoned. Moreover, financial crises are hard to predict and to resolve. All of the previously available alternatives for handling failing systemically important financial institutions (SIFIs) are problematical. We end by discussing a variety of current proposals for improving the resolution of failed SIFIs.

Link al Paper

10
Aug
11

Gráfico du Jour: US, a ver como es la torta…

(Fuente: Global Macro Monitor)

27
Jul
11

Gráfico du Jour: Really Too Big To Fail (RTBTF)

(Fuente Fitch, via FT Alphaville)

 

18
May
11

Reestructurando deuda griega y sus derivaciones

La verdad que FT Alphaville tiene un excelente post con un analisis -para debatir claro esta- sobre una -eminente o evidente- reestructuración de deuda griega.

Este articulo lo tiene todo! papers, un caso judicial sobre la definición de voluntario, y recuerdos de Argentina 99-01 y Uruguay 03.

17
May
11

Tabla du Jour: Escenarios para Grecia

(Fuente: BofAML Global Research, via FT Alphaville)

14
May
11

Gráfico du Jour: Comparaciones Pochocleras



(Fuente: FT Alphaville)




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