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Tag Archive: BlackRock


3/52 : Dommages collatéraux - Collateral damage

I did this post last year but the essence is clearly visible now so posting it again under new rules and regulations.

Deja vu all over again, the over-reliance on ‘shaky’ collateral and concentration of risk is building once more – this time in the $648 trillion derivatives market. New Clearing House rules (a la Dodd-Frank) mean derivatives counterparties are required to pledge high quality collateral with the clearing houses (or exchanges) in a more formalized manner to cover potential losses.  Continue reading

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If you would have been following the markets around the globe specially, The Wall Street Investment banks are struggling third-quarter earnings Googleseason following a drop in mortgage refinancing and a downturn in trading. How well do you know the big banks? Test yourself by matching the financial giant to the quote about their earnings reports.

I provide you the answers here you need to find the correct one : The financial firms are JPMorgan Chase, Wells Fargo, Citigroup, Bank of America, BlackRock, Goldman Sachs and Morgan StanleyContinue reading

I did this post last year but the essence is clearly visible now so posting it again under new rules and regulations. images

Deja vu all over again, the over-reliance on ‘shaky’ collateral and concentration of risk is building once more – this time in the $648 trillion derivatives market. New Clearing House rules (a la Dodd-Frank) mean derivatives counterparties are required to pledge high quality collateral with the clearing houses (or exchanges) in a more formalized manner to cover potential losses.   Continue reading

I did this post last year but the essence is clearly visible now so posting it again under new rules and regulations :-images

Deja vu all over again, the over-reliance on ‘shaky’ collateral and concentration of risk is building once more – this time in the $648 trillion derivatives market. New Clearing House rules (a la Dodd-Frank) mean derivatives counterparties are required to pledge high quality collateral with the clearing houses (or exchanges) in a more formalized manner to cover potential losses.

However, the safety bid combined with Central Banks monetization of every sovereign risk asset onto their balance sheet has reduced the amount of quality collateral available; this scarcity of quality collateral creates liquidity problems. Continue reading

Collateral Damage (film)

Deja vu all over again, the over-reliance on ‘shaky’ collateral and concentration of risk is building once more – this time in the $648 trillion derivatives market. New Clearing House rules (a la Dodd-Frank) mean derivatives counterparties are required to pledge high quality collateral with the clearing houses (or exchanges) in a more formalized manner to cover potential losses.

However, the safety bid combined with Central Banks monetization of every sovereign risk asset onto their balance sheet has reduced the amount of quality Continue reading

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