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Black Bear Insider - Episode 1




Black bear liquidating fund

Black bear liquidating fund


As a consequence, it tends to trade more expensively than less liquid older bonds, but this expensiveness or richness tends to have a limited duration, because after a certain time there will be a new benchmark, and trading will shift to this security newly issued by the Treasury. It is therefore necessary to construct a theoretical model of what the relationships between different but closely related fixed income securities should be. The Court of Appeal also rejected the case. So far the risks seem contained, but the fallout may be felt everywhere from leveraged buyouts, investment bank earnings and sales of collateralized debt obligations. One LTCM partner commented that because there was a clear temporary reason to explain the widening of arbitrage spreads, at the time it gave them more conviction that these trades would eventually return to fair value as they did, but not without widening much further first. Since bonds of similar maturities and the same credit quality are close substitutes for investors, there tends to be a close relationship between their prices and yields. Such losses were accentuated through the Russian financial crisis in August and September , when the Russian government defaulted on its domestic local currency bonds. Since position sizes had not been reduced, the net effect was to raise the leverage of the fund. James Surowiecki concludes that LTCM grew such a large portion of such illiquid markets that there was no diversity in buyers in them, or no buyers at all, so the wisdom of the market did not function and it was impossible to determine a price for its assets such as Danish bonds in September Those securities have pushed sales of corporate and housing-related debt to record highs in the past year. N and Bank of America Corp. Corporate bond spreads also increased to its widest levels over Treasuries since October, suggesting greater risk to investors.

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Black bear liquidating fund. Bear Stearns CDO liquidation sparks contagion fears.

Black bear liquidating fund


As a consequence, it tends to trade more expensively than less liquid older bonds, but this expensiveness or richness tends to have a limited duration, because after a certain time there will be a new benchmark, and trading will shift to this security newly issued by the Treasury. It is therefore necessary to construct a theoretical model of what the relationships between different but closely related fixed income securities should be. The Court of Appeal also rejected the case. So far the risks seem contained, but the fallout may be felt everywhere from leveraged buyouts, investment bank earnings and sales of collateralized debt obligations. One LTCM partner commented that because there was a clear temporary reason to explain the widening of arbitrage spreads, at the time it gave them more conviction that these trades would eventually return to fair value as they did, but not without widening much further first. Since bonds of similar maturities and the same credit quality are close substitutes for investors, there tends to be a close relationship between their prices and yields. Such losses were accentuated through the Russian financial crisis in August and September , when the Russian government defaulted on its domestic local currency bonds. Since position sizes had not been reduced, the net effect was to raise the leverage of the fund. James Surowiecki concludes that LTCM grew such a large portion of such illiquid markets that there was no diversity in buyers in them, or no buyers at all, so the wisdom of the market did not function and it was impossible to determine a price for its assets such as Danish bonds in September Those securities have pushed sales of corporate and housing-related debt to record highs in the past year. N and Bank of America Corp. Corporate bond spreads also increased to its widest levels over Treasuries since October, suggesting greater risk to investors.

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1 thoughts on “Black bear liquidating fund

  1. [RANDKEYWORD
    Grojind

    As a consequence, it tends to trade more expensively than less liquid older bonds, but this expensiveness or richness tends to have a limited duration, because after a certain time there will be a new benchmark, and trading will shift to this security newly issued by the Treasury.

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