MoneyScience News |
- Repo, re-use and re-hypothecation
- Blog Post: TheAlephBlog: Sorted Weekly Tweets
- Blog Post: PatrickBurns: The efficacy of higher moments in portfolio optimization
- Blog Post: TheFinancialServicesClub: What role for banks in a sharing economy of social capitalism?
- Published / Preprint: Refinancing Risk and Cash Holdings
- Published / Preprint: 13Dec/Revised policy framework for banks' equity investments in funds issued by the Basel Committee
- C# for Financial Markets - an interview with Daniel J Duffy
Repo, re-use and re-hypothecation Posted: 14 Dec 2013 02:06 AM PST In the regulatory debate about shadow banking, and in particular repo, there has been much confusion about the legal terminology of collateral, some of it threatening to have substantive policy consequences. This blog is a basic primer on the difference between âre-useâ and âre-hypothecationâ of collateral.read more... Visit MoneyScience for the Complete Article. |
Blog Post: TheAlephBlog: Sorted Weekly Tweets Posted: 13 Dec 2013 10:48 PM PST |
Blog Post: PatrickBurns: The efficacy of higher moments in portfolio optimization Posted: 13 Dec 2013 04:45 AM PST On Monday I gave a talk at the London Quant Group entitled “Exploring the efficacy of higher moments in portfolio optimisation”. Â A substantial number of people showed up, and they taught me quite a lot about the subject. Â So it seems to have been successful.read more... Visit MoneyScience for the Complete Article. |
Blog Post: TheFinancialServicesClub: What role for banks in a sharing economy of social capitalism? Posted: 13 Dec 2013 02:30 AM PST |
Published / Preprint: Refinancing Risk and Cash Holdings Posted: 13 Dec 2013 02:29 AM PST We find that firms mitigate refinancing risk by increasing their cash holdings and saving cash from cash flows. The maturity of firmsâ long-term debt has shortened markedly, and this shortening explains a large fraction of the increase in cash holdings over time. Consistent with the inference that cash reserves are particularly valuable for firms with refinancing risk, we document that the... Visit MoneyScience for the Complete Article. |
Posted: 13 Dec 2013 01:06 AM PST |
C# for Financial Markets - an interview with Daniel J Duffy Posted: 11 Dec 2013 12:01 PM PST |
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