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扫盲?

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发表于 2009-7-6 11:17 PM | 显示全部楼层 |阅读模式




发表于 2009-7-6 11:23 PM | 显示全部楼层
More details?

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 楼主| 发表于 2009-7-6 11:24 PM | 显示全部楼层
2# buctusa

老大,我是请你们给偶扫盲。
回复 鲜花 鸡蛋

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发表于 2009-7-6 11:33 PM | 显示全部楼层
scare Fed to stun
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发表于 2009-7-7 06:12 AM | 显示全部楼层
偶怎么印象中狗肾暴露的最少,而且都对冲了啊?这是哪来的数据呀?
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发表于 2009-7-7 11:21 AM | 显示全部楼层
"as % of risk capital" ---- depending on how the risk capital is defined but generally it means GS has higher volatility than other guys if all things being equal.
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发表于 2009-7-7 04:17 PM | 显示全部楼层
"as % of risk capital" ---- depending on how the risk capital is defined but generally it means GS has higher volatility than other guys if all things being equal.
Maxie 发表于 2009-7-7 12:21 PM


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发表于 2009-7-7 08:07 PM | 显示全部楼层
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发表于 2009-7-7 11:30 PM | 显示全部楼层
also how the "credit exposure" is calculated remains unknown from the picture. There are many many many ways to figure "credit exposure".

if we are talking about CDS alone, there has been a significant change on how CDS is traded, namely "points upfront", and the counterparties now bear less risks than before. However, for some of the "credit exposure" calc it will make it look the same.

anyway, 这些玩意儿看看就好不必当真。1Q 早就是过去时了。
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