Today’s blog focuses on the consolidated funding shortfall that took place at Lehman Brothers, perhaps the most spectacular...
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May 27, 2011 Friday Forecast
10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads Today’s forecast for U.S. Treasury yields is...
Case Studies in Liquidity Risk: Consolidated Bank of America, Countrywide and Merrill Lynch
Today’s blog focuses on the consolidated funding shortfall experienced by Bank of America and two companies profiled in earlier...
May 20, 2011 Friday Forecast
10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads Today’s forecast for U.S. Treasury yields is...
Case Studies in Liquidity Risk: Merrill Lynch
Today’s blog focuses on the funding shortfall experienced by Merrill Lynch in 2008 and 2009. Like Countrywide, the nation’s...
Case Studies in Liquidity Risk: Countrywide Financial
Today’s blog focuses on the funding shortfall experienced by Countrywide Financial in 2008. Countrywide, the nation’s largest...
Case Studies in Liquidity Risk: Bank of America
As we noted in our May 16, 2011 blog on AIG, excellence in risk management and good corporate governance requires that financial...
Case Studies in Liquidity Risk: AIG
Excellence in risk management and good corporate governance requires that financial institutions analyze their own probability...
A Credit Crisis Chronology, Part 2 from March 2008 Through March 2009: This Time Isn’t Different
This blog is part two in Kamakura’s chronology of the credit crisis of 2007-2009, one of the most important eras for the study...
May 13, 2011 Friday Forecast
10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads Today’s forecast for U.S. Treasury yields is...
A Credit Crisis Chronology, Part 1 Through February 2008 – This Time Isn’t Different
As the credit crisis recedes into history, leaving only U.S. government deficits behind, it is important to record the credit...
April 29, 2011 Friday Forecast
10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads Today’s forecast for U.S. Treasury yields is...