housingwire.com - 11/20/2008
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Severe delinquencies on recent-vintage Alt-A RMBS are quickly getting worse than expected, Moody’s Investors Service said earlier this week; the rating agency said worsening trends in Alt-A have forced it to undertake a revision of lifetime loss projections for 2006 and 2007 vintages, as a ...
calculatedrisk.blogspot.com - 11/16/2008
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calculatedrisk.blogspot.com —
Here is another measure of credit stress. The
following graph shows the spread between 30 year Moody's...
Aaa and Baa rated bonds and the 30 year treasury. The Moody's data is from the St. Louis Fed : Moody's tries to include bonds with remaining ...
(more)
Record Spreads between 30 Year Corporate and Treasury Yields
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Thursday morning links
The Mess That Greenspan Made —
... Pool is dying - GATA For gold, a tussle between two groups of investors - MarketWatch Stocks Slump As Signs Point To Harder Times - Washington Post ECONOMY Weekly U.S. jobless claims jump to 542,000 - MarketWatch Is Deflation Good for Workers? - BusinessWeek The New Frugality: Americans return to thriftiness - AP October's Drop in Prices and Housing Starts - BusinessWeek HOUSING Alt-A Losses Outstripping Expectations, Moody’s Says - Housing Wire October's Drop in ...
Rising Default Risk In Pro-Forma Commercial Loans
Mish's Global Economic Trend Analysis —
... debt, causing the cost of buying protection against default on the debt to rise. Credit-default swaps on AAA securities rose 133.5 basis points to 847.5 basis points based on the latest Markit CMBX index contracts, according to administrator Markit Group Ltd. That means it would cost $847,500 in annual premiums to protect $10 million of the debt, or about $619,000 more than on Oct. 31 Alt-A Losses Outstripping Expectations Moody's Says Alt-A Losses Outstripping Expectations. Severe delinquencies on recent-vintage ...
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