Not just another blog about finance.

Opinion BCBS concerning replacement of IAS 39.

financialart — Fri, 28 Aug 2009 17:57:06 +0000

I just saw a new publication on the Basel website : Guiding principles for the replacement of IAS 39. Here are some highlights :

Emerging markets.

financialart — Thu, 27 Aug 2009 20:47:19 +0000

‘A picture says more than a 1000 words..a graph is probably worth more’ Read the whole article here.

Non-normality of market returns.

financialart — Tue, 25 Aug 2009 21:30:29 +0000

The distribution of market returns is a quite difficult topic (at least in my humble opinion). However, I already wrote something about it a month ago. Here are some more insights based upon a white paper of JP Morgan Research.

Biggest companies of the moment.

financialart — Thu, 13 Aug 2009 17:42:00 +0000

Every day, the Economist publishes a so-called daily chart. Last week, the biggest publicly listed companies by market capitalisation were compared to see what they lost (in terms of market cap) during the past year.

The Black Swan Squawks : Taleb and Roubini

financialart — Wed, 12 Aug 2009 23:08:41 +0000

The Black Swan Squawks – CNBC.com

I was too young to read it at that time (1999)…

financialart — Wed, 12 Aug 2009 11:57:01 +0000

Fannie Mae Eases Credit To Aid Mortgage Lending. Published : Thursday, September 30, 1999. NYTimes.

The sequel : HFT

financialart — Mon, 10 Aug 2009 11:55:40 +0000

Van der Moolen, HFT’s loss: Dutch trading and brokerage firm Van der Moolen on Monday sought creditor protection (FT Alphaville) Flash Orders in Options Now Face Greater Scrutiny (Tradersmagazine) Goldman getting the hint on programme trading? (FT Alphaville)

Be aware of the mysterious force : high frequency trading.

financialart — Fri, 07 Aug 2009 17:46:13 +0000

Suddenly, there is a new discussion going on these days about the (latest ?) trading technique on the financial markets : high frequency trading. I believe the NYT was one of the first ones to write about this subject.

Reverse action : another luxury brand for VW.

financialart — Sat, 25 Jul 2009 15:40:17 +0000

The story of Volkswagen and Porsche isn't a new one. In short, it could be summarized as follows.

Restoring financial stability : a multimedia shortcut.

financialart — Thu, 23 Jul 2009 21:45:09 +0000

In a previous post, I mentioned a recent book of the University of New York : ‘Restoring financial stability : how to repair a failed system’. The university also organised five lectures within the frame of the book’s content. The full versions of all these lectures are now online, so you can take a shortcut [...]