• CreditMetrics® and Constant Level of Risk C. Finger
  
• Gary's excellent paper A Multiple Period Gaussian Jump to Default Risk Model
  

Source les banques relancent les «subprimes» à la française ( Read more... )

paper
Other paper

• German Granny-trader
  
• Wie eine 84-Jährige erfolgreich an der Börse gewinnt und damit nicht nur sich selbst glücklich macht.
  
• Video D
  

"the modeling of this dynamics such as, eg, in [Schonbucher(2005), Sidenius et al.(2005)], one takes-implicitly or explicitly-as the starting point the initial term structure of loss distributions."
J. Sidenius On the term structure of loss distributions a forward copula model 2006

• Sec Goldman
  
• Cramer
  
  
• Tourre, Kerviel.... a ze French Super trèdeurs Mr. Egol and Fabrice Tourre, a French trader at Goldman, were aggressive from the start in trying to make the assets in Abacus deals look better than they were, according to notes taken by a Wall Street investor during a phone call with Mr. Tourre and another Goldman employee ( Read more... )

Fixed income, currencies and commodities (FICC) divisions at IBs

Source Mark-To-Market ( Read more... )

GS Collateral demands..Filings Disclose Goldman Sachs' AIG Collateral Demands Were Reason For AIG Implosion ( Read more... )

The real price of Goldman’s giganto-profits

The real price of Goldman’s giganto-profits

( Here )