93 reputation
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location Switzerland
age
visits member for 8 months
seen Dec 17 '12 at 8:57
stats profile views 52

Dec
5
asked Is it possible to model general wrong way risk via concentration risk?
Nov
30
revised Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
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Nov
30
revised Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
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Nov
30
revised Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
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Nov
30
revised Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
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Nov
30
revised Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
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Nov
30
revised Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
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Nov
30
answered Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
Nov
30
comment Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
Less demand for the 1year in Denmark because of the eurozone resque fund to come (anticipated/known few months in advance). Is Switzerland expected/going to issue 1Y positive bonds as well? Nov 27: The eurozone rescue fund opened books this morning via JP Morgan, Morgan Stanley and Natixis at guidance of 0.23% to 0.25% with pricing scheduled for later on Tuesday. The transaction will be rated A-1+/P-1/F1+, which are EFSF's short-term debt ratings.
Oct
16
comment Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
Yes. There is definitely a pulling of the rate at 1 Y
Oct
15
awarded  Supporter
Oct
11
comment Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
Hello @John, I have posted the values for Denmark that I am talking about.
Oct
11
revised Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
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Oct
11
revised Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
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Oct
10
revised Modelling with negative interest rates
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Oct
10
revised Should portfolio be optimized by marking to the future than marking to market (excluding currencies)?
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Oct
10
revised Should portfolio be optimized by marking to the future than marking to market (excluding currencies)?
deleted 47 characters in body
Oct
10
revised Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
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Oct
10
revised Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
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Oct
10
revised Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
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