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Special Report on

Yield Curve Analysis

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Violent volatility maintains its daily routine of aggressive swings, as US equities close 5% higher after more than a 9% decline yesterday, dragging risk appetite and currencies along with them. Wednesday's trading session saw a short-lived attempt for economic reports to reassert their dominance on financial markets before risk took over on Thursday. Market players were astounded by the fact that neither the 34-year lows in US industrial production, nor 18-year lows in the Philadelphia Fed index nor the record lows in the US National Association of Homebuilders' index dipping managed to bring down ...
the slope of the yield curve, and the credit spreads of the bonds in the portfolio. A portfolio manager may hold firm views on the ways in which these factors will change in the near future, so in three separate risk decisions he positions the assets in the portfolio to take advantage of the expected forthcoming market movements. If all views subsequently prove to be correct, then each decision will generate a profit. If one view is wrong, it will generate a loss, but the effect of the other bets may compensate. The overall performance will then be the sum of the performance contributions from each source of risk. Attribution is ...
Growth Versus Value and the Yield Curve - CXO Advisory
The Only Three Questions That Count: Investing by Knowing What Others Don’t , which states that growth (value) is in favor when the yield curve flattens (steepens). Any truth to this?” To test this hypothesis, we compare the performances of paired growth and value indexes/funds as the spread between the yields on the 10-year Treasury Note (T-note) and the 90-day Treasury Bill (T-bill) varies. Using monthly and quarterly adjusted (for ... market research, surveys and trends
wxia TA Study: A Case for Undervalued Equities: Earnings ...
Tags: bonds, dividends, earnings, earnings yield, guest post, interest rates, P/E, Price earnings ratio, secular bear market, valuation, Wayne Whaley. The following is a guest post by Charles H. Dow Award winner, Wayne Whaley (CTA) of Witter & Lester. If you would like to be privy to his daily market comments and model ratings via daily email, free of charge, email him at with the subject title “ADD ME TO DAILY EMAIL”. Valuation models, particularly those that rely solely on trailing earnings, are suspect as market timing tools, as the market has historically shown the ability to stay over or ... market research, surveys and trends


HVS - Yield Curve Buzz - What's it all about and what does it mean ...
The yield curve and latest inversion has lenders, analysts, and economists wondering what lies ahead. A brief analysis of the yield curve and the effects of increasing demand for long-term bond will help explain the December 2005 inversion. Recent discussions about yield curve, and the interpretation of the latest inversion, has lenders, analysts, and economists wondering what lies ahead. Through a brief discussion of the yield curve and the effects of increasing demand for long-term bond, it will be evident, that this inversion is different from the past. The level and shape of the yield curve is of particular interest to both ... industry trends, business articles and survey research
Pete Davis's blog | Capital Gains and Games
Mr. Chairman, the minutes of the June FOMC, the Federal Open Markets Committee, meeting stated, and I'll quote, "The committee would need to consider whether further policy stimulus might become appropriate if the Outlook were to worsen appreciably," end quote.  Stan's onto something here.  Senate Democrats have suddenly shifted into high gear to pass the Bush tax cuts for those under $250,000 before they go out for their August recess. Democratic staff will meet at 12:30 p.m. tomorrow, and Democratic senators will caucus at 4:30 p.m.  There's still a lot of work to do to bridge the big gaps ... industry trends, business articles and survey research
Seacoast Reports Results for Second Quarter 2010
STUART, Fla., July 22, 2010 /PRNewswire via COMTEX/ -- Nonperforming loans declined by 28.3% over the last twelve months, 5.6% for the quarter Risk based capital ratio strengthened to 18.9% Average low cost deposits (NOW & savings) increased 16.4% annualized during the quarter Average demand deposits increased 11.5% annualized during the quarter Deposit cost declines below 1% Seacoast Banking Corporation of Florida , a bank holding company whose principal subsidiary is Seacoast National Bank, today reported a second quarter 2010 net loss of $13.8 million, compared to a net loss of $63.0 million for the second quarter of 2009 ... market trends, news research and surveys resources
Southern National Bancorp of Virginia Inc. Reports Earnings of $1.0 Million ...
the holding company for Sonabank, announced today that net income for the quarter ended June 30, 2010 was $1.0 million and $2.1 million for the six months ended June 30, 2010 compared to $23 thousand and $549 thousand during the second quarter and the first six months of 2009. Earnings in the second quarter and first half of 2009 were adversely impacted by other than temporary impairment ("OTTI") charges of $863 thousand before tax on several of Sonabank's trust preferred securities. There were no OTTI charges on the trust preferred securities this quarter. Net Interest Income Net interest income was $6.4 million ... market trends, news research and surveys resources


Yield Curve Analysis
Yield Curve Analysis. Overview. The yield curve is the graph of required interest rates for various maturity debts. The shape of the curve reflects a whole ... technology research, surveys study and trend statistics
U.S. Treasury - Daily Treasury Yield Curve
30-year Treasury constant maturity series was discontinued on February 18, 2002 and reintroduced on February 9, 2006. From February 18, 2002 to February 8, 2006, Treasury published alternatives to a 30-year rate. See Long-Term Average Rate for more information. Treasury discontinued the 20-year constant maturity series at the end of calendar year 1986 and reinstated that series on October 1, 1993. As a result, there are no 20-year rates ... technology research, surveys study and trend statistics
  1. profile image pcdunham @ethancastanon I read C. Ray's book on @Fullcarry 's rec. must read. have not had the chance to read Yield Curve Analysis yet
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Can anyone recommend a good book on yield curve analysis. I am CFA ... posted June 7, 2009 Software Engineer at Linedata Services see all my answers [1] is what you want; [2] is what you need. posted June 7, 2009 Senior Portfolio Manager at MetLife Bank see all my answers Get access to Citigroup's institutional website (on Bond hub) and there is a whole series of yield curve analysis write-ups under traditional research. The material was developed in the days of Salomon Brothers but should do the trick... posted June 8, 2009 The original and (some say) still the ...
Google Answers: on job training in bank and investment company
i mean in jop training (some big companies gives some places to train individuals on job insaid the company like to work for them for 3 or 4 months(some bay for u and some u pay from them ). to give u experience and to prepare u to work in investment companies . in Europe or asia. i alrady have B.A in finance and i work at alahli bank of kuwait. but im looking forward get experience in investment department .even if i have to leave my work at the bank to work in investment company. Request for Question Clarification by czh-ga on 11 Feb 2003 09:23 PST On-the-job-training means that you're in the job. Are you looking to ...