u*****s
发帖数: 4 | 1 Structured Credit analytics group is hiring for a Quant Developer to work on
model implementation for the Structured Credit desks (CDO, CLO, Default
Swaptions & other correlation products) and Credit Flow businesses (
Corporate Bonds, CDS, CDX & ABX).
This is a great opportunity to join a team which is building out from
scratch. They have a huge mandate to build out their Structured Credit
business and urgently need to bring a strong quant developer/ modeler on to
help them to get up and running |
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B**********n
发帖数: 57 | 2 Basel 3 是个什么鬼东东呢，简单来说，最要命的两点
1。tier 1 common ratio is higher - counter-cyclical buffer, SIFI buffer 加完
以后，BB 大致得8。5％ － 什么概念，比危机前差不多加倍 － 这是什么概念？
比如说，你在的银行很牛，revenue维持在06的水平，你资本加倍以后，ROE 拦腰砍
2。Trading book RWA - 要算前面那个ratio, 分母要靠一个叫RWA的东东。Basel 2 的
时候，trading 比 banking 合适，08出事了，Basel 琢磨琢磨，觉得都是trading惹的
祸，好，那就加trading的RWA
怎么加？
Stressed VaR, IRC, CRM, securitization (so called Basel 2.5), CVA VaR
这么一堆稀奇古怪的玩意什么概念？trading book RWA 差不多翻 2－3番。
这就是说，trading book ROE 再次拦腰砍
公司挣不挣钱，主要标准是ROE，这些RWA高的生意就难做了－难做怎... 阅读全帖 |
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B**********n
发帖数: 57 | 3 Mortgage origination is doing fine in big four
CLO is OK |
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L********a
发帖数: 44 | 4 It all goes in cycle. with investors seeking for yields again, the leverage
will come back. Leverage comes in two forms. Balance sheet leverage (thru
repo ect.) and structured leverage (like tranche, HY ect.). CLO, CMBS are
back, non agency next ... ? |
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e****x
发帖数: 692 | 5 最近接触了些structured product，比如clo，cmbs，rmbs，做这些产品的valuation。
这些产品好像都不需要金融工程方面的知识。主要是看经验的。
不知道做这方面以后那些公司需要，职业发展怎么样？ |
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R***Z
发帖数: 1167 | 6 只知道他们是做CLO的。有人了解他们的前景及pay如何吗？谢谢 |
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D********n
发帖数: 978 | 7 Synthetic CDO和Cash CDO都算是structured credit trading.
但是你说的这个"Cash CDO (i.e. RMBS, CMBS, ABS)"这个就是概念混淆了。
RMBS, CMBS, ABS这些东西在市场上木有听说被叫做CDO。有ABS CDO这个东西 (或者类
似的CMBS CLO)。这些都是特殊的CDO。比如ABS CDO里面装的是ABS甚至参杂一些RMBS,
而不是像一般的CDO一样装的是corp debt). 但不要误以为RMBS, CMBS, ABS = CDO了。
水果和罐头是两个概念，虽然有水果罐头这么个东西 ^_^...
, |
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l***m
发帖数: 920 | 8 Structured credit products include CDO (dead), CLO, First to default basket,
bond option, CDS option, recovery option, recovery-locked CDS, index option
, index tranche, Credit linked note, structured bond, bond repack etc. |
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f*********8
发帖数: 4 | 10 The company is looking for an exceptional individual to join its Research
Team in the Securitized Products area. The team researches, builds,
implements, maintains and evaluates quantitative collateral models of
securitized products (MBS, RMBS, CMBS, ABS, CLO, etc.), with application to
a diverse set of portfolio and risk management problems.
The ideal candidates should have very strong programming skill and mortgage
modeling experience. In case you have interest, please send your resume to
[ema... 阅读全帖 |
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D******n
发帖数: 2836 | 11 this can only be subjective, if no prior information about how close is clos
e is available,namely you dont have the training dataset or u dont know the
true answer.
and also, "parameter" is something fixed/constant, the thing you are talking
about is more like a measure/metric/function/
of |
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M***7
发帖数: 2420 | 12 I mean for my purpose, do u have any suggestion in determining whether two
objects have similar pattern.
Thanks
clos
the
talking |
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s*****l
发帖数: 1844 | 13 Here are several points you can consider:
1) How busy is your husband for his work? Does he need to work over 8 hrs?
What is his career development? Down the road, does he need to work long
hours?
2) How much time do you guys need to spend on kids? How many kids you have?
Would you consider another kid? Do you have grandparents to help?
3) The 11 miles distance, how is the traffic? 11 miles may be very different
depending on where you are.
4) How ambitious are you? What makes you happier, clos |
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h*********4
发帖数: 12966 | 15
share 给大家
Black Stallion - it has a black horse in front
4089 Silverado Trail, Napa, CA
Charles Krug - small one, we took pictures of the house and vineyards
2800 Main St, St Helena, California
Castello di Amorosa Winery - Big castle, didn't go inside though
4045 N. St. Helena Highway, Calistoga, CA
Chateau Montelena Winery - Small mansion and Chinese garden
1429 Tubbs Lane, Calistoga, CA
Clos Pegase Winery - Has some sculptures
1060 Dunaweal Lane... 阅读全帖 |
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D*******2
发帖数: 3747 | 20 because he's CLO........ |
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q*d
发帖数: 22178 | 21 【 以下文字转载自 Joke 讨论区 】
发信人: qed (宋时轮), 信区: Joke
标 题: 我活了28年，昨天第一次进娱乐场所！才发现……zz (转载)
发信站: BBS 未名空间站 (Sat Jul 30 22:08:22 2011, 美东)
发信人: qed (宋时轮), 信区: Military
标 题: 我活了28年，昨天第一次进娱乐场所！才发现……zz
发信站: BBS 未名空间站 (Sat Jul 30 22:08:09 2011, 美东)
发信人: qed (宋时轮), 信区: ChinaNews
标 题: 我活了28年，昨天第一次进娱乐场所！才发现……zz
发信站: BBS 未名空间站 (Sat Jul 30 22:08:00 2011, 美东)
发信人: Eisvogel (Santa Clos), 信区: NewExpress
标 题: 我活了28年，昨天第一次进娱乐场所！才发现……zz
发信站: 水木社区 (Sat Jul 30 20:10:07 2011), 站内
小弟我活了28岁,昨天第一次去唱K。以前从来不曾去过这种地方，听同学说这种地方很... 阅读全帖 |
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r****r
发帖数: 6957 | 23 yellow tail, kendall, Clos du Bois这些都是惠而不费的典范。买这些品牌的酒虽然
不会有多
么大的惊喜，但绝对不会让你失望。还有一类是智利产的酒，我喝过的几乎都是质高价
廉的典范 |
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T******g
发帖数: 21328 | 24 03/04 Cayennes have some problems which are fixed in 05/06
ignition coil(DIY friendly); cooling pipe; cardan shaft; once these problems
are fixed under warranty or by yourself, your cayenne should be very
reliable
cayenne is well build, power train is strong, body is super solid, once you know how to take care of her, it can easily go up to 200k miles.
the only thing i'm complaining about is that i had to pay a few hundred $ to
get the service manual and diag software...
cayenne turbo s is a clo |
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w*******y
发帖数: 60932 | 26 2 Pk 4" x 12" Microfiber Car Towel:
http://www.meritline.com/28x12-microfiber-car-towel---p-27271.aspx
$1.35 shipped @ Meritline.com with coupon MLCK4010310826AL1 Limit 800
Orders only!
Features:
Color:Coffee,Blue ( Random )
Super absorbent 24 x 12 in extra soft dryer towel .
You can rest assured that microfiber is always on your side with a soft,
absorbent weave and super-fine polishing fibers. Microfiber will not scratch
any surface and it maintains its soft texture far better than terry clo |
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w*******y
发帖数: 60932 | 27 My buddy developed this app and gave me some free promo codes to hand out
for his "Weather Buddy" iPhone App.
It's really a very cool app and i'm sure he would greatly appreciate
positive iTunes reviews in return
Heres the description -
You wake up in the morning and the first question on your mind is: what
should I wear? Do I need an umbrella? Should I take a jacket?
The Weather Buddy iPhone App was designed to help answer those questions in
an amusing and entertaining manner. It forecasts clo |
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w*******y
发帖数: 60932 | 29 I didnt see a post on this so I'd thought I'd share (I'm planning a trip to
Norcal wine country soon).
Link:
http://usa.visa.com/personal/visa-signature/detail/vro_eventsDe
Complimentary Wine Tastings at Sonoma County Wineries
Visa Signature cardholders will receive two (2) complimentary tastings per
cardholder when you show your Visa Signature card. Discounts must be
purchased with a Visa Signature card.
Visa Signature cardholders enjoy year-round benefits at more than 60 premier
Sonoma County ... 阅读全帖 |
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w*******y
发帖数: 60932 | 30 Link:
http://www.rei.com/product/814329/clif-shot-energy-gel-2010-clo
ONLY VANILLA & RAZZ
Free shipping to any REI store & Free shipping for orders over $50
Get a natural energy burst from Clif Shot, an easy-to-digest, performance
gel made from whole rice.
Added electrolytes such as sodium, potassium and magnesium are essential in
metabolizing carbohydrates and for the proper functioning of muscles
Balanced ratio of 70% complex carbohydrates and 30% simple carbohydrates
contains a higher concent... 阅读全帖 |
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w*******y
发帖数: 60932 | 31 Competition Accessories is having a one week close out sale on the Shoei RF-
1000 cutlass model in red, sizes med and large are still available. This is
considered a top line helmet, even if it's an older model, still an
excellent deal.
Link:
http://www.compacc.com/p/Shoei-RF-1000-Cutlass-Helmets-Red-Clos
Information and Details about the Shoei RF-1000 Cutlass Helmets - Red -
Closeout
made by Shoei
Click here to see our Discount Shoei Helmets selection at 20-60% off retail.
Aerodynami c Shell De... 阅读全帖 |
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m****d
发帖数: 372 | 32 May 9 (Bloomberg) -- Sales at U.S. retailers probably rose in April for a
seventh straight month, pointing to a rebound in consumer spending that is b
roadening the recovery, economists said before reports this week.
Purchases increased 0.2 percent in April, extending the most successive gain
s since 1999, according to the median estimate of 60 economists surveyed by
Bloomberg News before Commerce Department figures on May 14. Other reports m
ay show manufacturing picked up and the trade gap wa... 阅读全帖 |
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b***e
发帖数: 1419 | 34 lisp's syntax is not bearable for all the people, not for me. So I wouldn't
use it (unless it changes to something like javascript).
Macro is a double edge sword: it attacks the enemy, and it attacks you.
A thing for sure is that, nobody can handle lisp well only after 6 months
training, like what is for Java. So if people are using lisp as the
mainsteam, the quality of softwares would be much higher than now.
All that being said, no one can chanllenge lisp as THE most flexible and
extensible... 阅读全帖 |
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f*******8
发帖数: 3612 | 35 来自主题: _PathToTruth版 - 我明白了 是不是像耶稣说的：
"And why worry about your clothing? Look at the lilies of th
e field and how they grow. They don't work or make their clo
thing"
6:28 何必為衣裳憂慮呢．你想野地裏的百合花、怎麼長起來、他也不
勞苦、也不紡線．
6:29 然而我告訴你們、就是所羅門極榮華的時候、他所穿戴的、還不
如這花一朵呢。
-----------------
刚才在Opera 和 Tolle的电视课程里见他们又提到flower, 说很多人
在读了 后，
看花的心态都变了。 |
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m*****u
发帖数: 6094 | 37 接着来每种酒的清晰图
按照从左到右的顺序
1.一,二是超市买来随便喝喝的white wine,三是加拿大冰酒,朋友在温哥华开店自己酿
的,四是法国香槟,去年的圣诞礼物.
2.一是西班牙的,二是法国的2000年出的,这2瓶都是trader joe's淘来的,三是BV的02年
的Merlot,口感不错,COSTCO去年有买大瓶的,我至少喝了2箱了.四是我的最爱Pinot
Noir,是05年去Napa的时候参观一家酒庄买的.
3.来个酒标签图,中间金色的就是酒庄的名字
4.一,二都是我家酒柜里常备的酒,个人感觉这个牌子喝起来口感还不错,适合人多的时
候拿出来几瓶几瓶的喝.三,四都是意大利的酒,也是trader joe's淘来的.
5.上个CLOS DU BOIS的标签,我比较喜欢他的cabernet |
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m*****u
发帖数: 6094 | 38 那天好像豆豆妈问过来着，趁着前天去COSTCO采购，看了看，做了笔记，回来给大家推
荐几款，都是20刀以下的，有的甚至10刀以下，个人感觉不错的酒。
1.Kendall Jackson, Pinot Noir, 2005,$13.99
2.Kendall Jackson, Chardonnay, 2004, $13.89(这款酒03年评分90，04年91，05年90)
这个算加州不错的酒厂了，他家的酒一般都不错，中秋节刚喝了一瓶他家的Chardonnay
，忘记哪年的了，好像是05年的，淡淡的，Pinot Noir没喝过，不过因为我偏爱Pinot
Noir，所以推荐
3.Robert Mondavi, Fume Blanc, 2005, $12.99(这款酒03年评分87，04年92，05年89）
这款酒我没喝过，不过根据往年的评分来看，应该不错，而且Robert Mondavi是加州很
好的酒庄，看准这个牌子，没错。
4.Red Truck, Cabernet Sauvignon, 2004, $7.99
这款我喝过，口感还算smooth，以这个价钱来说，算不错错的酒了
5.Clos |
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s*****t
发帖数: 1994 | 39 Venus Beyond the Storm
Credit & Copyright: Lyndon Anderson (Prairiejournal.com)
Explanation: A thunderstorm, lightning, a bright star and a bright planet all graced an
evening sky for a short while near Bismarck, North Dakota, USA two weeks ago. Thick
thunderclouds from a passing storm are the origin of a strong cloud to ground lightning
strike. Small areas of rain darken portions of the orange sunset, visible at the horizon above
the vast prairie. The planet Venus peeks below the clo |
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b*z
发帖数: 48 | 40 nature 416, 3 (2002), by erika check
[WASHINGTON] The United States and its European allies are once again on
a collision course over an international agreement. This time, the bone
of contention is a proposed global ban on human cloning, under
consideration at the United Nations (UN).
The UN committee began deliberating the proposal last week. But on the
first day of the talks, the American delegation said that any
anti-cloning agreement should also ban the 'therapeutic' cloning to form
human e |
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a*****i
发帖数: 4391 | 41 I dunno, I just think the Bush administration is dumb to the core.
From the alaska oil drill, to the tax cut, the education reform Dubya promised,
the kyoto treaty, the ABM treaty, and now the leaked pentagon report, the
raise on tariff on the steel import, it has not made one decision which I think
is right. It had pissed off many other countries/people in this country in
the short period Dubya stayed in presidency than the whole 8 years Clinton
stayed in office. |
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e***e
发帖数: 3872 | 42 【 以下文字转载自 Germany 讨论区 】
发信人: nomos (秩序), 信区: Germany
标 题: 便宜超市葡萄酒推荐
发信站: BBS 未名空间站 (Fri Dec 1 17:09:14 2006), 转信
非常有钱的人建议直接汇款我，负责买2003年出的五大酒庄珍藏版。
（好酒现在喝太早，还得放一阵子，所以他们不卖，不过俺们组法国人可以买)
有钱人可以看看Plus的这款
Chàteau Caronne St. Gemme 2000, AOC Haut-Médoc Cru Bourgeois Exeptionnell
中等有钱人可以看看
Bordeaux Chàteau Clos du Pape 2000, AOC Graves
这款我沾光试过，不错，适合想喝酒没钱的人
Chàteau Bessan Ségur 2000, AOC Médoc Cru Bourgeois价格离谱，不好喝，据说
过了
穷人
可以看看Aldi下周的2002er Barolo D.O.C.G.– Vecchio Piemonte
这款我们组（前)意大利人说不错。
还有Australisc |
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