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Apparently, not very...

The opposite take: http://www.time.com/time/business/article/0,8599,1892401,00.html

Denied now, obviously... RTRS-U.S. TREASURY SPOKESMAN SAYS DO NOT HAVE RESULTS YET FOR BANK STRESS TESTS 100% agreed with Arnie, they're walking a tightrope over a VERY deep chasm here. If they make the results too rosy, they risk a very large...

Bank "stress test" results obtained for top 19 banks, Turner Radio Network says A copy of the stress test results were obtained by The Turner Radio Network, and the site says the results are "very bad." Out of the top 19 banks in the U.S., 16 of them are already technically insolvent and out...

How about SABR as an alternative approach? It evolved as a sort of counterpoint to the local vol models, which constitute another alternative to BS. As to skewness and kurtosis, there are a couple of good books on trading vol that discuss those subjects. Go look at papers on wilmott.com...

Huh? Given that VIX is an estimator based on prices of both calls and puts, how do you expect it to be possible to reliably imply the skew just from the VIX/expiry/ATM? Unless you make some arbitrary assumptions, it's not a well-formed problem.

Actually, there's a theory that suggests that the reason breasts have sexual connotations to human males is that female cleavage looks like an ass. All other mammals (esp primates) use buttocks to determine mating availability, so humans just went a bit further. You could sorta say that human...

In fact, let me mention one thing. People keep going on about CDS, interest rate swaps and other financial derivative mkts being too big in notional terms. Why is nobody talking about the life insurance mkt? It's over $19trn in face value in the US alone. Why are we not standardizing that...

Big deal... The UK defined benefit pension system is underfunded to the tune of arnd $375bn.

If you wanna see a detailed analysis (by Pew Foundation Center for States), look here: http://www.pewtrusts.org/our_work_report_detail.aspx?id=50316&category=544

Hard to do... Pennsylvania tried to do this and it turned into a complete sh1tshow.

TIPS are an irrelevant asset class, sadly...

Well, seeing as how FICC stands for 'fixed income, currencies and commodities', how do you figure manipulation of the equity mkt has anything to do with it?

I don't know if this gives you historical data, but here's something: http://www.bloomberg.com/markets/rates/index.html Also, this site offers a nice online LIBOR curve construction facility: http://www.bramaan.com/bramaanClient/bramaanCurveView.php

Isn't this the co that this guy Ackman is heavily invested in?

It was actually a relatively on consensus number. The details were also somewhat encouraging, in terms of the leading indicator components and the impact of the stimuli.

It's window-dressing for corp tax day, which is today... People lifting o/n repo only to give it all back tomorrow. How would m-mkt fund withdrawals have any direct impact on T-bills? The two are correlated, but there's no causal relationship.

Deficits don't matter in exactly the same fashion as mark-to-market doesn't matter...

I completely agree with both of you guys, Tex and piezoe... I can only add a couple of smallish points. Firstly, the issue is not just localized to the US. Other Western economies, like the UK, have allowed themselves to be dragged into the same morass. The biggest problem with...

Well, it's all about selling outstrike options. Naturally, the longer the world remains 'nice' and stable, the more people are willing to sell all sorts of tail risk... As to why nobody wanted to buy them, I think it's, as the AI guy pointed out, all about the various restrictions on balance...