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Certain portfolios and individual positions are not included in VaR, where VaR is not the most appropriate measure of risk (e.g., due to transfer restrictions and/or illiquidity). The market risk related to our investment in the ordinary shares of ICBC, excluding interests held by investment...

As part of our overall risk control process, daily trading net revenues are compared with VaR calculated as of the end of the prior business day. Trading losses incurred on a single day did not exceed our 95% one-day VaR during the first quarter of 2009. Trading losses incurred on a single day...

Daily VaR (1) (in millions) Risk Categories Interest rates $ 242 Equity prices $ 40 Currency rates $ 43 Commodity prices $ 48 Diversification effect (107)...

Total level 3 assets were $59.06 billion, $66.19 billion and $64.17 billion as of March 2009, November 2008 and December 2008, respectively. The decrease in level 3 assets during the first quarter of 2009 primarily reflected unrealized losses, principally on private equity and real estate...

Note 13. Transactions with Affiliated Funds The firm has formed numerous nonconsolidated investment funds with third-party investors. The firm generally acts as the investment manager for these funds and, as such, is entitled to receive management fees and, in certain cases, advisory...

Just another piece of information that might be of interest : The Government Pension Fund - Global (Norwegian: Statens pensjonsfond - Utland) is a fund into which the surplus wealth produced by Norwegian petroleum income is deposited. The fund changed name in January 2006 from its previous...

Combined with the 18.7% underperformance for the month of April, RenTec's external fund is now down 27% versus the S&P since April 1. http://zerohedge.blogspot.com/2009/05/riefb-underperforms-s-by-83-in-first.html Can somebody else confirm from other industry sources ?

I have found the true reason for moving : :p

Nex target : 118.56. Enjoy the ride.

Berlin rechnet mit riesigen Steuerausfällen Bundesfinanzministerium kalkuliert dieses Jahr mit Steuerausfällen von 48 Mrd. Euro gegenüber der letzten Steuerschätzung in November. Für das laufende Jahr erwarten Steinbrücks Experten lediglich noch 524 Mrd. Euro Steueraufkommen für den...

Welcome back Paul Rotter ! :D

Why did the stress tests treat Goldman Sachs Group better than Morgan Stanley? In the worst-case scenario used to determine bank capital needs, the government posits that Goldman might be 2½ times as profitable as its main rival this year and next. In the period, the Treasury and bank...

If there is one thing for sure, it´s PARANOIA in the US. Either to the downside or the upside with regards to market behavior. Good to know that one can count on it ! :cool:

B. of A. prices stock offering at $8.79 a share LOL !

Wells Fargo prices 314 million shares at $22 What a joke ! Rip off made in USA.

Closing price yesterday : 27.14

Excellent set up for a nasty down lag. Bulls convninced this is a bull market.:D

Total 175,646 0.8822 11,400,663 CALL 93,319 5,718,095 PUT 82,327 5,682,568

Triple A sell rating.

LOS ANGELES (MarketWatch) -- Toyota Motor Corp. will report Friday a larger-than-forecast operating loss of about 500 billion yen ($5.04 billion) for the just-ended fiscal year due to strength in the Japanese yen and plummeting sales, according to a report in the Nikkei newspaper. The...