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Lifestyle and diet certainly do impact maternal mortality. I am not quite sure the same applies to the unfortunate tendency of urban youth to kill one another. Sure, fine... The Italian system is very similar to the UK NHS. Let's just call it "universal healthcare", shall we? While giving...

Single payer healthcare, perhaps? Just sayin'...

Here you are: http://www.thelancet.com/pdfs/journals/lancet/PIIS0140-6736(16)31470-2.pdf The relevant table is on page 1784.

Further to Nine_Ender's post, here's a chart for y'all: Maternal mortality rate (deaths per 100,000 live births; Source: The Lancet) 'nuff said.

The negative correlation is a myth... In certain regimes, there's a negative correlation, while in others, there ain't.

No, I haven't followed the RenTec news recently... However, I have broadly followed RenTec for many years and find a lot of the aspects of the story fascinating.

My question was rhetorical... What actually happened was nothing like you or the other poster describe. At any rate, why guess? Books have been written on the subject. "When Genius Failed", for one, is quite accurate.

What does "over leveraged on technicals" actually mean?

And BOOM! Uncle Warren to the rescue: http://www.reuters.com/article/us-home-capital-berkshire-hatha-idUSKBN19D08X

I am up modestly YTD... Nothing glamorous to write home about.

Why not run your backtest on a larger out-of-sample period which includes more volatile regimes than what you have already? I, for one, would have no interest in any strategy where I can't see its performance in 2008, 2011 and a few other dates.

Yes, occasionally, you could argue that the "invisible hand" is genuinely at work and everyone gets something out of it. However, this is not too frequent.

I have looked at a LOT of these equity exo notes in 2016. Offered by every bank, but especially the yanks (e.g. Citi, Stanley, etc). A typical one is a callable range accrual note linked to, say, a basket of equity indices (e.g. FTSE and SPX). There are lots of other different variations of...

Banks performed a bit, to be fair (BKX index opened arnd 1.2% higher)... Maybe it was offset a bit by the uncertainty arnd rates, who knows. As to how the mkt participants decide to trade, I'd guess it depends. In this particular case, there isn't much else to do at the moment, especially...

UST spreads, for instance, especially the long end... Longer dated x-ccy basis moved as well, especially the USDJPY forwards, so beloved by punters.

Weak CPI print, thus lower rates (as someone already pointed out), which means lower NIMs, less volatility, etc etc etc

I was actually referring to the OTC mkt in my post. In the past, it used to be a vehicle for the smarter dealers to extract their pound of flesh from their more clueless buyside clients. Things have gotten better, though.

And, btw, to add to this... El Presidente Trumpo is dead set on making all these "arbs" great again. Yesterday, the mkt moved bigly on the back of the US Treasury report on proposed regulatory changes. It will soon good to be a banker again!

I recall seeing some simpler exotics on a couple of platforms, but those are the exception, rather than the rule. In general, these things have their uses and the mkt has developed a lot. In the past, IMHO, as a client looking for the right risk profile (as sle has described it), the exo...

That's actually spot on... The fundamental pressing issue in Japan can really be formulated as, very simply, "should we pull the plug on Grandma?"