作者appedix (职场菜鸟)
看板ForeignEX
标题Re: [策略] Flip to RISK AVERSE mode
时间Mon May 12 22:26:32 2008
※ 引述《appedix (职场菜鸟)》之铭言：
: 各位板大晚安,
: 今天在亚洲时段有个消息被大家忽略--
: 惠誉(Fitch Ratings)最快於下周调降旗下46%的AAA等级CDO tranche评等!!
: 许多退休基金以及保险业在投资固定收益商品的时候皆会设定投资准则,锁定AAA等级的
: 标的.我认为如果惠誉真个调降评等,这些real money被迫要出清部位,转入美国公债
: 而且这个动作恐怕已经在市场上进行,因为<1>美债/欧债/日债殖利率这两天持续下滑
: <2>美国30年公债得标比低於预期<3>美国及欧洲的credit spread连续三天widen.
: 加上AIG昨天被降等的消息发酵.我认为市场马上要进入另一波风险趋避的价格模式
: JPY及CHF连续两天走强,
: NZD/USD连续两天重挫,目前跌破0.77
: USD/ZAR今日大幅走高,目前破7.70
: 下周值得注意.
: 以上浅见
MBIA Posts Loss of $2.4 Billion as CDO Slump Deepens (Update3)
By Christine Richard
May 12 (Bloomberg) -- MBIA Inc., the bond insurer whose market value tumbled
87 percent in the past year, posted a net loss that was wider than analysts
estimates as the slump in mortgage securities deepened.The first-quarter loss
was $2.4 billion as the value of derivatives tumbled $3.58 billion, Armonk,
New York-based MBIA said in a statement today. The operating loss of $3.01 a
share was more than twice the $1.21 average estimate of analyst surveyed
by Bloomberg.
市场焦点有慢慢转回信贷市场的迹象
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