actuaryalfred Wrote: ------------------------------------------------------- > again, no one remember the leveraged return stuff, > 2.86%? I remember. That number sounds the same as what I got.
I agree that borrower a quality is a factor in most cases, but after knowing that the collateral is going to be transferred, I would think it makes borrower quality the least important
fsa-sucker Wrote: ------------------------------------------------------- > actuaryalfred Wrote: > -------------------------------------------------- > ----- > > again, no one remember the leveraged return > stuff, > > 2.86%? > > > I remember. That number sounds the same as what I > got. that one is correct 
actuaryalfred Wrote: ------------------------------------------------------- > why the term of repo is important? it couldn’t be > too way off the standard one right? what wasnt important is credit quality of borrower
Mod Dietz 3.3% TWR 4.5% I f up the currency returns on Singapore dollar question… didn’t notice it was not local currency.
That leverage number sounds good. I dont remember exactly what I got, but as i recall the calculation was pretty straight forward and that sounds right.
CFAAtlanta Wrote: ------------------------------------------------------- > Mod Dietz 3.3% TWR 4.5% > > I f up the currency returns on Singapore dollar > question… didn’t notice it was not local > currency. Was this A?
net-of-fee lower gross-of-fee lower anyone?
actuaryalfred Wrote: ------------------------------------------------------- > net-of-fee lower gross-of-fee lower anyone? correct
lower, lower
prockets Wrote: ------------------------------------------------------- > i still think collateral was the right answer if > you consider each on individually: > > interest rates: direct impact > borrower quality: direct impact if no collateral, > if collateral, than less of an impact > term: direct impact > > but collateral quality will have an impact, but > less of an impact since the lender will at least > have something in pocket. How can you have a repo and no collateral? 
lower, lower - agreed
4.35% fed model?
I.Banker Wrote: ------------------------------------------------------- > CFAAtlanta Wrote: > -------------------------------------------------- > ----- > > Mod Dietz 3.3% TWR 4.5% > > > > I f up the currency returns on Singapore dollar > > question… didn’t notice it was not local > > currency. > > > Was this A? Don’t think so, but not 100% sure.
actuaryalfred Wrote: ------------------------------------------------------- > net-of-fee lower gross-of-fee lower anyone? i said both lower, but it was just a guess for the net-of-fee part
4.35
How much do you think a mid cap growth manager can deviate from his style before you fire him?
ChiTownShane Wrote: ------------------------------------------------------- > 4.35 correct
I put Japan and Japan back to back… Thought it was Japan for the 1st one because the hedged return is just the difference in the bond yield and the cash rate… Only Japan and 1 other country had a positive spread (bond yield - cash rate).
PJStyles Wrote: ------------------------------------------------------- > I put Japan and Japan back to back… Thought it > was Japan for the 1st one because the hedged > return is just the difference in the bond yield > and the cash rate… Only Japan and 1 other > country had a positive spread (bond yield - cash > rate). jap, jap, uk