Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007.

Slides:



Advertisements
Similar presentations
Using fund flows as a factor in the investment process.
Advertisements

War Room 28 March 2012 Fixed Income in 2012: Are Bonds Still En Vogue?
FINANCIAL INNOVATION: GROWTH AND NEW PRODUCTS DERECHO & ECONOMÍA Dr. HERNÁN SABAU MAY 2001 DERIVATIVES AND RISK MANAGEMENT IN MEXICO.
1. Overview 2. Investment banking 3. Trading 4. Asset management Investment Banking 1 L9: Overview on Investment Banking.
What Is Investment Banking?  A segment within the financial services industry  A network of intermediaries that assists clients who need capital and.
Market Update and Debt Portfolio Review Sacramento Transportation Authority April 9, 2009 Presented by: Public Financial Management Inc. 50 California.
The Age of Turbulence, Credit Derivatives Style Hans NE Byström Lund University.
MTA Educational Foundation University Course – Technical Analysis of the Financial Markets ©2009 Lecture 10 - Sentiment & Supply/Demand This lecture series.
MTA Educational Foundation Half-Day College Level Presentation – INTRODUCTION TO TECHNICAL ANALYSIS ©2010 This lecture series is produced by the Market.
Measuring Risk in GEMs How High and at What Price? Kent Hargis Goldman Sachs & Co. February 27, 2000.
1 Investment Banking - Equity Bank of America (Merrill Lynch, Country Wide) Goldman Sachs (Bank Holding) JP Morgan Chase (Bear Stearns and Wa.Mutual) Morgan.
Morgan Stanley December 7th, 2004 By Adam Freda.
Financial Crisis James Barth Powerpoints March 2009 Complete presentation at Follow this link to.
Emerging Financial Markets 7. Diversification Can Help Reduce Risk Prof. J.P. Mei.
McGraw-Hill/Irwin Copyright © 2008 The McGraw-Hill Companies, Inc., All Rights Reserved. Asset Classes and Financial Instruments CHAPTER 2.
Financial Markets and Instruments Chapter 2. Major Classes of Financial Assets or Securities Debt - Money market instruments - Bonds Common stock Preferred.
Allissa Cembrook. Financial Basics  Investors purchase shares in the hopes that the company does well and will pay dividends to its shareholders.  Financial.
Dynamic Dependence in Corporate Credit
MTA Educational Foundation University Course – Technical Analysis of the Financial Markets ©2007 Lecture 1 - Introduction to Technical Analysis This lecture.
Chapter 23 Credit Risk Options, Futures, and Other Derivatives, 8th Edition, Copyright © John C. Hull 2012.
PRESENTED BY THE UCLA UNDERGRADUATE INVESTMENT SOCIETY Introduction to Investing.
Securities Operations
Adding Value While Managing Risk. 2 Profile of Fairlane Asset Management Manages traditional & non-traditional bond mandates Experienced investment professionals.
Credit Risk and the Value of Corporate Debt
Barry Allan, President & Chief Investment Officer WAISC Presentation September 13-14, 2010.
MCCBOA November 6, 2008‘Investing In Turbulent Times’ Turbulent Violently agitated or disturbed; tumultuous: turbulent rapids. Having a chaotic or restless.
Seminar: Timely Topics for Today’s Business World Mr. Bernstein Swaps January 12, 2015.
The “Great Recession”: The Government’s Response.
Using Flow of Funds to Explain the Financial Market Crisis David Nawrocki Villanova University November 2009 Philly Chapter of FPA.
Institutional Investments: Where Do We Go From Here? (Please tell me it’s up!) Presented by: Rick L. Smith, SVP, Institutional Investments Carolina First.
Department of Finance 1 Quarterly Investment Report Quarter Ending June 30, 2010 Finance Committee/City Council September 27, 2010 Vic Erganian – Deputy.
1 Does a longer time period reveal a different return-risk relationship? Historically, there has been no pay-off from duration extension –Intermediate.
CREDIT SPREADS ON STOCK INDEXES. WHY SELL CREDIT SPREADS? Non Correlation to Traditional Investments Limited Risk Ability to take advantage of time.
McGraw-Hill/Irwin Copyright © 2001 by The McGraw-Hill Companies, Inc. All rights reserved. 2-1 Financial Markets and Instruments Financial Markets and.
MTA Educational Foundation University Course – Technical Analysis of the Financial Markets ©2010 Lecture 10 - Sentiment & Supply/Demand This lecture series.
MTA Educational Foundation University Course – Technical Analysis of the Financial Markets ©2010 Lecture 10 - Sentiment & Supply/Demand This lecture series.
Chapter 2 Financial Securities. McGraw-Hill/Irwin © 2004 The McGraw-Hill Companies, Inc., All Rights Reserved. Classes of Financial Assets Financial assets.
Norges Bank 11 Executive Board meeting 28 May 2008.
Recovery and Financial Markets John Ryding, Chief Market Economist February 20, 2002.
Financial Risk Management of Insurance Enterprises Use of Financial Derivatives by US Insurers.
Financial Markets, Institutions & Derivative Instruments ECO 473 – Money & Banking – Dr. D. Foster.
Welcome to UIS!. What is UIS? Who we are What we do.
Economics 434 Financial Markets Professor Burton University of Virginia Fall 2015 November 5, 2015.
MTA Educational Foundation University Course – Technical Analysis of the Financial Markets ©2011 Lecture 10 - Sentiment & Supply/Demand This lecture series.
McGraw-Hill/Irwin Copyright © 2005 by The McGraw-Hill Companies, Inc. All rights reserved. Chapter 2 Financial Instruments.
The Stock Market & Financial Institutions. Market Indices  Dow Jones  S&P 500  NYSE  AMEX  Nasdaq  Russell 2000  Wilshire 5000  Etc.
1 Financial Crisis and the Global Fund’s Investments Presentation to the Global Fund Board November 7, 2008 Trustee, World Bank V.1.
Money Investments  What is an investment?  Investment is something bought for future financial benefit.  Promotes economic growth  Contributes to wealth.
The fallout. % of Countries with banking crisis
Assignment tips.
Part A: Asset Valuations
Part B: Market-based finance
2017 Outlook For the Financial Markets
Part A: Financial market fragility
Institutions & Derivative Instruments
The Third Quarter in Review
Emerging Market Financing Outlook Hung Tran October 2002
Introduction to the Stock Market
GulfMark Offshore, Inc. (NYSE:GLF)
Status of Investments and Swaps Exposure as of 12/31/08
WALL STREET CAREER TREK
Recovery and Financial Markets
Measuring Default Risk from Market Price
Securitization and Mortgage Crisis: The Fall of The Greatest
“Inflation Targeting, Disinflation and Exchange Rate Policy”
Financial Market Theory
Financial Markets & Institutions
Institutions & Derivative Instruments
Financial Instruments
Institutions & Derivative Instruments
Presentation transcript:

Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT S&P 500, Weekly

Robert Schott, CMT S&P 500, Weekly

Robert Schott, CMT S&P 500, Monthly

Robert Schott, CMT S&P 500, Monthly

Robert Schott, CMT US Five Year, Weekly

Robert Schott, CMT US Five Year, Weekly

Robert Schott, CMT US Five Year Swap Rate, Weekly

Robert Schott, CMT US Five Year Swap Rate, Weekly

Robert Schott, CMT US Five Year Swap Spread, Weekly

Robert Schott, CMT US Five Year Swap Spread, Weekly

Robert Schott, CMT Lockheed Martin 5-yr CDS, Weekly

Robert Schott, CMT Lockheed Martin 5-yr CDS, Weekly

Robert Schott, CMT Lockheed Martin Bond

Robert Schott, CMT Lockheed Martin Bond Yield, Weekly

Robert Schott, CMT Lockheed Martin Bond Yield, Weekly

Robert Schott, CMT CDX Investment Grade Index, Daily

Robert Schott, CMT CDX Investment Grade Index, Daily

Robert Schott, CMT CDX Crossover Index, Daily

Robert Schott, CMT CDX Crossover Index, Daily

Robert Schott, CMT Nasdaq 100 vs. CDX High Yield Index

Robert Schott, CMT Nasdaq 100 vs. CDX High Yield Index

Robert Schott, CMT S&P 500 vs. CDX Investment Grade Index

Robert Schott, CMT S&P 500 vs. CDX Investment Grade Index

Robert Schott, CMT CDS Biggest Movers YTD

Robert Schott, CMT CDS Biggest Movers YTD, Financials

Robert Schott, CMT Wells Fargo 5-yr CDS, Daily

Robert Schott, CMT Wells Fargo 5-yr CDS, Daily

Robert Schott, CMT Goldman Sachs 5-yr CDS, Daily

Robert Schott, CMT Goldman Sachs 5-yr CDS, Daily

Robert Schott, CMT Merrill Lynch 5-yr CDS, Daily

Robert Schott, CMT Merrill Lynch 5-yr CDS, Daily

Robert Schott, CMT CDS Biggest Movers 1 Month

Robert Schott, CMT Ford Motor Credit 5-yr CDS, Weekly

Robert Schott, CMT Ford Motor Credit 5-yr CDS, Weekly

Robert Schott, CMT GMAC 5-yr CDS, Weekly

Robert Schott, CMT GMAC 5-yr CDS, Weekly

Robert Schott, CMT IBM 5-yr CDS, Weekly

Robert Schott, CMT IBM 5-yr CDS, Weekly

Robert Schott, CMT CSX Debt Distribution

Robert Schott, CMT CSX Equity, Daily

Robert Schott, CMT CSX Equity, Daily

Robert Schott, CMT CSX 5-yr CDS, Daily

Robert Schott, CMT CSX 5-yr CDS, Daily

Robert Schott, CMT CSX Credit Ratings

Robert Schott, CMT Bear Stearns

Robert Schott, CMT Bear Stearns Debt Distribution

Robert Schott, CMT Bear Stearns, Weekly

Robert Schott, CMT Bear Stearns, Weekly

Robert Schott, CMT Bear Stearns 5-yr CDS, Weekly

Robert Schott, CMT Bear Stearns 5-yr CDS, Weekly

Robert Schott, CMT Bear Stearns Credit Ratings

Robert Schott, CMT Bear Stearns CDS Spreads

Robert Schott, CMT Goldman Sachs Credit Ratings

Robert Schott, CMT Goldman Sachs Stock vs. CDS

Robert Schott, CMT Goldman Sachs Stock vs. CDS

Credit Derivatives: A New Frontier for Technical Analysis Robert Schott, CMT