AVM Archive

From John Lobley

To my great friends at AVM/III, After 4 years in research and 20 years in sales, I am moving to trading (at Barclays). The ticker to buy puts on Barclays is “BARC LN Equity OMON”. I will be working for Ronti Pal who runs our swap and treasury desk. I will be ...Read More

Securitized Products Weekly Update: 12/22/08

[Skip to the end] Securitized Products Weekly Update: 12/22/08 Overview Securitized products continued to have a positive tone last week assisted by momentum from FOMC announcements. The RMBS sector benefited the most in hopes that aggressive downward pressure on mortgage rates will increase prepay speeds (thus enhancing yields in a deeply discounted ...Read More

AVM Corporate Credit Weekly Update

[Skip to the end] AVM Corporate Credit Weekly (Released n/a EST) AVM Corporate Credit Weekly (Dec 19) General Commentary It looks like people definitely took our thoughts from last week to heart, as the “January Effect” came early to the corporate credit markets this past week. The IG, High Yield and Leveraged ...Read More

AVM Repo Commentary

[Skip to the end] Good report, thanks, and another example of blood flowing around the clot. Scorecard: Financial sector in a shambles A2 GDP now forecast at 3% or more helped by tax cuts/rebates So as the financial sector worsens the government can cut taxes to sustain output and growth. Seems like ...Read More