Notes

Chapter 1

1. Imogen Rose-Smith, “The Great Hedge Fund Experiment,” Institutional Investor, June 2011.

2. Adam Richmond and Jason Ng, “Morgan Stanley Leveraged Finance Insights, XYZ or ETFs,” October 16, 2012.

3. Examples in late 2007–2008 include SIVs and hung bridge loans on banks’ balance sheets, mark-to-market CLOs, event of default on PB, and TRS financing surrounding Lehman bankruptcy.

4. Lehman Brothers Holdings Inc. Chapter 11 Proceedings Examiner’s Report, Jenner & Block, http://lehmanreport.jenner.com/docs/BARCLAYS/LBEX-LL%202165164–2165176.pdf.

5. S&P LCD, Markit, JP Morgan, September 2011.

6. Transaction conventions have largely been standardized (e.g., on quoting convention, yield calculation method, trading units, trade agreement ...

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