-
Copyright 2011-2020. All Rights Reserved.
Twitter Updates
Tweets by SmithWinthrop-
Recent Posts
- September in Paris
- Talk on Alternative Factor Investing
- Bond Talk on May 23
- New Paper on Bond Portfolio Dynamics
- Spam Followers
- The Invisible Run-Off
- My Letter to the Wall Street Journal
- Quarter the Cross: An Elegant Construction
- Quarter the Cross
- My FT Alphaville Commentary on Managing U.S. Treasury Debt
Top Posts & Pages
Recent Comments
Categories
Archives
Tag Cloud
- Average Life Formula
- Benjamin T. Solomon
- Big Data
- Bond Math
- Bond Math Puzzle
- Bond Puzzle
- Brandeis University
- Brookings Institution
- Calculus
- Calendar Puzzle
- Callable Premium Bonds
- Carmen Reinhart
- Christmas Trees
- Closed Formula
- Conferences
- Cool Graphs
- Derivative
- Economics
- Excel Tables
- Fast Formulas
- Federal Reserve
- Finance Math Puzzle
- Financial Math
- Floating Rate Debt
- FRNs
- GARP
- Geometric Series
- Gravitation
- Halton Sequence
- Humor
- Innovations
- Interest Rate Risk
- Japan
- Johann Sebastian Bach
- Ken Rogoff
- Loan Average Life
- Marc Faber
- Math
- MATLAB
- Matt Henderson
- Mortgage-Backed Securities
- Municipal Bonds
- Municipal Finance Conference
- National Debt
- Optimization
- Physics
- Precious Metals
- Public Debt
- Pure Math
- Puzzle
- Puzzle #1
- Puzzle #2
- Puzzle #3
- Quasi-Geometric Series
- Quasi-random
- Quotes
- QWAFAFEW
- Representing Numbers
- Seeking Alpha
- Space Travel
- Spreadsheet Tips
- Talks
- TED Talks
- The Bond Buyer
- Thomas Herndon
- Treasury Debt
- Treasury Floaters
- Tsunami
- U.S. Treasury
- U.S. Treasury Debt
- UC Denver
- volunteerAKITA
- Weighted Average Life
- Weighted Average LTV
- Weighted Average Maturity
Blogroll
Consultants
Father/Daughter Math Adventures
LinkedIn
Recommended Music
Tumblr
Meta
Tag Archives: GARP
The Money We Live With
My friend Matt Hergott has just published The Money We Live With: Understanding the World Through the Prism of Modern Money, an Amazon eBook. From the Introduction: This book is about contemporary money, how it is used by policymakers to … Continue reading
“After the Taper” Slides Now Available
On November 3, I gave a talk titled “After the Taper: Risks for the Fed and the Treasury” to the Denver Chapter of the Global Association of Risk Professionals (“GARP”). We had an interesting mix of attendees from around the … Continue reading
Adventures with the Treasury and the Fed
Last year, my wife and I put on an event to recognize the success of a fast-growing division of the Hunt Companies. The event was held at the Boettcher Mansion on Lookout Mountain outside Denver. Corrina, a sommelier and chef, … Continue reading
Posted in Bonds, Economics
Tagged Brookings Institution, Federal Reserve, GARP, U.S. Treasury, U.S. Treasury Debt
Leave a comment
GARP Talk on Unconventional Energy Resources
I will be the guest host for a talk tomorrow, September 20, at the Denver Chapter of the Global Association of Risk Professionals (“GARP”). The topic is “Unconventional Resources in North America and the Potential for Energy Independence”, and the … Continue reading
GARP Presentation on Interest Rate Risk and the Treasury
Last week, I gave a talk to the Denver Chapter of the Global Association of Risk Professionals (“GARP”) on the topic of “Interest Rate Risk and the U.S. Treasury.” Click Here to see the slides in a new window (the slide … Continue reading
Posted in Bonds, Economics
Tagged Federal Reserve, GARP, Interest Rate Risk, Marketable Debt, Talks, Treasury Debt, U.S. Treasury, Weighted Average Maturity
2 Comments
Upcoming Talk on the Interest Rate Risk of the U.S. Treasury
I will be giving a talk on “Interest Rate Risk and the U.S. Treasury” to the Denver Chapter of the Global Association of Risk Professionals (“GARP”) on Thursday, July 19, 2012. Here is an abstract: The U.S. Treasury now … Continue reading