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Academic

: Conglomerate

Fat Bottomed Tails

By Gordon Smith, Christine, Hurt, Vic Fleischer, Fred Tung, Lisa Fairfax, David Zaring

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Are you gonna take my cash tonight
Ah, you make credit way too tight
Are we gonna get us a bailout
Fat bottomed tail you make the market cap go down
Hey, I was just a skinny lad
Thought V-a-R wasn't too bad
Thought ten sigma could not happen in my life
But then I met leptokurtosis
And the next thing that I know is
Great big crash you made a broke boy out of me

Hey hey!

I've been building up my brand
Tranching debt across the land
I seen every market model on the way, hey
But their smoothly normal style
Went kind of jerky after a while
Take me to Benoit and Nassim every time

C'mon--are you gonna take my cash tonight
Ah, you make credit way too tight
Oh, and you take all that I got
Fat bottomed tail you make the market cap go down
Fat bottomed tail you make the market cap go down

Hey listen here--
I bought mortgages on homes
By buying collateralized loans
Ain't no Gaussians in this locality (I tell you)
Oh, I ain't got no pleasure
I gave up all of my treasure
Hey fat tail, you made a poor man out of me

Now get this--
Oh (I know) you gonna take my cash tonight (please don't)
Oh, you make credit way too tight
Oh, we're gonna get us a bailout
Fat bottomed tail you make the market cap go down
Yeah, fat bottomed tail you make the market cap go down

Get to the Fed and beg
Oooh no, so bad, them fat bottomed tails
Fat bottomed tails
No no no, so bad, hey, beg for capital
Fat bottomed tails
No no

(I apologize, to Queen and to you.  Also, any substantive corrections welcome.)

Full post as published by Conglomerate on March 01, 2010 (boomark / email).

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