Monday links: let's play two

Some days there are too many items to fit in one linkfest. Today is one of them. Either that or we need to do a better job editing. In any event, in the immortal words of “Mr. Cub” Ernie Banks, “Let’s play two.”

“Securitization-run-amok” is the new reality. (via FT Alphaville)

Yves Smith at naked capitalism on the risk of counterparty defaults on CDS.

Zero Beta on the spread of the subprime “virus”. Who will get sick?

How do 1998 and 2007 differ? (via FT Alphaville)

Bess Levin at DealBreaker.com on another high profile quant fund taking its lumps (in public).

Felix Salmon at Market Movers on whether the worst is over for the ‘quant bloodbath.’

Bear Stearns stock has not exactly prospered after its bailout of two hedge funds. (via Bespoke Investment Group)

Harry Kat at All About Alpha writes, “Strict hedge fund replication is an illusion.”

Commercials are long VIX futures. (via VIX and More)

CXO Advisory Group on the chances of profiting from “plunge contagion.”

Wednesday should be interesting. (via NakedShorts)

“..Blackstone will probably do even fewer large deals in favor of smaller deals…” (via DealBook)

Even small buyouts are roiled by recent credit turmoil. (via Deal Journal)

Stephen J. Dubner at Freakonomics asks “How much does the President of the United States really matter?”

What I’ve Learned: Merv Griffin (via Esquire.com)

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