Jump to content

LEH


Recommended Posts

Anyone who does not understand what "too big to fail" means should read these articles. Falls into the be careful what you wish for phase. No way LEH should have been allowed to fail, a brokered Bear-style sale to Barclays...fine.

 

Derivatives

 

http://www.businessweek.com/magazine/conte...04000160047.htm

 

Reserve Fund

 

http://www.usnews.com/blogs/new-money/2008...s-may-lose.html

 

http://www.financialweek.com/apps/pbcs.dll...8/REG/809189988

 

http://www.bloomberg.com/apps/news?pid=206...&refer=home

 

CDS (Anyone wondering why the equity/commodity/credit (partially) markets were so f*cked last week).

 

http://blogs.wsj.com/marketbeat/2008/10/09...man-cds-unwind/

 

http://www.independent.co.uk/news/business...yed-960345.html

Link to comment
Share on other sites

CDS (Anyone wondering why the equity/commodity/credit (partially) markets were so f*cked last week).

 

http://blogs.wsj.com/marketbeat/2008/10/09...man-cds-unwind/

 

http://www.independent.co.uk/news/business...yed-960345.html

 

Nothing to see here, move along folks. Although if anyone is interested, follow Gorilla Tactics' link in the WSJ story.

Link to comment
Share on other sites

Nothing to see here, move along folks. Although if anyone is interested, follow Gorilla Tactics' link in the WSJ story.

 

One of those articles nets the overall exposure to about 6-8 BN. What's your opinion on the impact?

Link to comment
Share on other sites

One of those articles nets the overall exposure to about 6-8 BN. What's your opinion on the impact?

 

Don't know what that referred to, but the best estimate is that Lehman will cost about $360 bn to the protection sellers, out of $400 bn underwritten. Not to mention the trillions that governments around the world put up to prevent a bigger contagion. But hey, it was worth it to teach Wall Street a lesson.

Link to comment
Share on other sites

Don't know what that referred to, but the best estimate is that Lehman will cost about $360 bn to the protection sellers, out of $400 bn underwritten. Not to mention the trillions that governments around the world put up to prevent a bigger contagion. But hey, it was worth it to teach Wall Street a lesson.

 

Rich people bad.

Link to comment
Share on other sites

Don't know what that referred to, but the best estimate is that Lehman will cost about $360 bn to the protection sellers, out of $400 bn underwritten. Not to mention the trillions that governments around the world put up to prevent a bigger contagion. But hey, it was worth it to teach Wall Street a lesson.

 

It referred to DTCC's calculation. DTCC handles all electronic positions of securities in the US and I wouldn't be surprised if they also provide services to OTC transactions such as CDS.

Link to comment
Share on other sites

Don't know what that referred to, but the best estimate is that Lehman will cost about $360 bn to the protection sellers, out of $400 bn underwritten. Not to mention the trillions that governments around the world put up to prevent a bigger contagion. But hey, it was worth it to teach Wall Street a lesson.

No one knows what the cost of the payout will be for sure. The "big fellas" now have access to the Fed, so they'll be fine. It's the HFs and insurance companies that may go under from this. It's my understanding that the obligations must be paid October 21.

Link to comment
Share on other sites

One of those articles nets the overall exposure to about 6-8 BN. What's your opinion on the impact?

 

That is based on the estimated netting of the contracts, and that is logical, since only the idiots would not have hedged their naked CDS exposure. That was the argument sold by proponents of CDSs - that the notional $50 trillion figure is exaggerated, and the amount at risk is much more negligible and wouldn't lead to a systemic risk.

 

The problem is that since you don't know who has what position, you introduce a greater degree of uncertainty into the market, which tends to move in wild swings in the face of the unknown. The gov't intervention and the LEH auction soothed a lot of nerves, but people won't relax until they're certain there won't be another collapse.

 

In the end, the actual CDS market has held up, but the fears that surround it drove the volatility and the panic.

Link to comment
Share on other sites

×
×
  • Create New...