BANKRUPTCY RISK <-- Required reading

Discussion in 'Trading' started by kmiklas, Apr 23, 2020.

  1. kmiklas

    kmiklas

    Peeps:

    Be sure to assess bankruptcy risk before taking any positions. The laws vary for different types of bankruptcy, but generally, your position will be locked; you will not be able to exit. Maybe you will get a few coins on your dollar in 2025. They call it "restructuring," which basically means that they seize the cash value of your common shares and give it to those with preferred shares.

    I'm running a bankruptcy risk algo, and a spectrum of tickers are showing some worrying movement. Obviously in the oil industry, but there are more to follow in holding companies, Chinese-based companies, and others. There are thousands of companies a little lower on the bailout list. Recall the 9-11 attacks of 2001 when planes were grounded: all the airlines declared bankruptcy in subsequent years. Retail and commercial mortgage lenders alike are at risk because of expected delinquencies.

    1. Google for bankruptcy on your target before taking a position.
    2. If you have access to a Bloomberg Terminal, you can also check the shape of the Credit Default Swap (CDS) curve.
    3. Failing this, look at the premiums on put options. I'm not sure what happens to puts on a bankruptcy, but it can't be good. Regardless, this is a great indicator. EDIT: I posted a separate thread about this here:
    https://www.elitetrader.com/et/threads/option-indicators-of-bankruptcy-risk.343764/

    Mainstream media is very tight-lipped about this risk; they don't want to alarm the masses.

    Caveat Emptor

    With all the love in the world,
    Keith :^)
     
    Last edited: Apr 23, 2020
  2. Girija

    Girija

    put is a contract. Whoever has to pay, will need to honor the payment.
     
    lovethetrade and kmiklas like this.
  3. KCalhoun

    KCalhoun

    Great point and cautionary note...

    There will be many bankruptcies especially small and midcaps, so I'm scaling into TZA SRTY inverses, eg shorting the Russell may be a good play
     
  4. could you research TUI (travels) for me, since I don't have BB?
     
  5. R2K good short, agreed.
     
    KCalhoun and kmiklas like this.
  6. kmiklas

    kmiklas

    NYSE:IWM?
     
  7. Russel 2000 Index

    Could you research TUI1 for me?
     
    kmiklas likes this.
  8. kmiklas

    kmiklas

    ok tomorrow I'm burnt been at this since early morning.
     
    Genevian Speculator likes this.
  9. Thank you in advance, sir
     
    kmiklas likes this.