The Credit Crisis Financial Stocks Short Journal

Discussion in 'Journals' started by Daal, Aug 14, 2008.

  1. One of the alternative theories I have heard (from Deutsche's ecos, I think) is that it's not the absolute amount of credit (as measured by the various credit condition indices) that matters. What matters is the incremental change in the amount of credit available, as it has an inordinate amount of influence on consumer behavior.

    I haven't quite decided if I buy it. It smacks a bit of data-mining, to be honest, but there could be something there.
     
    #1081     Nov 24, 2009
  2. Daal

    Daal

    In any event the FDIC is reporting
    "Quarterly Decline in Loan Balances Is Largest on Record"

    "Total loan and lease balances declined by
    $210.4 billion (2.8 percent) during the quarter. This is the largest percentage decline in loan balances in any
    quarter since insured institutions began reporting quarterly results in 1984"

    And Q4 should be pretty bad(likely worse) as the Fed Survery shows further tightening and demand still down

    http://www2.fdic.gov/qbp/2009sep/qbp.pdf
     
    #1082     Nov 24, 2009
  3. Well, if you look through the Fed's Senior Loan Officer Survey (here: http://www.federalreserve.gov/boarddocs/snloansurvey/200911/), you may conclude that credit conditions have eased quite a bit since we plumbed the depths of despair in late 2008. Attached is just a couple of charts, but they reflect, in my view, what's been going on most recently.

    So the argument is that this recent uptick in the availability of credit has provided a massive expansionary boost. Obviously, all this lending is effectively done by the govt, but that's another matter altogether.
     
    #1083     Nov 24, 2009
  4. Daal

    Daal

    I would disagree with the 'you may conclude that credit conditions have eased quite a bit'. The fed survey charts are still showing further net tightening, net loosening will come when they drop bellow 0

    But if by 'you may conclude that credit conditions have eased quite a bit', you mean eased in a 2nd derivative sense than I agree
     
    #1084     Nov 24, 2009
  5. Sorry, my fault... I should have formulated it better.

    The idea behind the theory is that it's exactly the second derivative that drives behavior.
     
    #1085     Nov 24, 2009
  6. Daal

    Daal

    I'm not sure if this theory is true, even though the problem is getting worse at a slower pace lending standards are the highest since the crisis began and the next survey seems likely to still show more net tightening. So if there is an improvement in behavior it almost certainly wont come from credit avaliability, which still is reaching new lows
     
    #1086     Nov 24, 2009
  7. Could be you're correct. I have not considered it carefully enough.
     
    #1087     Nov 24, 2009
  8. Daal

    Daal

    #1088     Nov 24, 2009
  9. Daal

    Daal

    #1089     Nov 24, 2009
  10. The Eurodollar options have moved up impressively in price the past couple of weeks. Are you tempted to take any profits? I'm used to a sawtooth world, but E$'s only seem to move in one direction lately! There has to be a 75 point pullback out there soon, one would think.
     
    #1090     Nov 25, 2009