The Credit Crisis Financial Stocks Short Journal

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

  1. Daal

    Daal

    It looks like Tiger's marriage is over so he might play the next major
     
    #1171     Dec 17, 2009
  2. He was always going to play in Masters anyway. The dude is still a golfer. If he can walk and if he's qualified, no way anybody every skips the Masters.

    Interesting article here. The point is that, at least in the UK, they couldn't inflate away their debt even if they wanted to since nearly all of the liabilities of the gov't are somehow indexed to inflation. The only solution is belt-tightening.

    http://www.telegraph.co.uk/finance/...heres-only-one-escape-from-our-debt-trap.html

    governments have, largely unwittingly, sewn safeguards into the debt market which make an inflation strategy pointless. Since the 1970s, we have issued an increasing amount of debt in the form of index-linked bonds, which now account for a quarter of the debt market. These are inflation-proof: the debts increase automatically alongside inflation. Then there are the country's other liabilities: public sector pensions (circa £800 billion), the state pension (£1.4 trillion) and the costs of private finance initiatives (£140 billion), all of which are tied to inflation.
     
    #1172     Dec 17, 2009
  3. Well, firstly, US has, on the whole, a lot more TIPS outstanding than UK has of IL gilts, so it's not just the UK.

    Secondly, even though I am normally not a conspiracy theorist, I do believe that statistics agencies will do what has to be done, when needs must. Some say that the Japanese govt with their, shall we say, 'interesting' CPI rebasing methodologies, has already practiced creative inflation accounting.
     
    #1173     Dec 17, 2009
  4. Daal

    Daal

    It seems that an increasing number of countries are going into problems in terms of CDS widening, rating downgrades, auction failures. Soros had a theory back in the 80's that the large US fiscal deficit created by Reagan sucked in world savings precipitating the EM debt crisis of the early 80's(where Citi and other banks got into trouble).
    It seems that a similar thing is going on right now, except it seems worse as the US is running record deficits along with other large countries
    That in theory could increase the market's sensitivity to sovereign debt issues at the margin

    It this point however its unclear how this plays out, I wonder if there is some kind of data on world government debt to world gdp and how has the evolved over the years
     
    #1174     Dec 18, 2009
  5. Those deficits of the early 80s were run alongside a tight monetary policy. Another theory of Soros' is that a large budget deficit run alongside tight money would lead to a rising currency, which was certainly the case in the US in the early 80s and Germany after reunification.

    The current deficits are being run w/loose monetary policy - i.e. this time the deficits are being financed by the central banks, whereas before they were financed by attracting capital from other sources.
     
    #1175     Dec 18, 2009
  6. Daal

    Daal

    Even in the US which seem to be running the largest QE program out there, deficit monetization is not that big. If my numbers are right the fed monetized less than 25% of the deficit and now the program is over. That will absorb a lot of savings. Maybe in the UK is more but still, the developed world is drawing a lot of capital
     
    #1176     Dec 18, 2009
  7. Don't forget the steep yield curve. Banks borrow from the gov't at 0% and then turn around and lend it back to the gov't (buy treasuries) for anywhere between 0.50% and 4.5%. Nice work if you can get it.

    Your purchase of FF futures a few months out is really just a synthetic way of doing what the banks are doing.

    I believe Hugh Hendry has the best way of profiting from the eventual blow up the current scenario - that is by buying a basket of extemely cheap sovereign and corporate CDS (an example: highly leveraged Tokyo Electric Power 5 year CDS trades at 32 BP!). At some point, capital to finance gov't deficits and corp debt is going to come under severe constraint.
     
    #1177     Dec 18, 2009
  8. Daal

    Daal

    I like the CDS idea. IB doesnt have them but even then I'm not wealthy enough to bet in these. However if the next credit crisis will be at the sovereign level I do know that equities will likely fall a lot
     
    #1178     Dec 18, 2009
  9. Roubini says gold is prone to collapse in such a scenario as well.

    Agree?
     
    #1179     Dec 18, 2009
  10. I've talked to a couple of brokers about them. At the big houses, I'm hearing $10M minimum account size to start buying CDS. At a couple of places I've never heard of, its more like $1-$2M.

    The other great idea I'm hearing was from Jim Chanos' interview the other day. He's shorting Aussie commodity producers on the idea that China is Dubai times 1000. If China does go kablooyee, all of those Aussie rate hikes baked into the cake are going to turn into rate cuts. Call options on Aussie short term rates actually falling are probably cheap, dirt cheap. IB doesn't offer these. I'm in the process of researching brokers and pricing for these things.
     
    #1180     Dec 18, 2009