The Credit Crisis Financial Stocks Short Journal

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

  1. Daal, when you look at stockmarket performance in 2009 (albeit local currency) the correlation between a weak stockmarket and government solvency concerns is less clear than your comment might suggest.

    http://www.elitetrader.com/vb/showthread.php?s=&threadid=187177&highlight=currency

    A glitch or is there something more to the story?

    Cheers.
     
    #1321     Feb 10, 2010
  2. Daal

    Daal

    Thats true, its a matter of what the market is paying attention to. Greece was in a debt trouble most of 2009 but the market only started to get worried about it when the agencies downgraded them(dec). Dubai only went into trouble when they announced they might not make payments,etc

    The thing is, it might take a while for the agencies to act. Spain is still rated AAA by some, the market might though ignore the agencies and act by itself and CDS could move first. But you can notice the market is waking up more and more to sovereign debt problems, and stocks dont usually like that
     
    #1322     Feb 10, 2010
  3. Daal

    Daal

    Many people predicted the recession and the financial crisis but it surprised to the downside of even them, that crisis built the seeds to a sovereign debt crisis, so why are some now expecting a soft landing to that?
    If anything it might surprise to the downside again, specially compared to market expectations(that is usually too rosy).

    The IMF does change things, its like TARP is already in place to prevent failures but Rogoff says in some cases the IMF cant do much as there are structural issues, which means losses to bondholders and uncertainty.

    Plus multiple equilibria plays a role as well, if people think a country is in trouble they will soon be in one as their will pay ever higher interest rates and have problems in their debt auctions. So confidence is important, the latest rounds of 'this is just a rumor, we wont bailout greece' 'no bailouts' just adds fuel to the fire, politicians seem quite inclined to do that, they wait till the last moment to surrender
     
    #1323     Feb 10, 2010
  4. m22au

    m22au

    #1324     Feb 10, 2010
  5. Daal

    Daal

    I dont believe that is a big deal, the Fed already shutdown just most of the emergency lending programs, the small spread of discount to fed funds was a done in a emergency basis so its appropriate that is taken out. Yet the front end as usual tanks heavly at any hint of hawkishness
     
    #1325     Feb 10, 2010
  6. Of course, this is in direct contradiction to what Bullard said yesterday. What the Beard is talking about is my nightmare scenario in which rates rise at the short end for technical reasons - having nothing to do w/the strength of the economy, but wiping out the value of the GE calls anyway.

    As for stocks, they may go up or they may go down. Its hard to see how a techinical increase of 50 or 100 basis points in the funds rate will have any effect on stocks. I would expect the investment community to argue to the fact that the Fed allows the short end to rise is good news because it means they have little concern about a double dip or continued deflation. S&P is up nearly 1% since the Beard's statement while the short end is getting hammered.
     
    #1326     Feb 10, 2010
  7. Daal

    Daal

    The Fed Senior Officer Loan Survey was flatish showing no change(which means the tight standards are still there), bad news, that is unless you work at Morgan Stanley macro team, where they think its good because 2nd derivative credit standard declines had coincided with higher capital markets credit issuance in the past(when the bubble was at full speed ahead). Well, there is some bad news for Greenlaw and his buddies

    http://www.bloomberg.com/apps/news?pid=20601087&sid=akE15WN3aLOE&pos=6

    I'm expecting they will look back at their Q3 FF hike call in disbelief as how they could be so off. They already seem to be in the process of doubting their views by saying 'Policy Uncertainty Clouds the Outlook' and claiming the government might make their forecasts wrong
     
    #1327     Feb 11, 2010
  8. Daal

    Daal

  9. Daal

    Daal

    Greenlaw says fed hikes in aug or sep even with 'exceptionaly low' language in
    http://www.cnbc.com/id/15840232?video=1409800698&play=1

    The market thinks exp low means 0% and the fed knows this, I dont believe there is much a chance they hike and say 'its only once or twice guys, dont worry about it'
     
    #1329     Feb 11, 2010
  10. Daal

    Daal

    Barclays Capital says US big banks are exposed to the tune of $130b to Greece debt. Now just wait as Goldman says they bought Greece CDS and their actual exposure to Greece is $0
     
    #1330     Feb 11, 2010