Archive for January, 2008

The Subprime Mortgage Crisis: Part 7. The “Master Conduit” Ends the Beginning of the Crisis.

Thursday, January 31st, 2008

When deception becomes denial, the revelation of truth can be as painful as Don Quixote’s classic look in the mirror. The big banks’ “Quixote moment” came when the major banks and the Secretary of the Treasury got together over the weekend and asked themselves, relatively early in the crisis, “How ...

The Subprime Mortgage Crisis, Part 6: Commercial Paper Gets “Innovative.”

Tuesday, January 29th, 2008

In Part 5, we reported the ultimate financial reality check. Regulators told banks to get rid of the standby Letters of Credit (LCs) that provided 100% protection for the Commercial Paper that has become the dominant means by which corporations finance their short term and increasingly, their longer term, financing ...

The Subprime Mortgage Crisis, Part 5: The Birth of the “Quants.”

Monday, January 28th, 2008

There are two kinds of banking “innovation.” First, the ones that make real money. These are hidden from public view or more often subtly described as one thing when in fact they are another. Banks have terrific problems protecting their genuine innovations. The buying and selling of banking assets is ...

The Subprime Mortgage Crisis, Part 4: Over-the-Counter Derivatives Become a Market.

Saturday, January 26th, 2008

If one actually does begin the afterlife with a conversation with St. Peter, I know the first topic of conversation in my case will be plain vanilla swaps. I was one of the first bankers to open an arbitrage book trading plain vanilla swaps against futures. This was an analytically ...