| Sendedatum | 2008-09-26 17:25:05 |
|---|---|
| Ausgabe | 47 |
Hallo,
hier eine weitere Ausgabe des beliebten Newsletters für Masochisten und Weltuntergangssekten. Je nach Newsreader kann die Darstellung weniger als perfekt befriedigend sein, daher könnte sich ein Blick auf die Onlineversion lohnen, die außerdem verschlagwortet ist.
Inhaltsverzeichnis:
- Re: Alles wird gut!!!47! - FED-Bilanz
- Re: Alles wird gut!!!47! - Libor-OIS spread
- Re: Alles wird gut!!!47! - Largest european banks: too big to be saved
- Re: Alles wird gut!!!47! - FED-Bilanz
- Re: Alles wird gut!!!47! - Libor-OIS spread
- Re: Alles wird gut!!!47! - Largest european banks: too big to be saved
Inhalt:
http://blogs.cfr.org/setser/2008/09/26/extraordinary-times/
Wenn derjenige die Bilanz der FED richtig liest, dann hat die FED in den letzten 2 Wochen 330 Mrd. Dollar _zusaetzlich_ verliehen.
Wenn derjenige die Bilanz der FED richtig liest, dann hat die FED in den letzten 2 Wochen 330 Mrd. Dollar _zusaetzlich_ verliehen.
http://ftalphaville.ft.com/blog/2008/09/25/16327/what-price-risk/
Die Graphik ist, naja, sieh' sie Dir selbst an. Dieser Spread mißt die
Wahrnehmung der Risiken im Kreditmarkt.
Zitat:The Libor-OIS spread is the metric the Fed uses to capture the
perception of risk in the credit markets. It measures the premium on
the dollar interbank lending rate over the US dollar overnight swaps,
which capture central bank interest-rate risk.
Back in August/September last year, when the Libor-OIS spread first
blew out, everyone was saying what a freak event it was. Judging
from the spike this September, not so much.
perception of risk in the credit markets. It measures the premium on
the dollar interbank lending rate over the US dollar overnight swaps,
which capture central bank interest-rate risk.
Back in August/September last year, when the Libor-OIS spread first
blew out, everyone was saying what a freak event it was. Judging
from the spike this September, not so much.
Die Graphik ist, naja, sieh' sie Dir selbst an. Dieser Spread mißt die
Wahrnehmung der Risiken im Kreditmarkt.
http://www.rgemonitor.com/euro-monitor/253731/european_banking_on_borrowed_time
Deutsch:Deutsche Bank: 50fach gehebelt.
Barclays: 60fach.
Fortis: 33fach.
Zitat:The crucial problem on this side of the Atlantic is that the largest
European banks have become not only too big to fail, but also too
big to be saved. For example, the total liabilities of Deutsche Bank
(leverage ratio over 50!) amount to about €2,000bn (more than
Fannie Mae) or more than 80 per cent of the gross domestic product
of Germany. This is simply too much for the Bundesbank or even the
German state, given that the German budget is bound by the rules
of the European Union’s stability pact and the German government
cannot order (unlike the US Treasury) its central bank to issue more
currency. Similarly, the total liabilities of Barclays of around
£1,300bn (leverage ratio 60!) are roughly equivalent to the GDP of
the UK. Fortis bank has a leverage ratio of “only” 33, but its
liabilities are three times the GDP of its home country of Belgium.
European banks have become not only too big to fail, but also too
big to be saved. For example, the total liabilities of Deutsche Bank
(leverage ratio over 50!) amount to about €2,000bn (more than
Fannie Mae) or more than 80 per cent of the gross domestic product
of Germany. This is simply too much for the Bundesbank or even the
German state, given that the German budget is bound by the rules
of the European Union’s stability pact and the German government
cannot order (unlike the US Treasury) its central bank to issue more
currency. Similarly, the total liabilities of Barclays of around
£1,300bn (leverage ratio 60!) are roughly equivalent to the GDP of
the UK. Fortis bank has a leverage ratio of “only” 33, but its
liabilities are three times the GDP of its home country of Belgium.
Deutsch:Deutsche Bank: 50fach gehebelt.
Barclays: 60fach.
Fortis: 33fach.
"the largest European banks have become not only too big to fail, but
also too big to be saved."
http://blogs.cfr.org/setser/2008/09/26/extraordinary-times/
Wenn derjenige die Bilanz der FED richtig liest, dann hat die FED in den letzten 2 Wochen 330 Mrd. Dollar _zusaetzlich_ verliehen.
Wenn derjenige die Bilanz der FED richtig liest, dann hat die FED in den letzten 2 Wochen 330 Mrd. Dollar _zusaetzlich_ verliehen.
http://ftalphaville.ft.com/blog/2008/09/25/16327/what-price-risk/
Die Graphik ist, naja, sieh' sie Dir selbst an. Dieser Spread mißt die
Wahrnehmung der Risiken im Kreditmarkt.
Zitat:The Libor-OIS spread is the metric the Fed uses to capture the
perception of risk in the credit markets. It measures the premium on
the dollar interbank lending rate over the US dollar overnight swaps,
which capture central bank interest-rate risk.
Back in August/September last year, when the Libor-OIS spread first
blew out, everyone was saying what a freak event it was. Judging
from the spike this September, not so much.
perception of risk in the credit markets. It measures the premium on
the dollar interbank lending rate over the US dollar overnight swaps,
which capture central bank interest-rate risk.
Back in August/September last year, when the Libor-OIS spread first
blew out, everyone was saying what a freak event it was. Judging
from the spike this September, not so much.
Die Graphik ist, naja, sieh' sie Dir selbst an. Dieser Spread mißt die
Wahrnehmung der Risiken im Kreditmarkt.
http://www.rgemonitor.com/euro-monitor/253731/european_banking_on_borrowed_time
Deutsch:Deutsche Bank: 50fach gehebelt.
Barclays: 60fach.
Fortis: 33fach.
Zitat:The crucial problem on this side of the Atlantic is that the largest
European banks have become not only too big to fail, but also too
big to be saved. For example, the total liabilities of Deutsche Bank
(leverage ratio over 50!) amount to about €2,000bn (more than
Fannie Mae) or more than 80 per cent of the gross domestic product
of Germany. This is simply too much for the Bundesbank or even the
German state, given that the German budget is bound by the rules
of the European Union’s stability pact and the German government
cannot order (unlike the US Treasury) its central bank to issue more
currency. Similarly, the total liabilities of Barclays of around
£1,300bn (leverage ratio 60!) are roughly equivalent to the GDP of
the UK. Fortis bank has a leverage ratio of “only” 33, but its
liabilities are three times the GDP of its home country of Belgium.
European banks have become not only too big to fail, but also too
big to be saved. For example, the total liabilities of Deutsche Bank
(leverage ratio over 50!) amount to about €2,000bn (more than
Fannie Mae) or more than 80 per cent of the gross domestic product
of Germany. This is simply too much for the Bundesbank or even the
German state, given that the German budget is bound by the rules
of the European Union’s stability pact and the German government
cannot order (unlike the US Treasury) its central bank to issue more
currency. Similarly, the total liabilities of Barclays of around
£1,300bn (leverage ratio 60!) are roughly equivalent to the GDP of
the UK. Fortis bank has a leverage ratio of “only” 33, but its
liabilities are three times the GDP of its home country of Belgium.
Deutsch:Deutsche Bank: 50fach gehebelt.
Barclays: 60fach.
Fortis: 33fach.
"the largest European banks have become not only too big to fail, but
also too big to be saved."
Gruß, Uwe
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