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Shmtur
11-12-2008, 09:13 PM
I know Jason McCullough already posted it here (http://www.quartertothree.com/game-talk/showpost.php?p=1543409&postcount=782) but this article really deserves its own discussion thread.

http://www.portfolio.com/news-markets/national-news/portfolio/2008/11/11/The-End-of-Wall-Streets-Boom#page1

The insider view of Wall Street is both fascinating and sickening. I hesitate to quote specific parts, both because I'm terrible at picking out good excerpts, and because the entire thing deserves to be read.


The funny thing, looking back on it, is how long it took for even someone who predicted the disaster to grasp its root causes. They were learning about this on the fly, shorting the bonds and then trying to figure out what they had done. Eisman knew subprime lenders could be scumbags. What he underestimated was the total unabashed complicity of the upper class of American capitalism. For instance, he knew that the big Wall Street investment banks took huge piles of loans that in and of themselves might be rated BBB, threw them into a trust, carved the trust into tranches, and wound up with 60 percent of the new total being rated AAA.

But he couldn’t figure out exactly how the rating agencies justified turning BBB loans into AAA-rated bonds. “I didn’t understand how they were turning all this garbage into gold,” he says. He brought some of the bond people from Goldman Sachs, Lehman Brothers, and UBS over for a visit. “We always asked the same question,” says Eisman. “Where are the rating agencies in all of this? And I’d always get the same reaction. It was a smirk.” He called Standard & Poor’s and asked what would happen to default rates if real estate prices fell. The man at S&P couldn’t say; its model for home prices had no ability to accept a negative number. “They were just assuming home prices would keep going up,” Eisman says.

MarinusWA
11-13-2008, 12:38 AM
I read this article and there is absolutely nothing in there that surprises me one bit. Willful ignorance? Check. Rampant incompetence? Check. Large scale groupthink? Check. Power weilded by idiots still counts as power? Check.

The best part of course is that the looting of the populace is still going on at this very moment. Paulson is doing a good job dividing the bailout money amongst his cronies, nobody is going to do anything about it anyway.

Huzurdaddi
11-13-2008, 08:53 AM
Fun article, but this part in particular confused me:



Whatever rising anger Eisman felt was offset by the man’s genial disposition. Not only did he not mind that Eisman took a dim view of his C.D.O.’s; he saw it as a basis for friendship. “Then he said something that blew my mind,” Eisman tells me. “He says, ‘I love guys like you who short my market. Without you, I don’t have anything to buy.’ ”

That’s when Eisman finally got it. Here he’d been making these side bets with Goldman Sachs and Deutsche Bank on the fate of the BBB tranche without fully understanding why those firms were so eager to make the bets. Now he saw. There weren’t enough Americans with shitty credit taking out loans to satisfy investors’ appetite for the end product. The firms used Eisman’s bet to synthesize more of them. Here, then, was the difference between fantasy finance and fantasy football: When a fantasy player drafts Peyton Manning, he doesn’t create a second Peyton Manning to inflate the league’s stats. But when Eisman bought a credit-default swap, he enabled Deutsche Bank to create another bond identical in every respect but one to the original. The only difference was that there was no actual homebuyer or borrower. The only assets backing the bonds were the side bets Eisman and others made with firms like Goldman Sachs. Eisman, in effect, was paying to Goldman the interest on a subprime mortgage. In fact, there was no mortgage at all. “They weren’t satisfied getting lots of unqualified borrowers to borrow money to buy a house they couldn’t afford,” Eisman says. “They were creating them out of whole cloth. One hundred times over! That’s why the losses are so much greater than the loans. But that’s when I realized they needed us to keep the machine running. I was like, This is allowed?”


Anyone know what the mechanics are behind this?

Tim James
11-13-2008, 08:58 AM
There are a lot of works on the madness of crowds in terms of bubbles and average investors, but I wonder if we will get some good ones about institutional investors and financial corporation culture now.

noun
11-13-2008, 09:09 AM
Fantastic article. It really helps explain the cognitive dissonance between what we have been told for years (the economy is fine!) and what we all saw first hand (downsizing, corporate bankruptcies, jobs going overseas, no growth in any sector). It was all an Enron shell game on an epic level.

Fuck prison, these people need to all be executed, China style.

Funkdrunk
11-13-2008, 11:44 AM
Anyone know what the mechanics are behind this?

Are you asking about how credit default swaps work? There was a law change that changed the rules so that you don't need to own the investment in order to make a bet on it. Essentially people were making bets on how successful a bet would be. So in the example given, after Eisman made his bet, they took his bet and made a product of it, in the form of another bet. This continued until a web of leverage was created, held up by nothing.

60 Minutes did a great piece on credit default swaps a few weeks back. Here's the transcript

http://www.cbsnews.com/stories/2008/10/26/60minutes/main4546199.shtml

and here's the video

http://www.cbsnews.com/video/watch/?id=4546583n

Funk.

Huzurdaddi
11-13-2008, 01:30 PM
So in the example given, after Eisman made his bet, they took his bet and made a product of it, in the form of another bet.

This is exactly what I don't get. I don't see what the side bet iet. Eisman's bet, and I don't see how that inflated the leverage.




60 Minutes did a great piece on credit default swaps a few weeks back. Here's the trans
and here's the video

http://www.cbsnews.com/video/watch/?id=4546583n

Funk.

The transcript linked does not seem to explain what happens after someone buys a CDS.

Ah I just went to the wiki. I see how it is structured, a monthly premium is paid, which is then repackaged. However, this still does not explain the leverage as the spread would (genreally) be very low so the repackaged CDS would be of far lesser value than the underlying CDO.