Role of Credit Default Swaps in Subprime Crisis

Background of Subprime Crisis The immediate cause or trigger of the crisis was the bursting of the United States housing bubble which peaked in approximately 2005-2006. High default rates on “subprime” and adjustable rate mortgages (ARM) began to increase quickly thereafter. An increase in loan incentives such as easy initial terms and a long-term trend of rising housing prices had encouraged borrowers to assume difficult mortgages in the belief they would be able to quickly refinance at more favorable terms. However, once interest rates began to rise and housing prices started to drop moderately in 2006-2007 in many parts of the U.S., refinancing became more difficult. Defaults and foreclosure activity increased dramatically as easy initial terms expired, home prices failed to go up as anticipated, and ARM interest rates reset higher. Foreclosures accelerated in the United States in late 2006 and triggered a global financial crisis through 2007 and 2008. Continue reading

Understanding the Financial Swaps Market

Exchange rate instability and the collapse of the Bretton Woods System and particularly the control over the movement of the capital internationally, paved the way for the origin of the financial swaps market. To day swaps are at the center of the global financial revolution. The growth is such that sometimes it looks like unbelievable but it is true. Though its growth will continue or not is doubtful. Already the shaking has started. In the “plain vanilla” dollar sector, the profits for brokers and market makers, after costs and allocation of risk capital, are measured in fewer than five basis points. This is before the regulators catch up and force disclosure and capital haircuts. At these spreads, the more highly paid must move on to currency swaps, tax-driven deals, tailored structures and schlock swaps. The fact which is certain is that, although the excitement may diminish, swaps will stay. Already, Continue reading

Positive and Negative Effects of Debt

Debt can be viewed as good and sometimes also can bad too. Debt makes people and organizations that they would not allowed to do. All this while, people use it to purchase houses, cars, and others things with their cash on hand. With the debt, they can spend as much as they want on expensive things. Besides, for those companies also use the debt as to influence the investment made in their assets. This influence of debt is considered as an important part in determining the riskiness of the investment. As we know that, the more the debt per equity, the more risky we will face. The increased of risks will bring some bad effects to organizations as well as individuals. As for individuals, the cost of servicing the debt can grow beyond the ability to pay due to both external events and this cause their income loss. And there Continue reading

International Equity Investments – Euro Equities

International equities or the Euro equities do not represent debt, nor do they represent  foreign direct investment. They are comparatively a new financial instruments representing foreign  portfolio equity investment. In this case, the investor gets the dividend and not the interest as  in case of debt instruments. On the other hand, it does not have the same pattern of voting  right that it does have in the case of foreign direct investment. In fact, international equities  are a compromise between the debt and the foreign direct investment. They are the  instruments that are presently on the preference list of the investors as well as the issuers. Benefits to Issuer/ Investor The issuers issue international equities under certain conditions and with certain  objectives. First, when the domestic capital market is already flooded with its shares, the  issuing company does not like toad further stress to the domestic stock of shares since Continue reading

Total Return Swaps (TRS)

Total Return Swaps (TRS), sometimes known as a total rate of return swaps or TR swaps,  are an on off-balance sheet transaction for the party who pays total returns composed of capital gains or losses plus the ordinary coupon or dividend, and receives LIBOR plus spread related to the counterparty’s credit riskiness on a given notional principal. The bank paying total returns is effectively warehousing, renting out its balance sheet while transferring economic value and risk to preferably an uncorrelated counterparty to the referenced assets.  A TRS is similar to a plain vanilla swap except the deal is structured  such that the total  return (cash flows plus capital appreciation/depreciation) is exchanged, rather than just the cash flows.  It is  one of the principal instruments used by banks and other financial instruments to manage their credit risk exposure, and as such is a credit derivative. They are used as credit risk Continue reading

Demand and Supply for Foreign Exchange

The foreign exchange rate is determined in the free foreign exchange  markets by the forces of ‘demand and supply for foreign exchange’. To make  the demand and supply functions to foreign exchange, like the conventional  market demand and supply functions, we define the rate of exchange as the price  of one unit of the foreign currency expressed in terms of the units of the home  currency. The Demand for Foreign Exchange Generally, the demand for foreign currency arises from the traders who  have to make payments for imported goods. If a person wants to invest his  capital in foreign countries, he requires the currency of that country. The  functional relationship between the quantity of foreign exchange demanded and  the rate of foreign exchange is expressed in the demand schedule for foreign  exchange (which shows the different rates of foreign exchange). It is  understood from the demand schedule that the relationship, Continue reading