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Posted

How many tech companies working the weekend trying to raise capital? These guys almost blew up during the last tech bubble. Had recently been doing rapid expansion. Had opened an east coast office and also had an office in Phoenix. They at one point had recruited me for a job. Talk about dodging a bullet! 

Posted
1 hour ago, Dalal.Holdings said:

I somehow don't think that bank regulators had "persistent, steep yield curve inversion" on their bank "stress test" bingo cards...

Nope. Banks can get liquidity by various sources, but for example overnite FHLB advances cost ~4.5% interest rates right now. That hurts if a large part of your balance sheet is parked in underwater MBS with a now 10 yearn+ duration and 2.2% interest rates (was probably 1.8% when they bought them)

https://www.fhlbdm.com/products-services/advances/

Posted

 

IBKR 10-K:

 

Quote

Substantially all of the Company’s assets and liabilities, including financial instruments, are carried at fair value based on published market prices and are marked to market, or are assets and liabilities which are short-term in nature and are carried at amounts that approximate fair value.

 

Compare that with Schwab's 10-K:

 

Quote

In January and November 2022, the Company transferred $108.8 billion and $79.8 billion, respectively, of investment securities from the AFS category to the held to maturity (HTM) category (see Capital Management and Item 8 – Note 6).

 

Posted

During the last financial crisis, E*Trade got into trouble, because they also started a banking sub and made it easy to get home equity loans. They had some toxic looking assets on the balance sheet that they could work out over time, but it does not take much for the customers to get running, especially since brokerage is very commoditized product with low switching costs.

 

I guess these things repeat. Schwab is probably fine here, but what I don’t get is why even take a chance? Why not just create a short treasury ladder instead of going for long duration bonds for an extra 1% or so yield.

Posted (edited)

Orgs like Schwab will "probably be fine" in terms of avoiding insolvency, but I can't help but think of the real economic loss they've incurred by tying up assets in long dated bonds.

 

Huge opportunity cost for very little real return when you buy a long dated bond yielding 1-3% IMO given we have no idea where macro factors are going to be next 10-15 years. Not to mention the real, inflation adjusted return is piss poor and good probability of even being negative even if you manage to "hold till maturity"...even if Fed achieves 2% inflation target the real after-tax returns are piss poor!

 

Pretty much what ole Warren was saying on buying long dated bonds at low rates.

Edited by Dalal.Holdings
Posted
13 minutes ago, Spekulatius said:

During the last financial crisis, E*Trade got into trouble, because they also started a banking sub and made it easy to get home equity loans. They had some toxic looking assets on the balance sheet that they could work out over time, but it does not take much for the customers to get running, especially since brokerage is very commoditized product with low switching costs.

 

I guess these things repeat. Schwab is probably fine here, but what I don’t get is why even take a chance? Why not just create a short treasury ladder instead of going for long duration bonds for an extra 1% or so yield.

I work on one of the most conservative investment products. In the last few years, many pushed for longer duration and lower quality just to receive a few more basis points a year. That is a few hundred dollars for every million$. But these a few basis points means a lot in rankings. And executives need to justify their fat salaries and consultants their fees!

Posted (edited)

I just grabbed the SIVB 2022 10-K to look at bit on it.

 

From the balance sheet on p. 95:

 

Held-to-maturity securities:

 

YE 2022 :

Book value : USD 91.321 B

Fair value : USD 76.169 B [, thereby diff. USD 15.152]

 

YE 2021 :

Book value : USD 98.195 B

Fair value : USD 97.227 B

 

Equity :

 

YE 2022 : USD 16.004 B

YE2021 : USD 16.236 B

 

Unqualified audit opinion on the 10-K dated February 23, 2023. The bank passed away on March 9, 2023. Just great!

 

I imagine someone is at the office right now working on stuffing the corps of this into the throat of the CEO of a large bank, ref. @Dalal.Holdings above, - the same style as some produce foie gras!

Edited by John Hjorth
Posted

 

 

I think the banking business model of "if we loan you money, you must keep your deposit with us" needs to be made illegal by regulators. It's what allowed this bank to *think* its deposits were sticky.

 

Also, 100% on board with this:

 

 

Posted

So if they don’t have any issue regarding their holdings, that BAC or WFC doesn’t have, and it’s really just about liquidity, this seems to be a rather easy problem to solve, and IDK, but judging from the read between the lines crap from Ackman et al, probably even at some price, becomes a mighty good deal for someone. Given the % of non FDIC accounts, you’re basically acquiring a HNW/private client biz. 

Posted (edited)
2 hours ago, Dalal.Holdings said:

Huge opportunity cost for very little real return when you buy a long dated bond yielding 1-3% IMO

 

Agree - loading up with that stuff back in 2020/21 because "what else are you gonna do" was crazy.......unless you had to hold long dated paper specifically the answer was to take your bumps in shorter duration stuff and leave some NIM's on the table and let lesser men pick up that paper...........like what were 10yr MBS gonna do.....go to 0.5%!. They were asymmetric trades.....just not the good kind. 

Edited by changegonnacome
Posted

What would the second chart below look like if you also marked to market the loan books of each of those banks? 

 

4 minutes ago, changegonnacome said:

You can see here just how far offside SVIB was relative to peers - whatever way you frame this.......its gross management incompetence bordering criminal negligence.

 

https://am.jpmorgan.com/content/dam/jpm-am-aem/global/en/insights/eye-on-the-market/silicon-valley-bank-failure-amv.pdf

 

 

Screenshot 2023-03-11 at 12.47.59 PM.png

Screenshot 2023-03-11 at 12.49.01 PM.png

 

 

Posted (edited)

Long list of filing on 3/10/2023 regarding SIVB. companies that held cash are RBLX, RKLB, ROKU, SGMO

https://www.sec.gov/edgar/search/#/q=Silicon%20Valley%20Bank&dateRange=custom&startdt=2023-03-09&enddt=2023-03-11

 

Also, crypto of course involved with a stable coin failure:

https://www.wsj.com/articles/crypto-investors-cash-out-2-billion-in-usd-coin-after-bank-collapse-1338a80f?mod=hp_lead_pos1

 

 

Edited by Spekulatius
Posted (edited)

I can’t imagine having that much money; and still feeling the need to be a self serving piece of shit like that, for the purpose of acquiring more money….

 

 

Its so strange but there really is nothing that gets these slimy finance guys hard like short selling and talking bank runs. 

Edited by Gregmal
Posted (edited)

Bill claims his fund is long only now and has stopped shorting stocks.  I wonder if that long puts counts as not being short.

Edited by Sweet

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