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why do not you talk to Bernarke and ask him not to -- parisparis - (415 Byte) 2008-10-16 周四, 09:42 (458 reads) |
天凉好个哈糗
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作者：天凉好个哈糗 在 海归商务 发贴, 来自【海归网】 http://www.haiguinet.com
The net exposure is much smaller, that is a fact that we can not deny and i guess that conclusion is more for those who was amazed by the huge 65 trillion number, to calm 'em down a little bit rather than make 'em feel the end of the world is coming...
However the problem with AIG is a bit different. Even if u could net out ur exposure, u can not avoid the collateral that you need to top on for reasons other than the size of the exposure itself. Yes, u can still argue that the amount of collateral is calculated ba<x>sed on the net exposure rather than the nominal. The problem is it is not the only determinant, u need also consider the credit rating of ur firm and other related credit worthiness factors.
That is exactly the case for AIG i guess. Say for a X amount of net exposure, u shd only need 50bln on the assumption of ur AA+ rating. But if ur rating is expected to be downgraded to the death, u shd really time the X by X to get ur real collateral number...That is where the Fed's number was coming from, even though personally i do not think that is enough for AIG.
作者：天凉好个哈糗 在 海归商务 发贴, 来自【海归网】 http://www.haiguinet.com
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