08/02/19 17:10:33 YwAPn1Nx
モノライン分割で「グッドバンク(地方債保証）」とバッドバンク(CDOなどのモーゲージ
債券保証)」を分けた場合、後者の会社は格付けが落ちるので投資銀行などが追加の損失
を計上しなければならない。その金額の程度について、ブルームバーグ記事：
URLﾘﾝｸ(www.bloomberg.com)
Bloomberg - 2 hours ago
New York Insurance Department superintendent Dinallo proposed splitting the
companies' municipal insurance units …
``This is one of the worst possible outcomes for the market,'' Gregory Peters,
head of credit strategy at Morgan Stanley in New York, said in a telephone
interview. Lower ratings would force banks that own the mortgage-backed debt to
write down the value of the securities by as much as $35 billion, he estimated.
モルガンスタンレーのGregory Peters…$35Bくらい
Citigroup Inc., Merrill Lynch & Co. and more than 20 other banks and securities
firms are reeling from $146 billion in trading losses and writedowns from the
collapse of the subprime mortgage market. They may have to record $70 billion of
additional costs if the insurers fail, Oppenheimer & Co. analyst Meredith Whitney
wrote in a report last month from New York. The companies bought bond insurance
to hedge the risks of CDOs.
オッペンハイマーのMeredith Whitney…$70Bくらい