1929 2.0


This week's historic market crash, bailouts and bankruptcies is now being compared in the media to 1929. In light of this, former investment banker and Florida real estate broker Michael Lissack sent out a timely email addressing what needs to be done to rectify the credit crisis. The solutions provide the reader a simple specific framework for what needs to get done:

FIRST, reassess the debt that that Fannie/Freddie will guarantee by appraisal so it will cap the government's exposure.

Fannie and Freddie should mandate that every conforming loan outstanding be subject to an appraisal for the underlying property.  If the appraisal suggests a loan to value ration in excess of 110%, it is time to recognize that a PORTION of the loan is in reality an equity investment.  All such loans should then be subjected to a mandatory split such that 90% of the appraised value receives a Fannie/Freddie guarantee and the other piece does not. The first piece would have an established market value based on par for the principal and current interest rates. The second piece would become in effect participating equity.  Banks and borrowers should have the option of exchanging the second piece for up to 75% of the future appreciation in the property valuing each 25% of future appreciation (above the current appraised value determined above) at 5% of the current appraised value of the home.

These two steps would restore value to perhaps 70-80% of the currently illiquid uncertain mortgage assets plaguing the US financial markets. The mess would be over.


SECOND, the takeover of AIG and the crash of financials over the past two days demonstrate the need for additional steps:

1)  Remove the FDIC cap or raise it to $250k  (we do not need any runs on the bank)

2)  Nationalize the rating agencies  -- they do not do their assigned task -- they called junk AAA and then their reversals led to the presdent crisis.  Ratings are a utility which needs to be performed by competitive institutions who answer to investors not issuers and not bankers.

3)  Establish a swaps clearinghouse and prohibit implicit leverage on swaps by legislating that no position can be swapped or hedged more than once without a prior trade being offset.

5)  Prohibit third order and higher derivatives.  If an underlying transaction spans more than one derivative, it can effect an inaccurate valuation.  At that point enough.  The system cannot deal adequately with the complexity.

6)  Write the 90% of current appraised value guarantee on Fannie/Freddie mortgages.

7)  Announce a national shared equity appreciation fund into which the excess of 90% of current appraised value loans can be dumped.

More about Michael at Lissack.com

 

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  • 9/17/2008 6:17 PM Matt Heaton wrote:
    I agree with most of those. A couple points on a few and an additional one or two.

    1. What really needs to happen is Congress needs to move immediately to recapitalize the FDIC. It's less of a fund than a "pay-as-you go" system, so it's unclear how much of the $52B fund is easily accessable, or rather it was $52B before Indymac's failure ate up $8-10B of it. The cap problem is nothing compared to the runs that would occur if we have re-capitalize the FDIC during a chain of regional bank failures. I'm convinced the FDIC maybe one of the most incompetently governmental organization out there, and that is saying a lot. They've been completely asleep at the wheel for some time.

    2. Ratings agencies are one of the big causes to this problem, I'm just not sure nationalization is the solution. The main problem is four ratings agencies which answer to the companies they are rating have had a strangle hold on the industry due to rules making it near impossible for new ratings agencies. We need more competition in this space including ratings agencies answering to the investors. I also would like to see a criminal racketeering case against these ratings agencies, credit insurers and investment banks. There is plenty of evidence out there to support RICO indictments.

    8. Ban the off balance sheet games and level 3 assets that companies are using to play hide the sausage. Force companies to bring everything back on balance sheet and create some transparency.
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  • 9/19/2008 7:31 PM Louis cammarosano wrote:
    Michael
    How do I get on your email list?
    Reply to this



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