よくない知らせ
Calculated Riskが、S&PによるRMBS格下げについて取り上げている。
S&P: Half Trillion in Mortgage Debt Ratings Cut (or may be cut)
Jan. 30 (Bloomberg) -- Standard & Poor's said it cut or may reduce ratings of $534 billion of subprime-mortgage securities and collateralized debt obligations, as home loan defaults rise.
The downgrades may extend losses at the world's banks to more than $265 billion and have a ``ripple impact'' on the broader financial markets, S&P said.
S&P: Financial institution Losses "will reach more than $265 billion
- そのS&P発表の元記事を引用したもの
In the U.S., we see losses moving to regional banks, credit unions, and FHLBs. Certain Asian banks are also exposed. There could be rating actions for selected banks, especially for those that are thinly capitalized. ...
Another issue is the potential for a ripple impact on the broader financial markets. It is difficult to predict the magnitude of any such effect, but we believe it will have implications for trading revenues, general business activity, and liquidity for the banks.
まとめると...
- 格下げによって発生する損失は全世界規模で2650億ドル(28兆円)
- そこからの波及効果の規模は予測不能
- アジア地区の銀行でも、影響を受けるところがある
