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United States The Almighty Buck

Anxiety Strikes $8 Trillion Mortgage-Debt Market After SVB Collapse (wsj.com) 162

Strains in the banking sector are roiling a roughly $8 trillion bond market considered almost as safe as U.S. government bonds. From a report: So-called agency mortgage bonds are widely held by banks, insurers and bond funds because they are backed by the mortgage loans from government-owned lenders Fannie Mae and Freddie Mac. The bonds are far less likely to default than most debt and are easy to buy and sell quickly, a crucial reason they were Silicon Valley Bank's biggest investment before it foundered.ÂBut agency mortgage-backed securities, like all long-term bonds, are vulnerable to rising interest rates, which pushed their prices down last year and saddled banks such as SVB with unrealized losses. Now that the Federal Deposit Insurance Corp. has taken over SVB, investors expect the bonds to be sold off in coming months, adding supply to the weakened market and pushing prices lower.

Last week, the risk premium on a widely followed Bloomberg index of agency MBS hit its highest level since October, when climbing interest rates turned global markets topsy-turvy. The move reflected fears that other regional banks might have to sell their holdings, bond-fund managers said. [...] When benchmark interest rates rise, bonds that were sold at times of lower rates lose value. Prices of such "low coupon" agency MBS started dropping about a year ago, when the Federal Reserve raised rates to fight inflation and indicated it might start selling MBS it owned. Some of the bonds lost 15% or more in a matter of months, trading as low as 80 cents on the dollar, according to data from FactSet.

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Anxiety Strikes $8 Trillion Mortgage-Debt Market After SVB Collapse

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  • Cool (Score:4, Insightful)

    by DarkRookie2 ( 5551422 ) on Tuesday March 21, 2023 @10:22AM (#63387635)
    I am sure some rich person somewhere is throwing a fit over this.
    This means nothing to me.
    • Re:Cool (Score:5, Insightful)

      by SchroedingersCat ( 583063 ) on Tuesday March 21, 2023 @11:34AM (#63387867)
      Means a lot to people's pensions and retirement unless they plan to work until they drop dead.
      • Re:Cool (Score:5, Interesting)

        by orlanz ( 882574 ) on Tuesday March 21, 2023 @12:06PM (#63387955)

        No, it doesn't. It only impacts people who need to cash out some bonds for their expense needs now. And even those should have divested when the Fed started warning about rate hikes 4 years ago. If your financial advisor has not been providing guidance to you over the last 4-5 years that people who need cash from their bonds in 4-8 years should reduce their exposure to rate increases... well congratulations, you found a Finance Advisor who can't read.

        Those who have cash needs 5,10,15,25 years down the line... nothing has changed for you. Especially the 15-20 year people, go build up your Bond portfolio over the next 3 years.

        Bond futures are heavily predictable because they are telegraphed so much. This transparency is the reason why they are considered the safest of securities.

        • Re:Cool (Score:4, Interesting)

          by SchroedingersCat ( 583063 ) on Tuesday March 21, 2023 @02:00PM (#63388321)
          This is a very narrow view of the problem. There are 8 trillion dollars worth of paper that are worth much less than that. Someone holds them on the books. Mostly banks and pension plans. If they start going bust like SVB, then people will start losing savings and pensions. Fed has to backstop it but if it does then inflation will accelerate. Bond futures are predicable but wait and see what happens after Fed runs out of options.
        • No, it doesn't. It only impacts people who need to cash out some bonds for their expense needs now.

          Not if your retirement fund goes under as a result.

          Bond futures are heavily predictable because they are telegraphed so much. This transparency is the reason why they are considered the safest of securities.

          You really haven't been paying attention the last 48 hours have you. The entire bond market is shaken up thanks to the Credit Suisse purchase upending decades of market norms about the security of bonds by writing $17 billion of bonds to zero while a bank was still liquid and paying out shareholders.

          Yes there are some institutional investors with people's retirements which were hit hard by this and there's talks of taking the Swiss banking regulator to cour

      • That is an option? I not planning on retiring as I am pretty sure what ever I save wont be enough anyways and they are going to get rid of the retirement age and then die.
    • It will mean something to you if the FED keeps cranking up rates, causing more of these bonds to be unsellable, thereby causing more banks that are holding on to these things to be unable raise their liquidity.

      You know, exactly how SVB got beshitted.

      Yet more awesome unintended side effects of purposefully cranking up interest rates beyond the known problem of rising interest rates: rising unemployment.

      • Banks only need to worry about liquidity if depositors start pulling out. It's not no-risk, but if a bank has competent risk management, it should be fine.

        Paper losses aren't real until you make them so.

    • I am sure some rich person somewhere is throwing a fit over this.
      This means nothing to me.

      Oh, Vienna!

  • The national real estate sale is almost here!

    • Not really (Score:3, Interesting)

      by rsilvergun ( 571051 )
      30-40% of the sales are cash sales to multinationals. They don't have any debt to speak of, and they'll get bail outs from their buddies so they won't need to drop their stock. If anything they'll go on a buying spree during the recession.

      We're about to have "interesting times". Rents are higher than most mortgages, but Jerome Powell is engineering a mass recession with minimum 3.5 million layoffs. He was asked what his plan was to stop the spiral of layoffs once it started. He didn't have one.

      In 200
      • by DarkOx ( 621550 )

        rents will come down in those places where unemployment actually ticks up. There is no point in charging so much rent your tenants are frequently delinquent and short paying because they can't earn enough to make the rent or having empty units because people have fled the locality for greener pastures and the remainers rent from your competitors because their rates are better.

        Its better to lower your rates than have a bunch of bad debt you can't hope to collect or total loss of revenue on empty stock.

        Some l

        • by Moryath ( 553296 )

          There is no point in charging so much rent your tenants are frequently delinquent and short paying because they can't earn enough to make the rent or having empty units because people have fled the locality...

          Sure. Large enough companies use this to force a "loss" on certain properties and reduce their tax levels. [propublica.org]

          Real life Stephen Ross, who founded Related Companies, a global firm best known for developing the Time Warner Center and Hudson Yards in Manhattan, was a massive winner between 2008 and 2017

        • What if it doesn't? (Score:5, Interesting)

          by rsilvergun ( 571051 ) on Tuesday March 21, 2023 @12:42PM (#63388093)
          You're assuming the owners will reduce rent because they want to fill those units. But what if they instead take the "Apple Computer" approach to business and instead choose to price higher while selling fewer Units?

          If I have 3 Units I can rent for $2000/mo and I leave one empty, but to fill that Unit I have to drop the price to $1000/mo I'm losing money ($4k vs $3k). More, because it costs money to have a renter (albeit not all that much) and you save that money.

          Meanwhile there's a software program that lets renters collude. [arstechnica.com]. So they know exactly how many units they can leave empty.

          Big Data + zero anti-trust enforcement + right wing state gov'ts fighting rent control means none of this can be fixed by market forces or traditional gov't action. it's going to be a *mess*.
      • Cash sales to multi-nationals will end poorly when rates drop and the dollar drops in value relevant to their home-country currency
      • We're about to have "interesting times". Rents are higher than most mortgages, but Jerome Powell is engineering a mass recession with minimum 3.5 million layoffs. He was asked what his plan was to stop the spiral of layoffs once it started. He didn't have one.

        Highly doubt that's going to happen. He's only on the mass layoff bandwagon because he stupidly thinks that's what's required to solve inflation. In reality, he's wrong. The vast majority of inflation has been in goods and is still falling. The ne

  • What we really need is a government willing to stand up to the Boomers and older Gen Xers and just loudly say "your house is not an investment asset." Government policy should actively restrain housing prices to reasonable levels above their cost to build, maintain and put to productive use (ex gardening or farming). Housing should be a boring market. When it's a boring market, loans on it have very stable collateral value which makes them a natural safe harbor. People are getting antsy here because they kn

    • by gestalt_n_pepper ( 991155 ) on Tuesday March 21, 2023 @10:54AM (#63387749)

      A house is most people's largest asset. Boomers and everyone else have depended on the rise in value, not to mention the possibility of rental income from said asset. Are you proposing price controls, or outlawing residential rental? Curious as to what you think the alternatives are?

      • All you really need is for policies that allow enough housing to be built.
        • No you don't. You need policies to allow housing to be built, policies that allow people to make money (realestate development is not a low risk investment so people expect high return), places to build them, infrastructure to support them, and above all people to do the building.

          There are many countries in the world with very friendly policies to allow housing to be built, but can't be done because of a shortage of workers. I live in a country now which is actively trying to build as many houses as possibl

      • Just because an asset is worth a lot doesn't mean it's a good investment. The best assets are the ones that you can sell off when you need money or their value has peaked and not make yourself homeless in the process. Your second, third, and seventeenth homes are great investments but your primary residence is not.
      • by ceoyoyo ( 59147 )

        Boomers and everyone else have depended on the rise in value

        There's the problem. When unproductive assets become investments, never mind your main investment, it makes everyone poorer. It's easy enough to sort out, just keep interest rates at some reasonable value, require reasonable qualifying terms to get a mortgage, and pass a law requiring everyone to point and laugh at any dumbass who says things like "a home is a great investment!"

        Most people's second largest asset is a car. Can you imagine if we sudd

      • A house is most people's largest asset. Boomers and everyone else have depended on the rise in value, not to mention the possibility of rental income from said asset.

        Also: Boomers and everyone else have been forced to use it as anasset, because it's the only asset that has some protection against taxation-by-government-driven-inflation.

        First, inflation directly taxes all assets in a form of either money or a debt or contracted payment denominated in dollars: Printing extra currency dilutes the value of th

    • by DarkOx ( 621550 ) on Tuesday March 21, 2023 @10:55AM (#63387755) Journal

      What we really need is a government willing to stand up to the Boomers and older Gen Xers and just loudly say "your house is not an investment asset."

      Speaking as either the youngest of possible X'ers or oldest of Millennials depending on who you ask, I can't agree with you on that, for two reasons. First we have looming retirement crisis already, the vast majority of Boomers and X's have no hope of maintaining the life style to which they are accustom if real-estate investments (be it their own homes, or REITs etc) prove bad. That is a recipe for big time social unrest. Alternatively it will mean younger generations pour their productivity out on their elderly relations and create economic inefficiencies. Alice stays in Kansas to take care of mom rather than going for that research job in Ohio because mom has literally no other options..

      Second, government did literally everything anyone in government could imagine to manipulate the housing market and encourage people to over buy and over invest. Reversing course now would very much be an unfair 'rug pull'.

      Government policy should actively restrain housing prices to reasonable levels above their cost to build, maintain and put to productive use (ex gardening or farming).

      Heck no, government tampering with the housing market got us into this mess. More tampering isnt the answer. We need to GRADUALLY take the housing supports away. By gradually it probably needs to be done over a span of 50+ years with a published plan for the phase outs, you need to discourage speculators for thinking they could get rich quick or that they are going to build generational wealth by buying and holding acrages near some ex-urb; but also not trigger a rush for the exits.

      Housing should be a boring market.

      Yes.

      • Second, government did literally everything anyone in government could imagine to manipulate the housing market and encourage people to over buy and over invest. Reversing course now would very much be an unfair 'rug pull'.

        Housing prices have jumped nearly 150% since the year 2000. That is an unsustainable and harmful situation. Ceasing policies that help create an unsustainable and harmful situation is not a rug pull.

        With interest rates realigning closer to historical norms than the recent past, the rug is pulling itself.

      • the vast majority of Boomers and X's have no hope of maintaining the life style to which they are accustom if real-estate investments (be it their own homes, or REITs etc) prove bad. That is a recipe for big time social unrest.

        Poor old people aren't normally the ones causing social unrest.

        It's either young poor people or old rich people.

    • Hmm, I've been to a country where the taxes on property profits (a combination of local and national taxes) mean that property is not a speculative asset in the same sense as in the UK or USA. This means there is little incentive for people to spend money on their houses unless it directly impacts their immediate amenity. So there is little improvement in the housing stock. For example, lots of houses still have old wooden windows and doors because there's no value in replacing them.

      This may not be as bad

    • "Government policy should actively restrain housing prices"

      So, I shouldn't be able to sell my property for the amount the buyer and I believe to be fair?

  • Yeah, they've been rock solid for all of, what? 15 years now since the last time they collapsed in flames. Woo-hoo! Go, mortgages!

    • It's mind-bending that summary was making claims about the supposed stability of mortgage-backed securities without even making a reference to 2008.
  • by argStyopa ( 232550 ) on Tuesday March 21, 2023 @11:29AM (#63387855) Journal

    Let's see: we have a massive, global S&L banking crisis triggered when rating agencies designated by US law failed to do their fundamental job and accurately rate bundles of junk bonds as shit.

    Following that collapse of a trust-based system, nobody was punished, nobody ended up in jail, and those agencies remain the designated official bond-rating agencies to this day. In fact, one of the scot-free culprits of the previous issue sits on the board of the SVB.
    https://www.politico.com/news/... [politico.com]

    The flavor of this particular issue is slightly skew to the specifics of the previous one, but the lessons that we failed to learn the first time 100% still apply here.

    Are we flabbergasted that the system doesn't seem to have worked....again?
    I'd say we should have been a shit-ton more anxious than we have been to date.

  • by fropenn ( 1116699 ) on Tuesday March 21, 2023 @11:31AM (#63387857)
    The Fed can't raise interest rates high enough to stop inflation because the current inflation is related to supply issues and from profit-taking from greedy companies who are in no hurry to increase supply.

    There are other tools to fight inflation but they are politically unpopular (such as raising taxes, especially on the rich: https://www.forbes.com/sites/q... [forbes.com]). These alternate strategies should be included as a broader inflation-fighting strategy, rather than just raising the interest rate over and over again (because that creates other problems, like this bond and banking issue).

    The Fed could easily reduce the bond problem for banks by lowering the federal interest rate but there is fear that will further increase inflation.

    The biggest problem is the stupid, greedy banks who should know that what goes down must come up and are happy to rely on the government to bail them out when their idiotic, risky strategies go down in flames.
    • There are other tools to fight inflation but they are politically unpopular

      Easiest way to kill inflation is for people to stop buying things. Demand plummets, companies need to get rid of goods by lowering prices.

      But then, you did say politically unpopular, so obviously this will never happen.
    • Fiscal policy would go a long way (i.e. balance the budget)
  • Why sell? (Score:5, Interesting)

    by necro81 ( 917438 ) on Tuesday March 21, 2023 @11:34AM (#63387869) Journal

    Now that the Federal Deposit Insurance Corp. has taken over SVB, investors expect the bonds to be sold off in coming months, adding supply to the weakened market and pushing prices lower.

    As I understood the situation, SVB had assets that more-or-less matched its deposits. The problem came when SVB had to start selling its assets, mostly bonds, at a loss, to come up with the cash to give depositors making withdrawals. The reason the bonds were sold at a loss had to do with the low interest rate (yield) those bonds had built into them compared to the rising interest rates on new debt. (Rising yields = falling prices.)

    But it's not like the bonds themselves failed. Had they been held to maturity, SVB would have continued to get (relatively low) interest payments and eventually the entire principle back. SVB couldn't hold those bonds indefinitely - they needed cash. But the FDIC doesn't need to sell those bonds to raise cash. The FDIC is swimming in cash from all other depositors' insurance premiums and, failing at that, the Fed can get them the money.

    So can someone explain why the FDIC needs to sell the bonds it has received from SVB? It is just "well, the bank failed, so let's liquidate"?

    • Re:Why sell? (Score:5, Insightful)

      by DarkOx ( 621550 ) on Tuesday March 21, 2023 @12:29PM (#63388041) Journal

      So can someone explain why the FDIC needs to sell the bonds it has received from SVB? It is just "well, the bank failed, so let's liquidate"?

      Its an insurance organization. Really insurance (lets leave healthcare, non-term life out of this) works pretty much like banking. You have a bunch of people paying in and a few people making huge withdrawals when some calamity occurs. You need a certain amount of cash on hand to cover those payouts the rest you invest in things like bonds to generate revenue on..

      Actuarial science is basically projecting the costs. The FDIC sees a lot more banks out there they see how much cash they have to turn loose of to make the insured depositors whole and they look at the likelihood of more forward bank failures. The obviously believe that they are likely to have make more payments than they safely have enough case to cover in the span of time between those events are expected to occur and premium revenue will fill in the gap. So they have liquidate assets.

      In short there is at least a pessimistic vision of the future at FDIC more bank failures are on the way and soon and they have to be prepared if that comes to pass.
         

    • The FDIC will sell the bonds for the same reason SVB would have sold them. To get money to pay depositors. The alternative would be for the FDIC to borrow money at 4% to pay depositors while holding bonds that pay 1%!
    • The reason the bonds were sold at a loss had to do with the low interest rate (yield) those bonds had built into them compared to the rising interest rates on new debt. (Rising yields = falling prices.)

      In this case, the bond prices fell to cover the cost of inflation (ie, if you hold the bonds to maturity, they lose value due to inflation).

  • by hdyoung ( 5182939 ) on Tuesday March 21, 2023 @11:41AM (#63387887)
    They're using EXACTLY the same playbook that they used during 08-09. Let a few swimmers drown to make an example, and rescue the rest.

    During the 08-09 crisis, they let Lehman die as an object lesson to the rest of the banking idiots. Then they bailed out the rest in order to prevent the entire system from burning to the ground.

    This time around, SVB is dead. They'll be dismantled and the bank will dissappear, other than a note in the history books that says "don't be like those idiots". The rest will get bailed out in order to prevent another great depression.

    I think this is a good strategy. If you're an idiot playing with gasoline in your living room, there's a good chance the fed will stand by while your house burns to the ground. But they'll prevent the fire from spreading to the town.

    Extreme risk-takes need to understand that there's a finite chance their parachute just might not open. They need to FEEL it in the pit of their stomach.
    • The problem with this, is that we allow pyromaniacs to still buy gasoline. I'd personally be much happier if part 2 of the strategy is to have Congress re-establish laws that prevent banks from splashing volatile flammable liquids all over the living room to begin with.

      It's time to firewall off commercial banking from investment banking again. This experiment is now conclusive: allowing greedy fucker bankers to gamble with other people's money ultimately causes bank failures that spread far beyond the gre

      • You are probably right in terms of policy but SVB was just a poorly run bank. There was no mixing of commercial and investment banking.
  • This has nothing to do with mortgages, mortgage interest rates, and so on. It's about selling large packages of mortgages.

    My mortgage has a value to the bank. They paid me say $100,000 last year, and after one year I have to pay back $99,000 over x years at y% interest a year, and that obligation has value to the bank. And they can sell that obligation to another bank. It doesn't affect me. If mortage rates go up, then my obligation to pay say 1.5% interest is worth less than someone else's obligation to
    • by ceoyoyo ( 59147 )

      "My mortgage has a value to the bank."

      Yeah, and it's probably negative right now. The bank borrowed that 100k they gave you. That 1.5% you're paying is probably less than the bank has to pay their creditors, so they're losing money on the deal.

  • And 16 years ago too. Will people ever learn?

  • I cannot wait for this real estate greed and bubble to completely crash and burn, finallyâ¦

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