Thursday, November 20, 2008

Some perspective on the credit markets

Most of us spend nearly all of our time following the stock market(s), and barely (if ever) give a thought to the credit markets. Well, I used to work for a buy-side fixed income shop, so I learned the credit markets and intend to keep following them, as I think they can tell you a lot and round out your analysis.

So what's the state of the credit markets?

I talked to a buddy from my old shop today, he told me that early in the morning that one of the CMBX (an index of Commercial Mortgage-Backed Securities (CMBS)) was down 140 basis points. Now, that doesn't seem like a lot, right?

Until you realize that until about 18 montsh ago, 20bp of movement IN A YEAR was considered pretty much normal. So, in an hour or two of trading, the index moved by 7x the normal amount seen in a year.

Wild times, folks...

2 comments:

Parkite said...

Due to a change in focus by Paulson? No longer buying crap debt with TARP funds.

Stephen Simpson said...

Parkite --

Nah, not really. More just an ongoing systemic meltdown.

The recession is real and investors have ever-shrinking risk tolerance.

The decision to "repurpose" the TARP isn't helping by any means, but I wouldn't say it's really a root cause.