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Rumors, truth and other fictions

Somehow a Mail on Sunday article about SocGen's difficulty in funding its operations is being blamed on a typical Franco-British failure to communicate:  A fictional account published in Le Monde (12 part series) of a financial crisis impact on the 2012 French election cycle.  The story used the liquidity collapse of  SocGen and Unicredit two large banks well known in France, to mark its story line 

First, despite the attractiveness in blaming the Mail on Sunday for misunderstanding a "fake" story on the impact of the demise of two European institutions as being the real thing forgets two important facts:  First, Italy is going through a spot of difficulty which is true.  After Greece, Italy has the highest level of state debt (120% of GDP) of any European country, and a government who has been otherwise busy (Bunga Bunga Parties).  That's its banks (large holder of sovereign Italian banks) would be in difficulty is not that hard to imagine.  Moreover, Italy's economy is certainly not the most robust -- it has been operating near stall speed for more than two years now.

Second, Societe General is extremely leveraged bank.  The figure for SocGen is around 50x.  Put this in context, American banks have a leverage of 15-18x, Canadian banks are the same around 13-17x.  A loss of 2% would sink S.S. SocGen.  The second reality for SocGen is that like all French bank it has a substantial exposure to Italy and to Greece.  Finally for SocGen, which has paid in capital of about Euro 18 billion, there is a great deal of pressure for the bank to raise around Euro 85 billion in new capital (BTW none of the news here is "new" it is well know in the industry).

Third, and most importantly, for the past two weeks the Euribor market has been nearly frozen, as Europe's largest banks hesitate lending to each other, because of fears as to their ability to survive any serious crisis.

Why did Le Monde pick on these two banks, my guess is that the writer(s) of the story asked some friends in finance which were Europe's two largest banks with a greater than average risk of failing and these two name were natural "winners"  in this context.

This morning, Bank of America joined the chorus of those thinking that gold will soon trade at $2,000 an once!  We forget that as recently as 2006 Gold was trading around $300-$500 range.  The Canadian and American governments saw their recent 5y bond auction leading to some of the lowest yield ever seen:  Canada at 1.41% and the U.S. at 1.5%, just 3 years ago the same duration bonds were 200 bps higher. Obviously, this reduces the cost of government borrowing, but the impact on pension funds is devastating!




No economic news in Canada today -- only thing is that the interest rates futures curve is now only pricing a 25bps fall in short term rates (down from 50bps last Wednesday -- during the height of the "Crisis")


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