Katastrofa przybiera na sile
/ 178.36.3.* / 2013-07-08 16:03
Ogromny skok stóp procentowych w ostatnim czasie powoduje już masakrę wyników banków, co potwierdza ostatni raport Fed.
Wondering how the blow out in interest rates is impacting commercial banks, which just happen to have substantial duration exposure in the form of various Treasury and MBS securities, not to mention loans, structured products and of course, trillions in IR swap, derivatives and futures? Wonder no more: the Fed's weekly H.8 statement, and specifically the "Net unrealized gains (losses) on available-for-sale securities" of commercial banks in the US gives a glimpse into the pounding that banks are currently experiencing. In short: a bloodbath.