Unrealized losses

Just a footnote in the banks’ accounts. Unfortunately people are now beginning to look into these accounts in more detail:

How do you lose 47% on 30-year Treasuries? Buy at auction in Aug 2020. Or you can carry them at purchase price and hide the “unrealized loss” in the footnotes.

“Unrealized losses” are paper losses on securities that banks hold, but via a quirk in bank regulations, they don’t have to mark them to market value, but can carry them at purchase price.

https://wolfstreet.com/2023/09/08/unrealized-losses-on-securities-held-by-banks-oh-dearie-the-whole-schmear-8-to-558-billion/

Unfortunately, if there is any kind of bank run then banks will have to sell assets such as treasuries realizing the loses.

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yep, but common knowledge. At least I hope we all know this.

The FDIC has just published the June quarter and have identified $558 billion in unrealized losses on securities

https://www.reddit.com/r/Superstonk/comments/16ciko6/unrealized_losses_on_securities_totaled_5584/?rdt=34951

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Then the Fed can buy those Treasuries at full face value. Problem solved.

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Yep, just keep printing dollars, what can go wrong?

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The FED is not going to do that it would cause inflation.

I highly doubt it will get to that point. For one, earnings are strong. If for some reason banks have to realize those losses it will mean lower earnings. Which isn’t tragic. The other thing is that inflation is falling, which means interest rates will be falling, which means the value of those assets will be increasing.

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This is how Silicon Valley Bank failed. But it brings up an interesting question, why would anyone buy 30 year bonds are near zero rates in the first place?

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They have already done this a few months ago. I think that it was on a small scale though:

The new loan program allows banks to temporarily exchange Treasury bonds and other securities with the Fed for their full value in cash, as opposed to their vastly diminished market value; the Fed will hold the securities as collateral and release them back to the bank after it pays back its loan.

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That was a secured loan, not a buy back.

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I know, but as far as I remember you could borrow to maturity.

It was a surprisingly small amount but seemed to do the job.

Yup, then pay the banks interest on that money, if deposited with the Fed, so the proles can’t get it, spend it, and create inflation. The Fed’s only mission is to protect the banks from their mistakes. The rest, like “full employment” is strictly for political optics. As we have seen lately, the Fed’s objective has been to increase unemployment, not reduce it.

Steve

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It was $400 billion (the same order of magnitude as total unrealized losses mentioned above) and it did indeed restore confidence.

DB2

I didn’t think that it was anything like that - thanks for the correction