Analyzing Bear Stearns’s Credit Portfolio

Bullish noises from Citigroup analyst Prashant Bhatia this morning, via DealJournal’s

Dana Cimilluca: apparently Bear Stearns is going to have to end up owning "only"

$9 billion of the debt it’s underwritten in LBOs announced but not yet paid

for.

Bhatia estimates a reduction in earnings per share this year of 2% to 5%

for the five firms. If the analysis is on the mark, the securities firms’

stocks may have been oversold. Each has fallen 7% (Merrill) to 16% (Bear)

in the past month.

Roddy Boyd has the

bearish view: it’s not just about the LBO debt.

According to Bear’s most recent quarterly filing, with a capital base of

$13.3 billion, Bear has to support over $423 billion in assets – $200 billion

of which is securities and so-called mortgage- and asset- backed special purpose

entities.

In other words, never mind the prospect that $423 billion in assets is going

to become $432 billion in assets. That we can live with. The real problem is

what happens when the $200 billion in credit-based securities gets marked down

by, oh, 5%. Suddenly that’s a loss of $10 billion, which all but wipes out Bear’s

equity. And at the same time, Bear’s revenue stream – which was always

very dependent on mortgages – is drying up to a trickle.

I find the bearish case more persuasive than the bullish, I must say. Which

is probably a buy signal. When Salmon capitulates, you know we must be reaching

bottom.

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