Staying Sanguine About the Bear Stearns Losses

DealBook

today sets up a mini cage match between me and Janet Tavakoli:

Mr. Salmon said Bear’s final tally is much better than Wall Street

had expected, but others would disagree. “How did you go from reporting

very high returns to suddenly now saying the collateral is worth nothing?”

Janet Tavakoli, president of Tavakoli Structured Finance, asked The New York

Times in an article

published Wednesday.

(Update: Tavakoli says in the comments that she was

misquoted by Gretchen Morgenson, and that in fact she agrees with me.)

The fact is that these are leveraged funds, and the collateral in them is very

much not worth nothing. In fact, the collateral in them is worth so

much that all the lenders to the funds, including Bear Stearns itself, might

well get paid back in full.

The key thing to realize here is that the assets of the funds were much larger

than the total amount of money put into the fund by investors. The investors

took the equity tranche, if you will: the difference between two large numbers.

On the one hand there was the fund’s assets, which were largely comprised of

CDO investments, and on the other hand there was the fund’s liabilities, which

were largely comprised of repo lines with prime brokerages.

The high returns of the fund were essentially the fruit of a leveraged carry

trade. The funds borrowed money from their prime brokers at a lower interest

rate than the coupons on the CDO tranches they invested in. The difference between

the two was profit. But if the market value of those CDO tranches fell, then

the assets of the fund could drop perilously close to its liabilities –

which is exactly what happened.

What if by "the collateral" Tavakoli meant not the net assets of

the fund, but rather the collateral in the CDOs which the funds bought? Again,

it’s not worth nothing: the more levered of the two Bear Stearns funds invested

mainly in AA-rated securities, and so far no AA-rated paper has even come close

to being wiped out, as opposed to merely falling in value.

But the real answer to Tavakoli’s question does not come down to nitpicking

about what she means by "collateral". Rather, it’s a simple question

of how hedge funds value illiquid assets. And the fact is that for most of these

funds’ lives, the value of their CDO tranches didn’t really change. These weren’t

buy-low, sell-high hedge funds which were looking for capital gains from investing

in undervalued securities. Rather, they were leveraged coupon-clipping hedge

funds which made substantially all of their returns in the cashflows from their

bonds.

Given that the CDOs weren’t trading on the market, one can understand why any

fall in the value of those CDOs might have been missed by the fund manager,

Ralph Cioffi. After all, it took the best part of a month for Bear Stearns to

finally put a value on those investments once it was forced to do so by margin

calls.

In other words, the high returns reported by the hedge funds only told half

the story. They showed how much money the funds’ investments were making –

but they didn’t show the degree to which the value of those investments was

falling. When Bear finally got around to calculating that value, it turned out

that the investors in the funds ended up with nothing. Which is bad news for

those investors, and also bad news for Bear Stearns, which is revealed to have

rather less rigorous risk controls than it would have us think. It also, most

likely, presages similar revelations at other fixed-income hedge funds, many

of which also took leveraged bets on high-rated CDO tranches.

At the same time, of course, other hedge fund managers, such as John Paulson,

seem to be making money hand over fist. Some hedge funds will always blow up –

it’s in the very nature of hedge funds for that to happen occasionally, no matter

what Veryan Allen might

think. But the big worry in the market right now is not that hedge funds which

got it wrong will blow up. That’s just part of how markets work. The worry is

that a series of hedge-fund implosions will spill over into prime brokerages and

thence into credit markets more generally. And if the brokers who lent money to

the Bear funds are getting all their money back in full, then the danger of that

happening is greatly reduced.

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