Monday, Dec 10, 2007

Where next for Libor rates?

BBC News: UBS posts fresh $10bn write-down

"The firm said that the hit meant it may now make an overall loss in 2007" Previously the bank was saying it would make a loss in the quarter.

This is supposed to be one of the world's most conservative banks. Has it revealed such losses relatively early because its audit systems are stronger than others? With the bank saying there could be more to come, there will be a witch hunt for other losses elsewhere in less respected banks. Where will Libor rates go? One thing for sure, they will not be following BOE rate cuts.

Posted by planning4acrash @ 07:38 AM (669 views) Add Comment

6 Comments

1. Orwell said...

What does it mean that there is such a large difference between LIBOR and BOE rates? David Smith seems to think this isn't inflationary but I beg to differ - whgat do people think?

Monday, December 10, 2007 08:17AM Report Comment
 

2. Stevie Dee said...

This is ominous.. a good marker.

Monday, December 10, 2007 08:20AM Report Comment
 

3. This comment has been removed as it was found to be in breach of our Blog Policies.

 

4. paul said...




Exasperated, panic-ridden and out of his depthExasperated, panic-ridden and out of his depth

Monday, December 10, 2007 08:49AM Report Comment
 

5. Hpwatcher said...

oh Paul...that really is very, very good!

Monday, December 10, 2007 08:55AM Report Comment
 

6. Guiriduro said...

High real interest rates (LIBOR), since they have now de-coupled from the BoE rate, are inflationary in the short term, especially for an economy so mired in debt as the UK is. Inflationary in the sense they increase the spending by each household (on mortgages, ccards, etc) for no additional value in assets. In more balanced economies, higher interest rates promote saving, cooling off the economy and quite quickly slow inflation down. Ironically, the BoE could probably have even raised the interest rate, without forcing LIBOR up to the same degree in the topsy-turvy credit crunch. It would also have had an effect of raising the value of sterling, which in turn would make fuel and commodities relatively cheaper, forcing inflation down on those items at least. What has happened is that in lowering the rates, the banks are still too concerned over their balance sheets to reflect it much in LIBOR, so borrowing and repayments have become considerably more expensive anyway, while at the same time the currency/forex values for sterling are dropping because of the BoE rate was lowered, making fuel and commodities relatively more expensive, pushing up inflation there too.

That said, in the medium term, these high rates will cause discounting, reduced spending, write-downs and bankruptcies, as well as (the good news) a little stimulus for those few who are in a position to save. So a house price crash is more or less inevitable unless they invent some new form of government-backed, non-inflationary free-money expansion stimulus. With the (good) EU rules on government spending on one side, Basel II on another, moves to require banks to keep their SIVs on their balance sheets, etc., I really can't see how the authorities are going to be able to avert a prolonged credit crunch and consequent recession. Hopefully, Britain will re-invent herself on the basis of strong education and development in green technologies and services, good saving habits, continued credit constraint and a housing market priced much closer to the construction cost - but all this will come after several years of painful negative equity, wealth destruction, severe contraction in the banking sector etc.

Monday, December 10, 2007 11:35AM Report Comment
 

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