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  • On CREs,
    "The test's focus on commercial real estate shows that while large banks would experience heavy losses in the hypothetical scenario, they would still be able to continue lending. The banks in this year's test hold roughly 20 percent of the office and downtown commercial real estate loans held by banks. The large projected decline in commercial real estate prices, combined with the substantial increase in office vacancies, contributes to projected loss rates on office properties that are roughly triple the levels reached during the 2008 financial crisis."
  • The large projected decline in commercial real estate prices, combined with the substantial increase in office vacancies, contributes to projected loss rates on office properties that are roughly triple the levels reached during the 2008 financial crisis.

    Let us hope that 'haircut' doesn't take place.
  • @Catch22- Ah, not to worry about the commercial real estate becoming next to worthless for the present owners- hey, all 23 banks are fine!
  • Give it a year before they concoct a 'Core Stress Test' metric that excludes those annoying, fluctuating, and volatile CRE expenses in the headline number.

    I mean, they exclude food/fuel from calculating CPI for the average person....so sure, 'inflation' is totally fine as long as you don't eat or go anywhere. Exclude CRE and the banks will be in even better tip-top shape, so yay things are going fine!!!

    /sarc




  • Thanks YBB . Also don't forget to read the note at bottom of page. Now I know why I've received two thanks for banking with us.
    Having a smokey day here, Derf
  • Matt Levine has an interesting newsletter today regarding all of this: Stress Tests (in MFO "Other Investing")
  • edited July 2023
    And Sheila Bair is telling us this week on WSW that some contingencies that ought to be stress-tested are still not being tested. Hmmmm. Not exactly a vote of confidence.
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