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by chocoheadfred 5388 days ago
Can you explain this in lehmans?
7 comments

If I asked you for $100 and your mother asked you for $100, you'd charge me more interest, because I'm [hopefully] a higher risk [from your point of view].

The interest paid on bonds is directly related to the risk of holding the bond (or, the perceived risk). A high interest rate (which the government pays) is the only way the government can get people to buy its bonds, because it's considered a high risk.

It pretty much means that, people aren't expecting Greece to be able to pay back its debt in 2 years. Which is really bad, normally, short term bonds have lower rates (because the risk is lower)...but now, even at 2-years, people see huge risk.

People want 75% interest on, what is essentially, a 2 year loan. Compare that to other parts of the world where you're taking 3% on 20 years....20 years is a long time, anything can happen, but even over such a huge difference in time scale, greece is a much, much, higher risk.

Thanks. If I bought these bonds and they actually paid back, if get a 75% return? So, how is risk calculated...quantitatively or more gut?
Yes. It's kind of a "double-or-nothing" casino game.

The yield is determined by the free market, it's the amount that Greece has to (promise to) pay for anyone to take them. It's not determined by a formula afaik, just based on current events and the state of the country's finances.

I don't think you can invest (or rather, speculate, this is too crazy to call investing) in these as normal retail investor though.

To be clear, the yield is determined by the free market as the price they pay for the bond. If the bond was originally priced at $100, with a 1% coupon payment (the amount the government or bond issuer will pay you in interest), if the resale value goes down to $50 in the open market, then the yield has doubled to 2%, since a new owner of the bond only had to pay $50 to get the same $1 coupon payment while holding the bond.
Regardless of whether the bond has a coupon payment or not the face value of the bond is due at maturity. In your example the $1 coupon is still paid but in two years you also get $100 back on your $50 purchase (netting 20+%apy).

Of course if the government defaults on your bond you get maybe on $1 coupon and end with a net loss of $49.

Ah yes, you're correct. So my yield is way off. Thanks for the correction.
Remember that rates are always given as annual rates. If you buy $100 in two-year bonds, in two years you get about $303 back, or ($100 * 1.74^2).
The word is "layman's". Lehman Brothers is the investment bank that collapsed in 2008. Cute typo.

The simplest translation, though: The market believes that if you were to loan money to Greece for two years, there's only about a 33% chance that you'll get your money back.

(That's 1.74^(-2) assuming risk-neutrality and a risk-free rate of 0%, which is depressing but sure makes calculations easier. In reality, the math is much more complicated, as nobody is actually neutral to asset risk, and you have to consider pseudo-defaulting via inflation, and the fact that bonds aren't entirely worthless after a default, etc.)

> The word is "layman's". Lehman Brothers is the investment bank that collapsed in 2008. Cute typo.

Maybe a Lehman has become a measure of the scale of financial failure.

"Greek defaulting would be 12.72 Lehmans."

Actually, 0.39 Lehmans.

Greek debt is around $240 billion and Lehman assets were around $613 billion.

Of course, that number does not even consider that countries only partially and temporarily default, instead of fully and permanently like limited corporations, and that everyone who owns Greek debt has had a generous advance warning. This is really a comparatively minor crisis.

We have it then. A Lehman is a term of measuring crappy financial situations and is worth $613B.

So, a correct use would be like "Don't worry, our national debt is only 25 Lehmans."

To me, a country defaulting sounds worse than a bank going under. Does the inability of Greece to raise capital have greater indirect costs and knock-on effects than the failure of Lehmans?
Now I am convinced the questioner probably was asking for this figure too. How many Lehmans equals Greece defaulting?
Sure. This is a HUGE opportunity to make a buck! BUY, BUY BUY!! No cash, borrow and BUY! Leverage baby leverage! Were going to make a killing on this! Oh... sorry, I see you actually meant layman's...
It'll be pretty bad because regulators have dealt with failing banks before but the EU has never had to deal with a member state defaulting and does not really have any institutions to deal with it. I'd says this disaster will probably end up being about 10 Lehmans in magnitude, though the fall of the Lehman brothers was only part of the financial crisis.
Is that a subtle play on words?
I'd say it's about half a Lehman, give or take a Countrywide.
The collapse of Lehman brothers was an event that threatened the stability of the global financial system. The default of Greece is a minor nuisance that is mainly relevant because of fear that Italy and Spain might be next.