網路城邦
上一篇 回創作列表 下一篇 　 字體：小 中 大
關於AIG--不能只聽信官方發言及報紙標題
2008/09/27 13:35:20瀏覽695｜回應2｜推薦1

我錯估了AIG所面臨的嚴重情況，因為我太久沒有看經濟學人，而忙到只是聽新聞和看報紙的標題；就風險管理的角度而言，如果現在給美國AIG做一個最壞狀況測試，他根本就撐不過明天。

經濟學人說，就AIG自己內部的風險測試模形去推導，且將其所有曝顯的金融商品Mark to Market、撇除掉善意的融資、去除掉補充的資本….等，早在今年六月底時AIG就須大幅增資240億美元。

如果還有明天、如果AIG至今年六月底名目金額高達4410億美元的信用違約交換〈CDS〉金融商品沒有再因其他金融機構倒閉而帶來更大的損失、如果AIG能用較好的價格賣掉其資產以換取大筆現金的挹注、如果大眾對其的信任危機不再度的擴大…..如果…..

我們壽險顧問常常跟客戶提醒就是當下風險發生後家庭可能面臨的最壞狀況，我們常常請客戶想像的是如果沒有明天。

如今AIG的最壞狀況測試已經出來，所以，關於AIG的未來，No Comment。

References：

http://www.economist.com/finance/displaystory.cfm?story_id=12274070

http://money.cnn.com/2008/09/16/news/derivatives_benner.fortune/index.htm

http://www.msnbc.msn.com/id/26758157/

關於CDS：

http://www.economist.com/finance/displaystory.cfm?story_id=12209615

關於Mark to Market：

http://www.economist.com/finance/displaystory.cfm?story_id=12274096

 

 

 

 

 
( 時事評論｜財經 )
回應 推薦文章 列印 加入我的文摘
上一篇 回創作列表 下一篇

引用
引用網址：https://classic-blog.udn.com/article/trackback.jsp?uid=caffein&aid=2252192

　回應文章

Vito
AIG Increases Borrowings While Racing to Sell Assets
2008/10/10 13:15

The government originally said it would loan AIG $85 billion but raised the amount to $122.8 billion on Wednesday.

Staffers from the New York Fed, along with outside experts the Fed hired, are trying to assess how money is flowing within and from AIG.

http://online.wsj.com/article/SB122359713514921305.html?mod=googlenews_wsj

Vito
Fed was forced to lend additional $37.8 billion to AIG
2008/10/10 02:23

The New York Fed was forced to lend additional $37.8 billion to the fallen insurance giant AIG after its securities lending division faced a barrage of cash calls. Of the $85 billion loan issued by the Fed, $61 billion has already been used and more money may be needed to meet cash requirements.

Author: 123jump.com Staff
123jump.com
Last Update: 1:12 PM ET October 09 2008

http://www.123jump.com/market-update/Fed-Injects-$37.8-B;-Prudential-Falls/29676/