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mortgage rates particularly adjustables historically low By 2002, teaser mortgages were offered at less than 3 percent for the rst two years, with 15-year mortgages averaging 5 percent or less half of what they were in 1992 Coupled with Wall Street innovations for slicing and dicing pools of mortgages, low interest rates created untold liquidity that continued to fuel the surge in home ownership and construction Residential mortgages ballooned from $56 trillion at year-end 2001 to $88 trillion by the end of 2005 The Bush administration s global war on terror required massive defense spending, nanced with US government bonds, often purchased by foreign central banks Oil, which had been $19 a barrel in 1992, had risen to $28 before the Iraqi invasion By 2003, the US and world economies started to hum again, the US housing market continued to grow, and Wall Street peddled record volumes of mortgages to global investors from banks everywhere from Boston to Beijing But this growth was based on rocky foundations: By 2005, the US trade de cit spiked to an unprecedented $726 billion and oil had climbed to $50 a barrel Speaking of Beijing, in the early millenium China s export economy began to reap the bene ts of the long global expansion China ravenously imported industrial metals and fossil fuels needed for its red-hot economy Newly wealthy Chinese began consuming more as well as speculating on their own real estate and local stocks Beyond China, stock market and real estate bubbles were developing in the United Kingdom and Spain as well as in emerging markets like Russia, Kazakhstan, and Vietnam, to name a few According to Bloomberg, from 2002 to 2006, emerging stock markets on average rose more than 400 percent The real estate and other asset bubbles were exacerbated by the 1988 Basel Accord (Basel I), a banking framework established by the G7 plus a few other small European countries30 Basel I aimed to standardize capital requirements across banks In June 2004, the re ned Basel II Accords were released Under both frameworks, the more risky loans a bank assumes, the more capital it needs to hold The new Basel II emphasized public security ratings (such as Moody s, Fitch, and S&P) to determine risk As a result, balance sheets were built on the decisions of these credit rating agencies that bore little liability for their
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actions This was a break from the past when banks cultivated in-house credit departments to review exposures, and developed deep relationships with borrowers As a result, the large commercial banks lost their historic connections to borrowers, and risk management became a game of statistical odds31 To minimize Basel capital requirements, structured nance gurus utilized a loophole called a Special Investment Vehicle (SIV) By putting a small amount of money into SIVs, banks could actually bet on a lot more assets off balance sheet with no Basel capital needed SIVs would fund themselves with short-term debt and reinvest that borrowing in longer term slightly higher yielding investments, such as AAA-rated pools of mortgages, credit cards, student loans, car loans, and commercial paper Everyone believed the underlying assets were among the most liquid bonds available, with years of purported data and high credit ratings in tow The trouble was that some SIVs invested in assets that were nominally rated as AAA but may not have been even close to AAA in risk There was a dearth of NINJA defaults data amid a slowdown and rising interest rates Because the SIVs were buying some longer term bonds but funding their investments through short-term debt, SIVs continuously needed to reissue short-term debt It is estimated that some $400 billion in SIV debt had been issued before the crisis By August 2007, due to worries over subprime defaults, SIV borrowing rates rose more than 1 percent making many SIV structures suddenly unprofitable The gig was up SIV managers scrambled to sell their mortgage-backed and other securities to deleverage and unwind the trades, but the markets dried up Many banks sponsoring SIVs were forced to assume SIV debt on their balance sheets to avoid reputation damage Stuffed with assets they thought they d never have to take on their balance sheets, banks suddenly stopped normal commercial lending because they now had to allot capital for the SIV bailouts under Basel rules32 The credit markets froze and housing and the economy slowed, creating worldwide panic for months Some nancial institutions like Bear Stearns and AIG needed to be rescued, while others like Lehman Brothers failed, creating panics in the interbank credit market In recent months, US Treasury had to orchestrate major bailouts of Freddie Mac and Fannie Mae, as well as provide a $700 billion bailout for US banks
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