Nick Arnett <[EMAIL PROTECTED]>

> That sounds like a good idea -- government regulation that yields market
> information.

Thanks, but I didn't mean government regulation. I was being as precise as
I could when I wrote "encourage". If you are familiar with the LTCM "bailout",
I mean something along those lines (no government money or written rules -- 
they basically called industry leaders into a room and suggested that they 
do something about it).

By clearing organization, I mean something like the OCC, which is private,
not government: http://theocc.com/

>  I was perhaps particularly disturbed to
> see real estate, certainly not an emerging market in any fundamental sense,
> subject to the same sort of wild-ass analytics.

I certainly don't really know, but I think that an important ultimate cause of
the recent volatility is excessive mortgage leverage. As I mentioned before,
20% downpayments used to be the norm, which is 4 to 1. During the height
of the mortgage mania, 5% down or less was common. 19 to 1 or worse.
Now, all the mortgage backed security issuers sliced and diced those mortgages
to distribute that risk around, but it does not change the fact that 19 to 1 or
higher leverage is much more risky than 4 to 1. I guess what I am getting at
is that esoteric models like those you may have worked with don't seem that
odd to me for extremely leveraged situations, whether or not the mortgages
are sliced and diced into a multitude of risk tranches.

Where were the conservatives when we needed them? :-) Keep the 20% 
down mortgage, it worked for many years! I guess they were shouted down
by the Democrats who said we needed to fund mortgages for people who
could not afford 20% downpayments. 


      

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