> Won wrote:
> 8% default rate does not mean 20% of the mortgages are useless.  You are
> forgetting two very important facts.
> A) You are forgetting to include the consequences that when you default on
> your mortgage you run the very real risk of losing your home.
> b) 8% default affects more than 20% of the MBS.

Well what I meant was that instead of using your 8% default rate, even
if we doubled it and rounded up to a 20% default rate (which it isn't)
it's still not a big deal.

Why?

Because the government could dump $200M and totally buy out all of
these mortgages.  They could pay for the homes outright, they could
come up with some debt relief plan, etc.  Thus people needn't lose
their houses because the gov't could just give them away.  Or
something less than loss but more that give.

So my point was, it's not mortgages.

Your second point of CDOs IS my point.  That's a great example of
systemic failure.  The credit rating agencies would rate CDO1 tranches
at AAA through BBB.  Then some investor could buy up the high yield
BBBs and make his own CDO2 with tranches again rated AAA through BBB.

That means me as an investor can't tell the difference between the
CDO1 AAA (that's solid) and the CDO2 AAA  (that's made up of ALL BBB)
by trusting the credit rating.

So overall, mortgage securities aren't the problem:

* If someone bought BBB then they lose.  If they were highly
leveraged, then they go bankrupt.  Should be no problem there.

* If the system allowed them to borrow too much money, or too many
people to borrow too much, such that their bankruptcy threatens the
economy then that's an anti-trust violation.

* If the system allowed swaps without sufficient backing to protect
them then we had a regulatory failure.

*  If an investor bought AAA and really got BBB then that's another
BIG regulatory problem.

So, again, there's no mortgage crisis.  We could fix the houses
problem with pocket change.

The problem is the systemic failure behind the financing.  It's a
banking problem.  They failed to manage their risk and the government
failed to prevent them from taking the rest of us with them.

Thus any banker that had anything to do with this should go to prison.

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