Monday, October 3, 2016

Deutsche Bank Derivatives Problem

I Don't See How Germany Can Contain the Deutsche Bank Collapse, by Phoenix Capital, 9/30/16

Let’s talk about Deutsche Bank (DB). Deutsche Bank is the 11th largest bank in the world. It has assets of $1.8 trillion and over ~$60 trillion in derivatives on its books.

From a balance sheet perspective, DB’s balance sheet is 50% the size of Germany’s GDP. By way of comparison, imagine if JP Morgan was a $9 TRILLION bank. That’s effectively DB’s status in Germany.

However, it’s DB’s derivative book that is the real problem as far as the markets are concerned. As I mentioned before, DB has ~$60 trillion in derivatives. And unlike the other derivatives giant of the financial world (JP Morgan with $52 trillion in derivatives), DB is based in Europe.

What are the differences? Europe is where Negative Interest Rate Policy (NIRP) Brexit and exposure to a banking system that is entirely too laden with debt has proven a disastrous cocktail.

What precisely has hit DB remains to be seen.  But something happened in the first two weeks of September that triggered a market meltdown. DB shares have fallen straight down a total of 27% since that time.

Now we are in full-blown panic mode. This bank is too big to bailout and too big to bail-in. Moreover that massive derivatives book connects DB to over 200 financial entities. Unwinding it will be catastrophic.

This could very well lead to a 2008 type Crash. To be blunt, I don't see how Germany or the ECB can contain it.


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