Repo 105
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Added: 2 years ago
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  • Why is Dick Fuld (the Gorilla) from Lehman brother not in prison for the Repo 105 transactions during his tenure.

    If a regular person goes to Kmart and steals a sneaker bar, that person goes to jail.

  • I enjoyed this video. Before, I didn't fully understand why Repo 105 could be booked a sale, instead of as a loan.

  • what does the 105 stand for ??

  • Also...why, if the asset could ever be valued at 105, would it be a good idea to sell it for 100? Wouldn't that make the balance sheet look worse? Unless it is a 'toxic asset' - right?

    In which case, why does it get to be called an ASSET at all? It should have been moved to the LIABILITY side of the balance sheet.

    The financial industry - thanks to fancy lawyers - is SO convoluted, it gets to call a liability an asset.

    It just ain't right!

  • @Kimbelizeable I have a similar question as you. If Lehman is making a SALE of something illiquid that is worth 105 for a liquid 100, surely their long term financial situation is looking somewhat worse? Or is a liquid 100 somehow considered to be worth more than an illiquid 105? I'm thinking of Basel II implications as well as ability to payback short term debts.

  • @tommygray1000 um lehman took the cash and i'm pretty sure they took big risks with it buying high risk stocks to turn a profit, it was fine they did it for like 5 - 6 years then the music stopped with the 2008 financial crisis

  • Hi all - I was wondering a couple of things:

    1. Why do regulators let anyone do repo's when all they do is make a balance sheet look nicer? Isn't the regulation about leverage there to protect us all? Why do banks get to just meet the liquidity standards for a couple of days (during the repo)and then get to go back to NOT meeting the standard (after the repo)?

    2. Who says what the asset is really worth?

    3. Why does the other the other repo party get to stay 'unnamed'??

    Just wondering...

  • @Kimbelizeable I can answer 2

    2. Assets are worth the price that you buy them at or the original price, so if you sell them for more you record revenue, less record a loss. That's why lehman brothers were able to do this.

    3. The other repo party gets to stay unnamed but you can google and see that they were also major banks because they didnt realize what was happening, like if you lent out $5 for $10 collateral you're just fine with it

  • carrier do it right now to make its quater result look good, and it is very wide practice, for different reason.

  • This guy never disappoints.

    Excellent work !

  • Great video.........

  • brilliant!

  • The repo/loan for Lehman is debt. Using repo 105, Lehman essentially hid their debt. So others had no idea that Lehman had already borrowed too much.

  • why can these risky / worthless assets be used as collateral in the first place?

    isn't the point of demanding collateral to get something back in case the loan defaults?

  • Nicely done. I think you are right on with your analysis, and your white board skills are excellent.

  • Gud one !!! ian\m sure there must be other invest banks doing the same

  • It overstates the top line or Sales on the income statement and turns a bad asset. into cash on the balance sheet.

  • Logging a loan as a sale isn't fraud then I don't know what is. These boys along with Ernest and Young needs to to go down.

    How can you not disclose $50 billion dollars of repurchase transaction on balance sheet is beyond comprehension.

  • its been going on for years in different forms, no surprises there.

  • there's lots of weird laws/rules out there ...

    they just exploited it to their benefit if you wanna call that (afaik)

  • Excellent explanation to this very complicated accounting transactions. 5 stars.

  • Is it better to have worthless assets or no assets at all?

    Paddy, if you're not teaching at a university, you should consider doing so because your explanation style is superb. If universities don't pay well, start an investment banking training classes!

  • @mail22 chance wold be a fine thing. Universities won't accept straight talkers like Paddy. I am doing a Uni econs course now and believe me half the lecturers are bullshitters, there only to pass people who lick their undersides, and who genarally have a shit understanding of their subject.

  • Hi, Paddy here again.

    Lots of very valid questions from other quarters about how this hiding of assets managed to reduce Lehman's debt. Here's how the examiner put it:

    Lehman used the cash from the Repo 105 transaction to pay down other liabilities, thereby reducing both the total liabilities and the total assets reported on its balance sheet and lowering its leverage ratios.

  • Comment removed

  • Remember, these transactions were designed to provide a "snapshot" for financial statement purposes. There is no long term benefit to the transaction. You do the deal on December 29 and undo it at January 3.

  • Thanks Paddy!!!

  • this does not make sense though, if the collateral is 105, how much Joe is lending to LB?

  • I think Joe would still only lend 100 --- Joe is just extra happy to lend the 100 (in theory) because it got 105 in collateral. What i don't get is ... if LB lent 105 in repos, then what happened when it went bankrupt? Did the counterparties keep the collateral and end up profiting $5 from the $105?

  • Still $100 I think. As Paddy said, that's one of the reason LB did it, so that the counterparty would be in a good position and continue to do deals with LB.

  • from paddy. Sorry if this was unclear. The collateral is worth 105 (cents/dollars/billions), but the loan is only for 100. This is called overcollateralization. Good news for Joe, and on the face of it, an expensive deal for Lehman. Except when you realize that it's shifting all those assets out of sight. Which is, of course, priceless.

  • thanks! I guess the point is not 105 or 107 or anything then, it's about logging a loan as a sale so that the balance sheet looks cleaner.

  • Curious, who was valuing the collateral at 105% of the repo? Were they subject to the mark to market rules? Just wondering if there was fraud in that step too [overstating the value of the collateral].

  • Lehman and the hedge fund agreed on the price. The hedge fund gets a nice fee and Lehman gets to hide its bad assets or illiquid CDOs. Both win.

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