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Financial mechanisms, market structure, rates and business models explained with practical examples.
Private lenders became a major source of company finance. Their links to banks, insurers and individual investors help explain why regulators are examining valuations, repayment and access to cash.
A credit default swap can move credit risk without moving the underlying bond. The payments depend on a defined credit event, a settlement price and the ability to meet the contract.
STRIPS turn Treasury coupons and principal into separate securities. A fixed future payment can be easy to understand while its market price moves sharply before the money arrives.
Bear Stearns’ dependence on short-term funding turned doubts about mortgage exposures into an immediate cash crisis. Its resolution combined a JPMorgan Chase acquisition with public lending whose eventual recovery was very different from the risk assumed in March 2008.
Long-Term Capital Management combined relative-value trades with extraordinary leverage. Russia’s crisis exposed a common vulnerability across its positions: their economics depended on funding and market liquidity surviving long enough for prices to converge.
Tax-increment financing directs a defined share of future tax growth to development. The financing can fund infrastructure, but the revenue forecast and the claim that growth would not otherwise occur are separate questions.
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