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Tuesday, May 4, 2010

The Threat of Euro Contagion

Nelson D. Schwartz had a great piece in the New York Times a few days ago that showed how susceptible the entire Eurozone would be to a Greek default. Here are the key paragraphs:
The first domino is Greece. It owes nearly $10 billion to Portuguese banks, and with Portugal already falling two notches in S. & P.’s ratings and facing higher borrowing costs, a default by Greece would be a staggering blow. Portugal, in turn, owes $86 billion to banks in Spain; Spain’s debt was downgraded one notch last week.

The numbers quickly mount. Ireland is heavily indebted to Germany and Britain. The exposure of German banks to Spanish debt totals $238 billion, according to the Bank for International Settlements, while French banks hold another $220 billion. And Italy, whose finances are perennially shaky, is owed $31 billion by Spain and owes France $511 billion, or nearly 20 percent of the French gross domestic product.

“This is not a bailout of Greece,” said Eric Fine, who manages Van Eck G-175 Strategies, a hedge fund specializing in currencies and emerging market debt. “This is a bailout of the euro system.”

Read the rest of the article here and check out the cool graphic showing the debt linkages here.

1 comment:

  1. How much capital are banks required to hold for Greek, Portuguese, or Spanish bonds?

    Well, zero, of course. First world government debt is ss good as gold.

    ReplyDelete