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The Institutional Risk Analyst

© 2003-2024 | Whalen Global Advisors LLC  All Rights Reserved in All Media |  ISSN 2692-1812 

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Writer's pictureR. Christopher Whalen

The IRA Bank Book | Q3 2021

September 20, 2021 | Federal Reserve Board Chairman Jerome Powell says under oath that asset purchases by the FOMC are not impacting home prices. But he is mistaken. The public data from the Federal Deposit Insurance Corp on bank loan loss rates says otherwise, Mr. Chairman. You see, when that rare foreclosure on a 1-4 family residential loan occurs, banks on average generate 2x the loan balance in sale proceeds from the home. Loss given default on 1-4s at the end of Q2 2021 was minus 115% percent. The LT average LGD for bank owned 1-4 family loans is 63%. Does that sound like no impact to readers of The Institutional Risk Analyst?

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