Settlement Risk

  

Categories: Banking, Insurance, Trading

You've sold a bond to a buyer who came to you through Goldman Sachs. Is there risk that the buyer, paying $50 million for that bond you'd owned for 7 years, and which has 13 years left to maturity...will disappear? Not settle? Not pay? Sure, there's risk. Small, but it's out there.

This throw-away issue became a real one in the crisis of 2008/09, when there was no liquidity anywhere in the markets, meaning that a lot of transactions didn't really complete or settle. That is, the buyer went bust between the time they'd committed to buy...and when the actual wire transfer of the cash was due.

Can happen. Caveat Emptor.

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Finance: What is the Bid-to-Cover Ratio?11 Views

00:00

Finance allah shmoop what is the bid to cover ratio

00:07

doesn't have to do with how much of the blanket

00:10

your loved one leaves you at night No that's bed

00:14

to cover ratio Totally different We're talking about a sentiment

00:17

index as it relates to us treasury bill auctions and

00:21

the overall health of the u s economy As you

00:25

hopefully remember us treasury securities air sold at a discount

00:29

to par pay no interest along the way and then

00:32

just pay full par at the end That is a

00:35

bid for a six month t bill might be a

00:38

nine hundred eighty eight dollars and twenty cents for a

00:40

piece of paper paying a thousand bucks in six months

00:44

We'll have the government come up with that nine hundred

00:46

eighty eight twenty number Was it from an act of

00:49

congress a mandate from the prez of bill no it

00:53

was set by bids from investors hoping to be ableto

00:57

buy that grand payable in six months for as cheap

01:00

a price as possible But once that bid number is

01:03

set well then the government decides it wants to sell

01:06

me x dollars worth of that particular security and the

01:09

price is set The government hopes that there are buyers

01:13

or bitters for that security paying some in two ish

01:16

percent and change an annualized returns Well if there are

01:19

tons of bidders at two percent it signals to the

01:22

government that next week well it can probably offer just

01:26

one point eight percent for that same paper all else

01:29

being equal and you know then they can raise as

01:31

much money as they want at that point Well if

01:33

there are scant few bidders well then it signals to

01:37

the g men that they might have to raise the

01:39

rent they pay on the money they're willing to borrow

01:42

here A two point once before do two point three

01:44

percent or something like that So the bid teo cover

01:47

ratio is the number of bids made divided by the

01:51

number of bids accepted or covered and it's a carefully

01:54

tracked number because it conveys a lot of market intelligence

01:58

about investor demand for us paper and you know generally

02:01

how healthy things are So to recap bid to cover

02:04

ratio bed to cover ratio on this would be a 00:02:08.09 --> [endTime] bed couch ratio

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