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John JukoskiSeptember 18, 2008
Be wary of synthetic markets
Analysis of: Leveraged Loan Risk Rises on Lehman Auction, LevX Index Shows | www.bloomberg.com
Author: John Jukoski, Former First VP & Director of Collateral Analysis, Federal Home Loan Bank of Atlanta
The analysis in this article is generally on point, but keep in mind this is a synthetic market.
September 17, 2008
Leverage thrills, but kills the sell-side institutions.
Analysis of: CLSA's Wood Sees Another $1 Trillion in Credit Losses | www.bloomberg.com
Author: GLG Expert Contributor
Underlying causes of the financial meltdown are discussed, with hints at the possible solution for the Fed/government.
September 12, 2008
What to expect from the bailout.
Analysis of: U.S. bails out Fannie Mae, Freddie Mac, ousts CEOs | www.bizjournals.com
Author: Joseph Smith, President & CEO, Default Mitigation Management
1. Shows how truly bad the mortgage industry has gotten and how scared the feds are of where we are going. 2. If the major source of liquidity can not survive, who will? 3. What should be the outcome.
John JukoskiSeptember 11, 2008
Good Idea, Wrong Justification
Analysis of: Lehman Brothers faces Korean takeover bid | www.timesonline.co.uk
Author: John Jukoski, Former First VP & Director of Collateral Analysis, Federal Home Loan Bank of Atlanta
KDB in this case is playing the role of the blind squirrel who finds a nut.  It is wise to invest opportunistically, in ventures that are cheap, WHEN YOU UNDERSTAND THAT YOU ARE NOT KNOWLEDGEBLE IN HOW TO RUN THESE BUSINESSES. 
John JukoskiSeptember 11, 2008
Credit vs. Collateral
Analysis of: ECB `Overpricing' of Asset-Backed Debt May Shut Out Investors | www.bloomberg.com
Author: John Jukoski, Former First VP & Director of Collateral Analysis, Federal Home Loan Bank of Atlanta
The question to answer here is whether or not the ECB is a collateral-based lender.
John JukoskiSeptember 11, 2008
Markets can function regardless of the ECB's actions
Analysis of: ECB to Change Auction Rules to Stop Banks `Gaming the System,' Mersch Says | www.bloomberg.com
Author: John Jukoski, Former First VP & Director of Collateral Analysis, Federal Home Loan Bank of Atlanta
The fact the ECB might accept securities other central banks (or private lenders) might not is not preventing the market for these securities to correct.  Pledging securities to a collateralized lender will not affect the ability to sell these securities when the opportunity presents itself.
John JukoskiSeptember 3, 2008
This is a synthetic market.
Analysis of: Bank Debt Risk Rises as Writedowns, Losses Exceed $500 Billion | www.bloomberg.com
Author: John Jukoski, Former First VP & Director of Collateral Analysis, Federal Home Loan Bank of Atlanta
Let me be brief.  This is a synthetic market that allows participants to express their sentiments (wager) without participating in the cash market.  Beware reading too much into the levels at which items trade in any synthetic market.
John JukoskiSeptember 3, 2008
Quality, not Quantity
Analysis of: Lenders reject multiple credit applications | www.guardian.co.uk
Author: John Jukoski, Former First VP & Director of Collateral Analysis, Federal Home Loan Bank of Atlanta
Borrowers are finding it more difficult to obtain credit because lenders have a renewed awareness of the basics of extending credit, not because borrowers are requesting credit more often.
August 18, 2008
SWF are no fools
Analysis of: Sovereign Wealth Fund Assets Could Triple by 2013 | www.bloomberg.com
Author: GLG Expert Contributor
Sovereign Wealth Funds (SWF) have a lot of money. So they can buy advice. What they do with it is another matter. Investing in Blackstone was investing in a reputable firm at a bad time. So short term the investment looks bad. Long term is the the time horizon of SWF and in the longer term it may...
August 18, 2008
Factor In Reality
Analysis of: Bank Debt Risk Rises as Writedowns, Losses Exceed $500 Billion | www.bloomberg.com
Author: John Salomone, Managing Director, Structured Finance International, LLC
Write downs are not actual losses and a mark-to-market loss is not a cash loss. Widening spreads in the credit default market, although real, must be recognized for what they are; namely, market monetization of perceived risks compared to recent backwards looking asset and cash flow valuations. Recovery...

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