From HW:

One of the many villains in the Financial Crisis Inquiry Commission report out Thursday is Goldman Sachs.  According to page 235 of the report, they recognized the delusion in the subprime mortgage market and decided to short it before the crash in 2008.

Goldman came under fire following the crisis by allegedly selling clients on mortgage-backed securities and other various financial instruments it was allegedly betting against on the side. Bond insurer ACA Financial Guaranty filed suit in January seeking $30 million in compensation and $90 million in punitive damages from how Goldman marketed the synthetic collateralized debt obligation named ABACUS.

In 2010, Basis Yield Alpha Fund, a hedge fund and Goldman client, sued the firm alleging it was frauded out of $11.25 million in investments in the Timberwolf CDO.

Goldman CEO Lloyd Blankfein told an FCIC hearing on Jan. 13, 2010 that the bank regretted selling clients MBS that it believed would default while shorting them simultaneously. But the bank reversed course and issued a press release the day after the testimony, clarifying that Blankfein was “responding to a lengthy series of statements followed by a question that was predicated on the assumption that a firm was selling a product that it thought was going to default…Mr. Blankfein does not believe, nor did he say, that Goldman Sachs had behaved improperly in any way.”

But the FCIC report shows that in December 2006, Goldman executives “decided to reduce the firm’s subprime exposure” after an initial decline in its asset-backed securities indices and 10 consecutive days of trading losses.

Analysts at the firm submitted a report on “the major risk in the Mortgage business” to Chief Financial Officer David Viniar and Chief Risk Officer Craig Broderick on Dec. 13, 2006, the commission reports. The next day, executives began reducing their mortgage exposure.

What follows is a narrative of Goldman employees moving the subprime risk, and when customers began to dwindle, the FCIC cites documents indicating that the firm “targeted less-sophisticated customers in its efforts to reduce subprime exposure” rather than hedge funds that were on the same side of the trade as Goldman. From December 2006 to August 2007, Goldman sold roughly $25.4 billion of CDOs, including $17.6 billion in synthetic CDOs, according to the FCIC.

Goldman did not have a comment on the FCIC’s report, and neither did ACA Financial Guaranty.  A spokesperson for Sen. Carl Levin (D-Mich.), who chairs the Permanent Subcommittee on Investigations, said that while Levin had no comment on this report, the subcommittee would have one of its own soon.

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The N.Y. Times has this article today that describes more fixes for Fannie/Freddie (dubbed “Frannie”).  An excerpt:

The best proposal I have heard is a remarkably simple one put forth by John Hempton of Bronte Capital, a hedge fund based in Australia. He says Frannie should simply raise the fee for its guarantee — now about 20 basis points, or one-fifth of a percentage point — every six months by five basis points.  He would have the rate continue to go up until no one wanted to buy the insurance anymore and the private market was once again lending to the vast majority of borrowers.

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Jim the Realtor
Jim is a long-time local realtor who comments daily here on his blog, bubbleinfo.com which began in September, 2005. Stick around!

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