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JPM - JP Morgan


shalab

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Perhaps we could benefit from Ericopoly educating us all a little and providing a suggested strategy of how to benefit from the current situation with JPM (just thinking back to FFH a few years ago and BAC last year)?

 

Sure, after Sanjeev teaches me how to go to 50% cash when it's at the top of these little mini-rallies.

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The mark-to-market loss on Fairfax's CDS hedges years ago, and now on Fairfax's deflation hedges...

 

Are they much different from JPM's hedges being in a temporary loss position?  Or is it an entirely different thing?

 

How much safer would JPM be if they were to be unhedged for whatever event they were hedging for?  That's what I don't hear the media asking.

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The mark-to-market loss on Fairfax's CDS hedges years ago, and now on Fairfax's deflation hedges...

 

Are they much different from JPM's hedges being in a temporary loss position?  Or is it an entirely different thing?

 

How much safer would JPM be if they were to be unhedged for whatever event they were hedging for?  That's what I don't hear the media asking.

 

If they were hedging then it was a very dirty hedge. Usually you would try to closely match the opposing index but to reach 2-3B$ you really need to go heavy on one side of the hedge.

 

FFH hedges are a bit different, they are long term and are expected to be speculative against an unlikely event.

 

BeerBaron

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I've read that JPM made about a quarter of its revenue from its prop trading operations.  Given that JPM doesn't have the most attractive ROA in the industry, wouldn't it be logical that the ROA would further decrease if Prop trading was not allowed?

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  • 4 weeks later...

I'd like to ask everyone their opinion on the large investment banks in general. Can these banks decouple from the Europe news anytime soon?

 

Like many others on the board I see C, BAC, JPM, and MS as a great value, and am positioned accordingly. However they are clearly trading in-line with the European banks in that when there are negative headlines its still "sell global financials." I want to hold all of them, but I do think that there is a real possibility that German taxpayers are not going to put themselves on the hook for other Euro countries in the final analysis. In addition, it will be a public game of chicken that will likely frighten the market further before any lasting agreement is reached. On the other hand, everyone has been aware of this crisis for years, and the stocks reflect that - but still trade on the headlines.

 

I'm not trying to get into the potential solutions of the Eurozone crisis or the likely solutions. I was just wondering if anyone thinks they can decouple or at some point stop going down on the possibility of disorderly exit.

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I think much of the trading in the large banks is ETF/hedge driven.  When there is a .92 correlation between the Euro and the S&P I don't think there is a way for the large banks that make up the largest percentages of the indexes (S&P, BKX, IYG, etc...) to de-couple in the near-term.

 

However, I think it works well to find the ones you want to own and use the volatility to your advantage.

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I would think a couple of quarters of good earnings despite Europe would help a great deal. Bac should start showing more consistent earnings with fewer writedowns. 

 

Jpm was doing fine, trading above TBV before the London Whale episode.  Their stock price is mostly due to management arrogance.

 

Dont follow C.

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I'm not trying to get into the potential solutions of the Eurozone crisis or the likely solutions. I was just wondering if anyone thinks they can decouple or at some point stop going down on the possibility of disorderly exit.

 

These types of posts come up again and again on the board.  I find it amusing in a way.  You say that you aren't "trying to get into the potential solutions of the Eurozone crisis", but in fact you are.  You don't want to invest in US banks and investment banks because you fear what might happen in Europe.  Those are valid concerns, don't get me wrong.  The problem is you will never ever ever solve it.  You will never ever ever come close to solving it.  All of the people who think they can read the BAC or JPM or [insert large bank/investment bank] annual report and just "know" what is going to happen are fooling themselves pure and simple. 

 

The best analysis is the most simple analysis.  These banks have been around for a long time and been through worse situations than this and walked out the other side.  If you think that in fact this situation is worse than anything these banks have ever faced, then you have answered your own question.  Don't invest.  At the end of the day at some level every investment is a gamble.  There are known knowns and known unknowns, but also unknown unknowns.  I personally believe that when all is said and done all these large banks will be just fine although probably not as fine as they were at the peak.  But I have no idea what will happen in Europe.  Is it possible that Europe could bring it all down?  Of course, I mean it's not impossible.  But if it does we probably have worse problems than a bad investment or two.  Either the financial system will crumble or it won't.  If it doesn't, the banks will likely be fine.  If it does, I'll see you out there and we can all look for guns, ammo and canned goods together. 

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Hi Kraven,

 

Good answer. I actually meant I wasn't trying to get into a discussion of the potential solutions in Europe with that comment you cited. For me it is a matter of position sizing as I am heavily in at present and am actually long-term confident or I wouldn't be.  It is money I'll eventually need so perhaps that is creating a bit of psychological weakness, but I hope not.

 

Regardless, it just really seems from the game-theory sense that this thing will have to be quite the game of chicken before it is all over. Germany benefits from the weak Euro and indeed is already committed through the ECB and its domestic banks, but German taxpayers reject higher inflation (to erode the German competitive advantage), or a fiscal transfer union a la the U.S.

 

Now I don't think this has that much to do with BAC and the system isn't going to totally collapse. But in the meantime it seems there could be an opportunity to buy even more on a renewed scare.

 

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Speculation from NYT that trading loss may reach $9 billion

 

This was an extremely weak article.  The $9 billion is arrived at from an internal projection back in April which stated that "under worst-case conditions" the losses could be $8 bil to $9 bil.  Of course at least half the trade is gone now and almost certainly there haven't been "worst-case conditions" which would imply markets plummeting, etc. 

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Yeah, they took the tail end of the scenario probability distribution JPM's analysts came up with, and slapped that on the headline.  Lame.

 

Who wants to bet that somehow BAC will be down more than JPM on this 'news' today?

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I put a large percentage of my net worth today in Jan 2014 jpm 35 calls. I'm wagering mr market will change his mind and switch to euphoria and could be as quickly as 2 weeks (earnings). If not, I have 18 months to be proven correct.

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  • 3 weeks later...
  • 4 weeks later...

 

I will stop short in my comments because I like Dimon. But there are so many self defeating quotes in that interview that you start to wonder .... Did he think before saying that?

 

Likewise, I was shocked at the words that came out of his mouth.... You're still the CEO one of the largest bank in the world...

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