Thursday, November 6, 2008

Ambac: A surprisingly liquid after-market

Ambac looks like toast.  The downgrade gives them a massive and immediate liquidity call - and whilst I believe the insurance company will be ultimately solvent I express no such thing about the parent company.

I believe it is in the interests of the insurance commissioner to let money out of the insurance company to bail out the holding company.  But I have no assurance that the commissioner would do such a thing.

I sold - the last of my holding in the after-market.

The after-market was VERY liquid.  Surprisingly so.  So much so I am wondering whether someone knew more than me...

I guess I find out tonight my time.




John Hempton

6 comments:

  1. Regulatory permission to use assets from Assurance to meet collateral calls is in...

    Looks like people after market were betting in numbers that the regulator would allow this, as you yourself suggested, the regulator has nothing to lose and everything to win this way.

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  2. Here is the question - if the regulator lets say 3 billion out of the insurance company (a big call that) then will the stock price rise?

    I don't think so - but I might be tempted to have my fifth ever go at being long Ambac. I doubt it though.

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  3. Short term, I doubt even God knows what Ambac stock will do. It is a plaything for daytraders and lottery ticket buyers. News and fundamentals have little to do with those wild gyrations.

    Longer term, with the liquidity issue solved and bankruptcy thus off the table the question with Ambac again becomes where the RMBS CDO related bleeding stops. Is this terrible quarter the final reserve? Or is more coming until Ambac's still impressive adjusted economic book value is entirely gone?

    Rationally, the stock should rise now that bankruptcy is no longer a concern except in the really long run. But he market just isn't rational.

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  4. I got to say that I disagree with anonymous here.

    Short term there is a liquidity hit on the holding company large enough to force a bankruptcy filing.

    I have no idea whether the Wisconsin insurance commissioner will let money out - but I suspect he does - so you don't need to be God.

    It is thus potentially a stock for insider traders.

    If the economy goes back to something like normal I think the CDOs will be OK. But that is a very secondary consideration.

    J

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  5. The Wisconsin Insurance regulator HAS given permission to use $3B from the insurance company to meet collateral calls. Go read it at Bloomberg...

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  6. The stock is trading in the pre-market slightly above the price I traded it at...

    If anyone purchased when I first blogged about this they have the opportunity to turf it at profit...

    Up to you guys...

    J

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