comparemela.com

Latest Breaking News On - Archegos hedge fund - Page 1 : comparemela.com

Convexity Is Always Lurking - Here s How Credit Suisse Managed To Lose $4 7 Billion In The Archegos Debacle

So how did they manage to lose of $4.7bn.? Here is my back-of-the-envelope guess: Brokers are usually restricted to lending only 50% of a security s value; so with a VIAC close on March 22 at $100.34, they could lend $50.17, or be at risk if VIAC dipped below $50.17 before they could collect a margin call. Rumor is that some firms were using swaps to offer 5 to 1 leverage, which is the equivalent of lending 80% vs a margin deposited of 20%. Using this math, the client posted $20.07 and the broker lent $80.27, which means that the broker was on the hook below $80.27 until they could collect on a margin call.

© 2025 Vimarsana

vimarsana © 2020. All Rights Reserved.