It is not Greece, it is Fear

I made this point before when I discussed the exposure of a French bank (Societe Generale) to Greek debt in comparison to other losses such as the loss that a single trader (Jerome Kerviel) caused to that bank back in January 2008.

Today I see that Societe Generale released the results of the third quarter of 2011 and that comparison has become even more interesting. In a balance sheet of about EUR 650 bn, exposure to Greek government debt is as low as EUR 575m. Exposure to the government debt of Ireland, Portugal, Spain, Greece and Italy combined is “only” EUR 3.4bn. This combined amount remains below the loss caused by Kerviel back in 2008 (about EUR 4.9 bn).

(Note: there is nothing specific about Societe Generale in this analysis. I just picked it up as an example of a large French bank. I assume that others look similar.)

About Antonio Fatás 136 Articles

Affiliation: INSEAD

Antonio Fatás is professor of Economics at INSEAD. He is a Research Fellow at the Centre for Economic and Policy Research in London and has worked as external consultant for international organizations such as the International Monetary Fund, the OECD and the World Bank.

He teaches the macroeconomics core course in the MBA program as well as different modules on the global macroeconomic environment in Executive Education. His research is focused on the study of business cycles, fiscal policy and the economics of European integration. His articles appear in academic journals such as the Quarterly Journal of Economics, Journal of Monetary Economics, Journal of Money, Credit and Banking, Journal of Public Economics, Journal of International Economics, Journal of Economic Growth, European Economic Review or Economic Policy.

Professor Fatás earned his M.A. and Ph.D. from Harvard University, and M.S. from Universidad de Valencia.

Visit: INSEAD

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