ЕЦБ станет банкротом в случае реструктуризации долга Греции:

http://www.ecb.int/press/pr/wfs/2011/html/fs110607.en.html

Capital and reserves 81,199

Total assets 1,898,989
Gold and gold receivables 350,669
Revaluation accounts 305,890

leverage = (1,898,989-350,669+305,890)/81,199 = 22.8354

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http://www.zerohedge.com/article/ecb-has-%E2%82%AC444-billion-piigs-exposure-425-drop-asset-values-would-bankrupt-european-central-ba

Should Greece restructure half of its debt – which is needed to bring down the country’s debt to sustainable levels – the ECB is set to face losses of between €44.5bn and €65.8bn on the government bonds it has purchased and the collateral it is holding from Greek banks. This is equal to between 2.35% and 3.47% of assets, meaning it comes close to wiping out the ECB’s capital base.

— A loss of this magnitude would effectively leave the ECB insolvent and in need of recapitalisation. It would then have to either start printing money to cover the losses or ask eurozone governments to send it more cash (via a capital call to national central banks).

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44.5b*22.8354 = 1,016 (minimum, best-case scenario, Greek restructuring only)
65.8b*22.8354 = 1,503 (maximum, worst-case scenario, Greek restructuring only)

assets: 1,891 + 359 — 1,016 = 1,234 (best-case scenario, Greek restructuring only)
assets: 1,891 + 359 — 1,503 = 747 (worst-case scenario, Greek restructuring only)

Banknotes in circulation (before) 843b
Banknotes in circulation (after) 843 + (1,891-1,234) = 1,500 (best-case scenario, Greek restructuring only)
Banknotes in circulation (after) 843 + (1,891-747) = 1,987 (worst-case scenario, Greek restructuring only)


1 euro before = 1,500/843 = 1.7794 euro after (best-case scenario, Greek restructuring only)
1 euro before = 1,987/843 = 2.3571 euro after (worst-case scenario, Greek restructuring only)

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http://blogs.wsj.com/marketbeat/2011/06/09/the-fed-is-the-biggest-holder-of-us-debt/



Взял из ЖЖ: uzhas-sovka.livejournal.com/2175631.html