"It's probably nothing…"

The headline-maker in Italy is Monte Paschi which has seen CDS soar post the regulatory ban on short-selling stock. At over 1700bps, this implies a 67% chance of default… crushing the hopes and dreams of 100s of thousands of mommas and poppas and Renzi's dream of reelection…

 

As Bloomberg adds, Banca Monte dei Paschi di Siena’s subordinated bonds fell to a five-month low amid reports that Italy and the European Commission are in deadlock over how to boost the country’s broken banking system.

Monte Paschi’s EU379m of notes due September 2020 fell 13 cents on the euro to 64 cents on Thursday, lowest since Jan. 21, according to Bloomberg data; they were quoted above 90 cents last week. Italy and the EC are seeking ways to recapitalize Monte Paschi and other lenders amid concerns they may fail critical stress tests due at the end of the month.

Talks have foundered on whether creditors should face losses — under so called bail-ins — if taxpayer funds are used, according to people familiar with the discussions

* * *

And then there is the most systemically dangerous bank in the world… trading near its most risky ever… implying a 30% chance of default for Deutsche Bank…

"It's not a rosy picture, but we are well-positioned and our relative share of the available fee pie will probably rise," said  Alasdair Warren, who leads the company’s corporate and investment banking unit in Europe, the Middle East and Africa. "A decision by the U.K. to leave the European Union could take a lot longer than two years to implement. That will mean a lot of uncertainty."

And in case you thought that these were one-offs.. or could not affect US banks… Dollar liquidity is being sucked out in a hurry…

 

As UK bank counterparty risk concerns surge…

 

And all of this after Draghi has spewed trillions into the EU financial system to keep the 'whatever it takes' dream alive.

But – as we said – it's probably nothing.

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