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Deutsche Bank shares plunge after spike in credit default swaps

Published 24/03/2023, 09:12 pm
© Reuters.
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By Scott Kanowsky 

Investing.com -- Shares in Deutsche Bank AG (ETR:DBKGn) shed more than 10% of their value in early European trading on Friday, while European financial services firms broadly declined, after a record surge in the cost of insuring against the risk of a default late in the previous day.

The German lender's stock dropped for a third straight day and has now lost a fifth of its value in March. Meanwhile, credit default swaps - a type of insurance for the company's bondholders against default - surged by 173 basis points (bps) on Thursday from 142 bps the day before, according to S&P Market Intelligence data cited by Reuters. It is the biggest leap in Deutsche Bank's CDS ever recorded, Reuters added.

Deutsche Bank's bonds themselves also sold off. Its 7.5% additional tier 1 dollar bonds slipped to 74.716 cents on the dollar, while the yield climbed to 22.87% - double its mark only two weeks ago, according to Tradeweb data cited by Reuters.

AT1s, also known as "contingent convertible" or "CoCo" bonds, can be turned into equity or written off in the event of a crisis. They have become a main focus for investors this week after $17 billion in Credit Suisse AT1s were wiped out as part of the Swiss bank's government-brokered takeover by rival UBS.

Deutsche Bank shares led a wider decrease in European bank stocks. The Europe Stoxx Banks index, which includes some of the region's biggest lenders apart from Credit Suisse Group AG (SIX:CSGN) and UBS Group AG (SIX:UBSG), was more than 3% in the red, erasing both weekly and yearly gains. The index has fallen by over a sixth in the past one-month period.

In individual banks, Germany's Commerzbank AG (ETR:CBKG), as well as Sydbank A/S (CSE:SYDB) in Denmark, both saw shares lose over 8%.

 
 
 

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