Hedging Against Declining Home Values

As you may be aware, there exists a futures market for the Case-Shiller house price indices.

More on the subject can be seen at MacroMarkets.

I look forward to the time when there are products available to help smaller investors purchase simple forms of price insurance. Clearly, the futures markets have a role to play.

My concern has to do with counterparty risk. With all of the turmoil in the financial/banking systems, how does an investor purchase insurance against an event that would be correlated with a broad financial collapse?

Don’t we need futures markets with non-paper settlement policies in cases of counterparty failure or market failure?

Would the purchase of insurance that pays you a fixed amount in the case where your home price (or that of your city/MSA) falls 50% really just buy you very little protection?

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