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Long-Term Capital Management
(redirected from LTCM)

   Also found in: Acronyms, Wikipedia 0.01 sec.
Long-Term Capital Management
A defunct hedge fund, established in 1993, that, at its height, held positions worth more than $1 trillion. Its investment strategy was to take advantage of arbitrage opportunities in bonds and other fixed-income securities; profits on individual transactions were small, so LTCM was required to borrow massive amounts of money in order to operate. It was at first enormously successful, with a 40% annualized return after fees. However, when Russia defaulted on its government bonds in 1998, there was a steep drop in bond prices, endangering LTCM's positions because of its high leverage. Because LTCM controlled upwards of 5% of the bond market at the time, defaulting on its loans would have caused global financial panic. It was eventually bailed out by a consortium of organizations under the supervision of the Federal Reserve.


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A hedge fund that specialized in fixed-income arbitrage, LTCM was run by ex-academics who were widely considered too brilliant to lose money, let alone preside over one of history's greatest financial disasters.
LTCM, stuffed with Nobel laureates and famous traders, was a fine example of how brilliant multimillionaires, in pursuit of prosperity for themselves and their investors, can get their sums dangerously wrong.
For four years in the mid-1990s, LTCM boasted extraordinary profits based on supposedly flawless computer formulas devised by a team that included two Nobel laureates.
 
 
 
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