Precise timeline: the genesis and the breaking point

The subprime crisis, which shook global financial markets between 2007 and 2009, has its roots in an American real estate bubble that developed intensely between 2003 and 2006. During this period, housing prices increased on average by 8.5% per year, according to the Case-Shiller index, fueled by an accommodative monetary policy (Fed Funds at 1% in 2003) and an expansion of risky mortgage credit (subprime).

The first tangible signal of the crisis occurred in March 2007, when Bear Stearns was forced to rescue two hedge funds heavily exposed to subprime loans. This episode foreshadowed the rapid deterioration of the quality of mortgage assets. The major shock came in September 2008, with the emblematic bankruptcy of Lehman Brothers on September 15, the first default of a systemic American bank since the Great Depression. This bankruptcy caused a global liquidity shock and marked the peak of the panic.

The S&P 500, the benchmark index of American stocks, perfectly illustrates the scale of the crisis: from its peak in October 2007 at about 1565 points, it plunged to 666 points in March 2009, a drop of -56% in 17 months. This trough represents the low point of the most severe bear market cycle since the Great Depression of 1929.

DateEventKey impact
2003-2006US real estate bubbleHousing prices +8.5%/year (Case-Shiller)
March 2007Bear Stearns rescues two subprime fundsFirst visible crisis signal
Sept 15, 2008Lehman Brothers bankruptcyGlobal systemic shock
March 2009S&P 500 low at 666 pts-56% since October 2007

The financial mechanisms at the origin of the spread: MBS, CDO e