Basis unable to forsee credit freeze

Stuart Fowler and Steve Howell, principals of Basis Capital, explained their investment strategy to The Australian in their first interview since the firm's two managed funds experienced a collapse in value in the backwash from the US sub-prime crisis. There's also an interview along similar lines in the Financial Review.

One of those funds, Basis Yield Fund, is in provisional liquidation. The second, the Aust-Rim fund, has lost half its value Fowler and Howell told the newspaper.

The pair characterised the problems at Basis Capital as a market failure and not a result of mismanagement at Basis in the interview.

"We were careful in our analysis of the market. We were careful in how our fund managers had chosen exposure from the market and how we in turn had an exposure through that process," Fowler told The Australian.

Fowler said the freeze in credit markets could not have been forecast.

'This isn't in a major way about fundamental credit risk and the performance of the market, it's a technical that has just sideswiped not only the structured credit markets but even the ... equity markets, the foreign exchange markets, the commercial paper markets."