What we knew at the time, based on the assets and the portfolio.... First, what we'd do differently is the credit spread movements that were outlier credit spread movements. We've since changed our models to incorporate the credit spread movement that we saw, which is similar to what we saw in the early 1930s. That's one point.
Second, I talked about market disruption. We've changed our backup line requirements so that they're unconditional funds, because when the market froze, it didn't matter whether the assets were good or not underneath. What happened was that the market froze and some banks didn't fund. We've changed that to a global liquidity style.
Third, and I keep coming back to it, for this market to continue--and it continues, not the non-bank but for bank-sponsored paper or any future sponsored paper, and there is some that's non-bank--is the transparency. You've got to know what is...with more disclosure. The structured markets' evolution is 20 to 25 years. In 1934, the SEC mandated that you had to make financial statements public. Before that, you'd buy securities without knowing what companies' statements were.
We've got a longer evolution in corporate. We're evolving in the structured market. I don't think it would be wise to go to zero in the structured market.