5/18/12

Overburdened Linchpins And The Rest Of 2012

          It's odd that so many people in the financial community seem already to have lost track of what really happened in 2008. The reason perhaps is that the year has by now been politicized and over-analyzed to where most of us are tired of the commentary and are no longer paying attention. Yet 2008 is still with us in a very immediate way, as is 2001, 1998, 1994 and all the other points of sharp market inflection that have occurred within the career-spans contemporary players. Financial historians will want to look back still further to at least the 1913 founding the American Federal Reserve system, a development that would over time give rise to the dollar-based international monetary system. The institution that was supposed put an end to financial panics, as they were called in those days, instead helped lay the groundwork for systemic instability, a more contemporary term-of-art for roughly the same thing unfolding through high-speed modern markets.

         I want to focus on 2012 and not torture history any more than necessary. Past chains of events, however, always suggest clues to the future and are thus usually worth the time to consider. Several common factors have percolated through past crises, but the one that stands out to my mind above all others is the existence of linchpin events. These are small developments that seem minimally significant upon first appearance, but that spin out of control and, through obscure interconnections, trigger improbably large events.

          Looking back to a couple of years prior to 2008, for example, mortgage analysts will remember that the default rates for subprime mortgages began creeping upward and were soon outside the "worst case" boundaries established by the investment bankers who were structuring mortgage securities. Insiders began taking note, but few people on Wall Street or in Washington were overly concerned, because the problem appeared to be manageable. It was only manageable, of course, until it wasn't, when projected financial losses began to extend beyond the relatively small sub-prime mortgage sector. Then suddenly awareness dawned about how leveraged the entire financial system had become. The succeeding chain of events needs no recounting here, but the end result after a couple of years was the virtual nationalization of supposedly indomitable banks in the U.S. and Europe, political realignments on both continents, and the dawn of what journalists later dubbed the "Great Recession".

         For the past three years the search for new linchpin events has been a favorite dinner-party sport among retired financial types, and a survivalist challenge for people still on the front lines. Now in May of 2012 a couple of developments have appeared that to my mind suggest themselves as serious candidates.

         First is the latest devolution of the situation in Greece. This crisis, of course, has been with us for the past three years. Hardly a slow news day has gone by without pundits attributing either small market upticks to new optimism that a Greek resolution is in the works, or else downticks to erosion of optimism that had supposedly been there the day before. As with a slow-moving cancer, Greece has found its way to the periphery of consciousness for most of us, but will not to go away. The news now is that new elections will be necessary due to the evaporation of whatever frail national consensus there had been to go on collaborating with the northern Europeans. We should remember that what we're dealing with here is not a normal country, however pretty its Aegean islands may be. Greece faced a communist insurgency in the years following WWII, suffered a fascist coup d'etat in 1967, and was living under military dictatorship as late as the 1970's. Political turbulence is not street theater for these people but serious business. The thought of elections in the current climate, with extremist parties gaining strength again, is unsettling.

         I'm no sovereign expert, but it doesn't take a weatherman to know which way the wind blows here. The Greeks and the Germans can no longer tolerate one another, and at the very least it seems we can expect that Greece will exit the eurozone. At that point a couple of ugly genies will be out of the bottle. First, the ties that bind the eurozone together will no longer appear sacrosanct to other member states who might be quietly considering the same option. Secondly, once they have their own currency back, we can expect the Greeks quickly to exercise their new prerogative to debase it. That, after all, is the point of monetary sovereignty for a failed nation. To a continent, and a world, overburdened with debt, little Greece will have demonstrated how easily fiat money can lighten the load. The re-appearance of hyperinflation in Europe, even in a small country, will reverberate loudly.

         The second potential linchpin event currently in the news is the J.P Morgan situation. In a matter of a few days, there has already been too much commentary about this from people with little information about it, and I'll try not to add to the noise here. However, the sudden announcement that even Jamie Dimon's bank doesn't know how to execute a hedge is devastating news for market participants who had been hoping that adults were back in the room and that our modern capital markets were regaining their equilibrium. As Dimon knows, he will now be compelled to hand over his sword to the politicians who, in a presidential election year, are more eager than ever to demonstrate their zeal in punishing Wall Street.

        And for anyone who takes comfort in the prospect of increased regulation, I can only point to the dog's breakfast that still sits largely uneaten on the table in the form of the 2010 Dodd Frank legislation. Paradoxically both over-engineered and unfinished, this body of law arms regulators with powers that are as vague as they are powerful. Implementation will now proceed with a renewed directionless vigor. Regulators will find themselves operating in waters that are dark and over their heads, but they will nonetheless feel compelled to act boldly. None of this bodes well for financial stability.

         For investors, the main lesson of 2008 was that in the midst of systemic instability, a decade's worth of hard-earned gains can be wiped out in a matter of weeks. In my view, the conditions are now in place for another collapse of equal magnitude, perhaps without the sovereign willpower this time to engineer another quick recovery. Investors, however, have no clear safe havens. Gold, the classic panacea for dangerous times, lost money in 2008 and, after big gains during the recovery, is losing money again now. Inflation and low interest rates are eating away at cash and bonds. Short strategies can be disastrous if the timing is wrong, and obvious trends rarely follow obvious timetables. Problems could easily come to a head by the end of this year, but could still drag on, depending mainly on political variables.

Why I Disagree with Doomsters



There are 3 main fears driving the current stock market decline. I think each of them may materialize, but either the odds are against them being serious impediments to future growth, or the impact of their occurrence is exaggerated. This discussion therefore focuses on those reasons:

Risk 1. Europe The fear is that Greece will reject the EU deal and drop out of the Eurozone, thereby triggering the same from Portugal, Italy, Ireland and Spain. Any significant part of that avalanche would destroy the euro and severely damage the entire European economy, plunging Europe into a major depression.
I think that the new Greek government and the Germans will not chase each other over this cliff, but rather the deal previously made will get adjusted. Basically, the German and French banks are now eyeball to eyeball with the Greek people, and I think I just saw Merkel and the German voters blink. Moreover, an adjustment would be appropriate. The current deal is based on a moralistic view of what happened in Greece and how Greek public employees, tax avoidance, and corruption are to blame for the mess. Consequently, the northerners felt justified in imposing economically senseless austerity requirements. In reality, I think the bankers who made loans without evaluating risks properly are just as blameworthy, and therefore the draconian requirements of the Greek deal are severely unfair.  That moves the issue from morality to politics, where fairness is a major concern. And the political reality is that if the northerners want to save the euro, which has been tremendously beneficial for them, they must bow to political reality and make a fairer deal. They seem to be moving that way, and since they have more to lose by refusing, I am pretty sure they will do so.
Even if the Greeks do drop out, the direct impact on the rest of Europe would be minor. So, that leads us to the contagion issue. The other countries at risk are very different than Greece. They do not face the same moral onus, and of course the risks to the northerners are much, much greater should the defaults spread. Accordingly, especially in light of the very substantial funds that have been allocated to protecting Europe from further financial disaster, I think the possibility of continued demands for austerity, and contagion, is quite low. There will, of course, be much shouting and finger pointing, and the words could get ugly, but in the end I still think the northerners will cut a deal that the southerners and Irish regard as fair.
Bottom line: I think there is only about a 15% chance that Europe will swirl itself into a new depression.

Risk 2: China The risk here is that China’s growth rate slows and, longer term, that China’s potential political, environmental, and economic difficulties become unmanageable. In other words, that it ceases to be a growth engine for the world.
Although China is huge, and manufactures an enormous amount of what the world consumes, it is not as economically important to the world as its population and manufacturing capability would indicate. It consumes far less than its size, population, and manufacturing prowess might indicate. Moreover, short of civil war, a most unlikely possibility, China’s slowing growth rate would have little effect on the manufacturing sector as far as the rest of the world is concerned. And if necessary, much of that manufacturing could quickly shift to other countries, including the US, as it certainly will anyway over the next couple of decades. China is a huge factor in world trade because of its manufacturing sales abroad, and the shipment of materiel into China to support that manufacturing. But as a market, China remains much smaller.
The Chinese economy, slightly larger than Japan’s in GDP ($5.9 trillion to $5.5), depends much more heavily on trade. Specifically, its imports total $1.587 trillion compared to $2.592 for the EU and $2.336 for the US. Most of what it imports, however, goes back out in exports. As WTO data notes, Trade is 55.2% of China’s GDP compared to 29.8% for the EU and 27.8% for the US.  By contrast the consumer markets in the EU and the US are much larger, with GDPs of $16 and $15 trillion compared to China’s $6 trillion. Back out the share of GDP represented by trade and the differences are even greater: $11.23 trillion for the EU, $10.83 trillion for the US, and $2.69 trillion for China.[1]  So while a serious slowdown in China seems 50% possible, and would have an impact, the impact would not prove especially large or scary.

Risk 3: Congress The third, and in my estimation the largest risk of all, is that US politics will prove extremely destructive to the economy.  The risk comes basically from gridlock on two matters.  First, if Congress fails to decide on the debt ceiling in a timely way, it will create major uncertainties for domestic and foreign firms, causing a serious decline in investment spending, perhaps private consumption, and public tax revenues and spending. Second, the draconian tax increases that would take effect if the politicians cannot reach a budget agreement would significantly reduce US purchasing power, a problem exacerbated by reductions in public spending at both state and federal levels. The impact on perceptions and the willingness of firms and consumers to spend (a failure of economic demand that leads to depression) could be even greater.  It is hard to estimate the severity of the economic decline that these failures would trigger, or even the timing, but given the track record of Congress, the positions the candidates and politicians are announcing, and the ideological fervor that many are showing, the risk seems quite large.
As with Europe, however, I cannot believe that the politicians will pursue insanity to the ultimate degree of economic destructiveness. With a Presidential election looming, I think their incentives cut both ways. That is, the Republicans would like the economy to slump because it would hurt Obama’s election chances. On the other hand, they don’t want the blame by appearing intransigent. My best guess is that they will find compromises to “kick the can down the road” and let the election and the next President handle the issues. In other words, they will not let economic catastrophe overwhelm their candidate’s chances at the end of 2012. Consequently, I rate the possibility of economic disaster occurring in the near future because of Washington gridlock as no higher than 50-50. But this is the only one of the three main present risks that I find gravely troublesome.


[1] Source: World Trade Organization, Country Profiles. http://stat.wto.org/Home/WSDBHome.aspx?Language=E accessed 5/18/12. Note: EU trade data excludes trade within the EU.