This page is one part of the Finance Repo and a supporting document for the longer essay When Magic Unravels: The 2008-2009 Crisis.
Solutions
- Policy Approach
- Recent proposal: it would give new regulatory powers to the Federal Reserve, create a new agency to help protect consumers of financial products, and make derivative-trading more transparent. It would give the government the power to take over large bank holding companies or troubled investment banks — powers it doesn’t have now — and would force banks to hold onto some of the mortgage-backed securities they create and sell to investors. Many experts, even at the Federal Reserve, think that the country should not allow banks to become too big to fail. Some of them suggest specific economic disincentives to prevent growing too big and requirements that would break them up before reaching that point. another way to restrict the bespoke derivatives would be to strip them of their exemption from the antigambling statutes. “regulators ought to insist that derivatives be homogeneous, standardized and transparent.”(source) (opinion)
- Balance. “in recessions, underwriting standards tighten, and borrowers get more nervous about taking on new loans, so you see credit levels falling. We want markets to find the right balance. We don’t want them to be too loose right now. We want people to be able to get loans. But we also want them to be prudent.” (source)
- Speed. “the TALF program itself is just another form of leverage. we’re moving leverage to the federal government’s balance sheet. We need to de-leverage, but what’s the speed at which that de-leveraging takes place, and how damaging is that de-leveraging process to our broader economy, while we reach equilibrium? programs like the TALF are trying to provide a more graceful approach to those new equilibriums. Things like the TALF are designed to be very expensive, relative to what normal market conditions provide. The cost of that leverage, as an example. So that when markets begin to heal, those programs will unwind themselves, and the private sector will return to using their other sources of leverage”. (source)
- Taxonomy. “We segmented the world into two camps. Healthy banks, who we wanted to make even healthier so they could support lending, and systemic banks. If you have a bank that is neither healthy nor systemic, then we have something called “receivership,” where the FDIC comes in and winds down the bank and sells it. So, I think it really depends on the situation.” (source)
- Fact: “some banks, like Washington Mutual and Lehman Brothers, were left on their own and did not receive assistance.”
- “Treasury didn’t have the legal authorities to intervene. The Federal Reserve has very powerful authority to lend money in exigent circumstances. But the law requires the Federal Reserve to be secured with secured collateral, when they make those loans, so they’re not taking much risk. So in the case of Bear Stearns, there was a collateral pool of $30 billion of mortgages and mortgage assets that the Fed lent against, and that collateral secured the loan that they made.” (source)
- Pledge
- Avoiding Bad Lending Practices. including by govt. “However well-intended, government officials are not positioned to make better commercial decisions than lenders in our communities. The government must not attempt to force banks to make loans whose risks they are not comfortable with or attempt to direct lending from Washington.” (source)
- Reducing Too Big To Fail Subsidy. “…there are some people who are proposing that we should put a tax on all of these institutions that are deemed systemically important, to effectively increase their borrowing costs, so that they no longer have a competitive advantage over institutions that are not too big to fail. You could call it a debt tax, or systemic tax.” (source)
- Realigning Incentives.
- Expanded Receivership Authority. Abiltity for rescuers to “pick and choose which contracts you want to honor” in global bank holding coys. (source)
- Introduction of Supercurrency (Investopedia)
- Mooted by Chinese PBOC governor
- Turn
- Reducing Defaults.
- (effectively) Lowering Interest Rates
- enable commercial real estate borrowers to restructure maturing debt by
- e.g. lowering interest rates (disapprove)
- enable commercial real estate borrowers to restructure maturing debt by
- Encourage long-term sustainable loan modifications.
- Impact on MBS. “Some people bought homes they could never hope to afford… not going to help them…(or) investors… loan modification (is) targeted to help those homeowners who want to, and can fundamentally afford a reasonable mortgage. The analysis that we’ve done suggests that those type of loan modifications are, in fact, in the interests of the aggregate of investors.” (source) A few MBS investors disagree and would rather foreclose on them as per servicing agreements.
- Moral Hazard. Where to draw the line? Would the borrower have walked anyway? Who really needs it?
- Refinancing
- Lenders already own risk. “if you happen to have a Fannie or Freddie loan — Fannie Mae or Freddie Mac loan — typically, you need to have 20% down to get a Fannie or Freddie loan. But let’s say you have a Fannie Mae loan today, and you’re now at 100 loan to value (LTV). So, you were in at 80. Your home has lost 20% of its value. You’re now at a 100 LTV. Fannie Mae already owns your risk. So, what the administration has done is said, “Look. If you’re already a Fannie Mae loan, Fannie Mae can now refinance you up to 105 LTV.” It’s not increasing the risk of the government, because they already own the loan. But it’s enabling you to achieve a lower interest rate, which actually lowers your risk.” (source)
- (effectively) Lowering Interest Rates
- hi
- Reducing Defaults.
- Prestige
- Clearing Bad Debt. PPIP - Legacy Loans Program uses FDIC-guaranteed debt along with private equity to purchase troubled loans from banks.
- Restoring Asset Liquidity, including price discovery and taking buy-side. PPIP – Legacy Securities Program is designed to use funds from the Federal Reserve, Treasury and private investors to reignite the market for “legacy securities”.
- Replenishing Bank Equity. Capital Purchase Program, to invest up to $250 billion in banks. “The private markets were unwilling to take risk. We had to be able to take risk. That’s what the TARP was about.” (source)
- Preferred Stock. “It is important to remember, Treasury is buying preferred stock in these banks — not giving them money.” (source)
- Healthy Banks. “Healthy banks are in the best position to support their communities by extending credit. A dollar invested in a healthy bank is far more likely to be used to promote lending than a dollar invested in a failing bank, which would more likely use it just to survive.” (source)
- Explicit covenants. “One, we restricted dividend increases and share repurchases and, two, placed restrictions on executive compensation” (source)
- Directly Reducing Cost of Borrowing (which spiked during crisis)
- TALF: “Treasury also helped the Fed… reduce borrowing costs for consumers, including auto loans, student loans, small business loans and credit cards… (and) other asset classes, such as CMBS.” (source)
- Restoring Confidence Through Information
- Stress Tests/Financial Stability Plan – “Treasury and the banking regulators launched a stress test of the 19 largest banks to make sure they had enough capital and the right kind of capital to continue lending even in an economic scenario that is worse than expected.” (source)
- “In January, Treasury began collecting (lending) data from the twenty largest recipients of capital under the CPP, representing almost 90% of CPP capital investments”. Published monthly, it shows, “bank by bank, the lending and intermediation activities of institutions by category, such as consumer, commercial and real estate loans”. (source)
- Restoring Confidence through Government Guarantees of Institutions
- “We regretted having to take these actions — to put so many taxpayer dollars at risk to support individual firms that had made bad decisions… the potential cost to taxpayers of inaction so much greater than the cost of intervention.” (source)
- hi
how did you lose your passport? oh man
Hey you ok? Have you got your passport back yet? – er I think a more pertinent question is, given that spring break ends in about 24 hours’ time – are you back at where you ought to be?
in a weird sort of way, i envy you.
Good luck! Hope you make it out as planned!
Maybe you could post some photos, if you still have your camera – or borrow one.
Sometimes, kindness need not be repaid to the same people who showed it to you. One throws a coin, a note, then disappears into the crowd. Another is the unseen hand. Or Daddy-long-legs.
I don’t think you’ll be in a hurry to go back to Cuba once you get outa there but who knows? Maybe someday, you just might repay them in some ways. Just not today. Not yet.
I know how you feel. Cuba is a four-letter word now. Well, it’s not even a word, come to think of it.
You bet! The only way to really “experience” any country is not by going around as a tourist, staying in nice clean sanitized hotels (or equivalent), and buying up every cute little things with your spare change. Know what? Maybe YOU can write about Habana when you get back.
It can’t be that bad, being a Cubano? At least they have their world-famous cigars? And dude, you’re getting free Spanish lessons.
i’m out! haha trust me the expense wasnt worth it. i do have a camera and tons of photos… but no way to post them, which is partially why I havent been writing about the full story or of Cuba as yet
when he said the best central bankers come from engineering background, does he refer to local historical trends or a more general statement applying worldwide and to the future as well? if it’s local historical trend, that statement is pretty useless as the country goes through different phases of development with different human resources distribution. or if it is a more theoretical general statement, it could be that doctors and lawyers make equally good central bankers if they even deign to want to do so. of course, after considering their considerable opportunity costs, it may not be wise to do so. I am always peeved when engineering students think they have the right of passage to work in finance industry as and when they wish, as though they are even more qualified than finance students. that may well be true for some, but for many, it is so not true.
hey shawn!
still owning i see. wuts gg on lol!
haha just finished financial accounting! happy happy. what a drag that was
I think you should spend some time thinking about why you want to do an MBA. The benefits of networking and taking a break does not seem to fit in your program since you will be too busy to do either, and your MBA-mates being much older and with much more experience are less likely to connect with you.
Also, your salary estimates are way off because firms will find it hard to justify hiring you as a normal MBA candidate without the work experience. This puts them in a difficult position: they can’t hire you as an undergraduate, and they are also unsure if they want you as a post-MBA candidate.
Its still possible to be hired, but be careful of pricing yourself out of the market.
The big numbers were very enlightening, 5 trillion in overall debt, etc., very big picture, very good.
I hope i didnt give the impression that i wrote this article. Wish i could do something like this!
Thinking very hard about this. Would appreciate any Lauder contacts/ thoughts on alternatives – my other two options are to do a Masters in Financial Engineering on the West Coast or stay the full 4 years at Penn and get an Engineering or Alternative Investments or some other major.
btw if you wanted to solve the question you’re going to need the assumptions of s1 = 14.6 and s2 = 14.4. The Pvalue you should get is pretty low, at about 0.0022
Click ‘leave a reply’ to say hi!
Some story-tellers begin from the end. Maybe you can try that sometimes – think about where you want to be or might be, say 10, 20, 30 years from now. Will you then do the same things that you’re doing now? Or will what you’re doing now matter then?
I don’t think its because its three Finance course but rather because it is so many Wharton courses. Inge and Janice Bellace are pretty much against students overloading on Wharton courses because they feel it defeats the purpose of the Huntsman Prog.
I lost the battle today, she gave me too many alternatives to ignore. she even suggested dropping Huntsman and going full Wharton. surprisingly the issue really was all about taking 3 Finance courses. She said they’d only allow that for a graduating senior who needed it. When i mentioned taking Stephen Kobrin’s course instead she acquiesced. However I think I want to do an IB course in China instead so it works out!
I also argued with her about the huntsman website and lauder’s OPI standards. She called me the “most argumentative” Singaporean she had ever met.
hard to say. but networks and the experience of doing a broad variety of things in University are generally agreed to be important.. that is what I am doing now.
i miss u very much, gor gor !
when are u coming back ?
mummy miss u too!
december, i miss you too!
Glad that the Malawi trip was an eye-opener.
S1a would hv wanted u to say to yourself this 10 times: “I believe in myself. I can do it!” before the interview. It will work.
My hero! congrats!
HEY WASSUP SHORN!!!
lolwut!
what up!
giant man
that is probably because the medicine or the antibodies triggered could stay in the blood for up to 3 years.
on the other hand, the medicine is damn good….
your sister is damn cute. she looks a lot like you. haha anyway i used to donate blood at least 4 times a year (haha actually i think that’s max a year) and i used to collect the silly stress balls that they’d give you to keep your blood going. i stopped for the same reasons tho.
fwah.
whassuppp
Shawn, the page looks amazing!!
thanks joojalicious
wow!
hi tongkai!!!
insuring each other is a great way of sharing capital for risky assets that normally would have low default correlation. one fails, or the other, but likely not both. problem occurs because default correlations don’t always hold true in systemic failure.
hey this is cool so have u finally devised a method to mathematically determine the result of football matches? haha i look forward to seeing your predictions here. meet up soon i hope!
never knew this existed…
I knew Doug Coulter many years ago and am trying to contact him. I would appreciate it if you could you provide any information.
Unseen Academicals is OUT
hey hey hey did you read roger lowenstein’s book on ltcm. fun read.
i can’t remember the details but the russian bonds i think only added up to about 40% of their losses. they had positions on volatility also.
Unseen Academicals was such a disappointment =(