Timothy Geithner, President and CEO of the New York Fed and President-Elect Obama’s choice to be the next Treasury Secretary, is being given credit for predicting the current financial crisis. But is this true? The principal evidence that people point to that he did comes from a lecture he gave on September 15, 2006. It was sponsored by the Hong Kong Monetary Authority and Hong Kong Association of Banks and was entitled Hedge Funds and Derivatives and Their Implications for the Financial System.
What Geithner talks about in this lecture is mostly how new financial products and entities, like hedge funds, can pose challenges to the financial system. And some of the things he says do, in fact, sound prescient.
The foundations of modern risk measurement rest on a framework that uses past returns to measure or estimate the distribution of future returns. The stability of the recent past, even if much of it proves durable, probably understates potential risk.
and
We should focus more attention on parts of the risk-management process where uncertainty is greatest and materiality of the risks that we can’t readily quantify is highest. This means more attention on the risk factors where the measurement challenges are most complex. It means more attention on assessing potential exposure in extreme events that lie outside past experience, not just those outside of the recent past.
and
The same factors that may have reduced the probability of future systemic events, however, may amplify the damage caused by and complicate the management of very severe financial shocks. The changes that have reduced the vulnerability of the system to smaller shocks may have increased the severity of the large ones.
I mean this certainly describes what happened. Ratings agencies used bad models based on traditional lending practices to describe expected default rates on mortgages that were very different from traditional mortgages and were being sold in an inflated market. These mortgages were then sliced and diced in various ways into succeeding generations of a new type of financial instrument the CDO or collateralized debt obligation. By chopping up groups or tranches of mortgages and selling them as CDOs and then chopping up and reselling the CDOs, risk was effectively spread throughout the world financial market. Risk could be even further diluted by purchasing insurance in the form of CDSs, the credit default swaps. Geithner is on to this aspect to:
Although assets under management in hedge funds still represent a relatively small share of total financial assets, their relative share has increased significantly and their ability to take on substantial leverage magnifies their potential impact on financial market conditions. These private leveraged funds have become an important source of protection to regulated institutions by being large sellers of credit insurance in the rapidly growing market for credit default swaps.
And Geithner correctly describes what we have seen happen both in the housing and stock markets.
In market conditions where initial margin may be low relative to potential future exposure, the self-preserving behavior of leveraged funds and their counterparties may be more likely to exacerbate rather than mitigate an unexpected deterioration in asset prices and market liquidity. As financial firms demand more collateral, funds are forced to liquidate positions, adding to volatility and pushing down asset prices, leading to more margin calls and efforts by the major firms to reduce their exposure to future losses.
All in all I would say Geithner nailed the present crisis, except for one thing. He is describing potential problems, not those which actually happened and which were, in fact, happening even as he spoke and right under his nose. By 2006, we had a fully mature housing bubble with huge downstream liabilities both in terms of CDOs and CDSs. Throughout 2006, mortgage writing companies like Ameriquest, Mortgage Lenders Network USA, and Ownit were struggling unsuccessfully to stave off bankruptcy. Geithner references none of this. Instead he praises the strength of the US economy,
The U.S. economy appears to have become more resilient to financial shocks. Over the past two decades, the U.S. economy has experienced several episodes of significant financial market strain. These episodes were associated with spikes in risk perception and significant market volatility within financial markets, but none proved exceptionally damaging in terms of the overall macroeconomic impact.
and
The resiliency we have observed over the past decade or so is not just good luck. It is the consequence of efforts by regulatory, supervisory and private financial institutions to address previous sources of systemic instability. Risk management has improved significantly, and the major firms have made substantial progress toward more sophisticated measurement and control of concentration to specific risk factors.
and
The available evidence is consistent with the view that the changes in the core of supervised institutions, growth of the leveraged sector and rapid financial innovation have strengthened the efficiency and resiliency of the overall financial system. As I mentioned at the start, a broad range of recent financial shocks do not seem to have adversely impacted the real economy. The international financial crisis that began in 1997 did not spillover to the nonfinancial sector in the United States. The equity price collapse and deterioration in credit in 2000 did not cause significant damage to the core institutions in the U.S. market.
Geithner did not see the current collapse coming. And if you think about it, the idea that he did makes no sense. He foresees this huge economic mess and his reaction is to give a speech in Hong Kong, not actually do anything about it here at home–although he runs one of the Fed’s most important branches. Like so many others in positions of power and trust, Geithner was eminently well placed to see the developing crisis and avoid or mitigate its worst effects. He should have known, but he didn’t. His view was much more conventional. He saw no shocks that the financial system couldn’t handle. He could not have been more wrong, but this is the guy that Obama wants for his Treasury Secretary.





40 Comments
Spotlight
Support this site!
Subscribe to the newsletter
Advertise on Firedoglake
Send
us your tips
Make us your homepage
About The Seminal
Advanced search
Well said. You’re right and I should have done more research.
Updated my post with a link to this one.
can’t not recommend a Hugh diary, thanks.
I’m surprised that these economists were talking in broad theoretical terms about “IF>THEN” situations but appear not to have the actual evidence at hand to see rthat the “IF” was already occurring.
The question is WHY? Are they simply idiots? Or were the financial figures being concealed or distorted to such a degree that the indicators they had were ambivalent? Were they, for example, relying on the trustworthiness of the Credit Reporting Agencies. Why did he believe that the risk reporting agencies and financial institutions had a grasp on this?
digg
I have no doubt that Geithner new exactly the extent of the calamity that awaited the financial system in 2006, he is a very intelligent guy who worked in the belly of the beast. The problem was that the beast had grown too huge (way too many dollars chasing too few investment assets, use of huge leverage) and was totally out of control (virtually no regulations), by 2006 it was too late to stop the beast. Geithner could only hope that if he said everything was great, that somehow it would become so. Magic. It is very typical of human nature. I worked in the financial industry for years (investment management company managing over $50 billion in fixed income assets). Company policy was to never say anything if the markets were going to be bad, might become a self-fulfilling prophecy. Once the shit hit the fan, you assure people that it will get better soon. That’s how it works in the business. Geithner played along like most everyone else “Everything is great, fundamentals are strong, yada, yada, yada…”
i’ve only been able to find one congressional hearing during the clinton administration that giethner testified at. i don’t know how to make an exhaustive search so there may be more. will be taking a look at this one later, but thought it might be of interest to others and this seems like the best place to put the link (pdf 3.4MB). enjoy.
And that’s why I don’t trust most investment advisors, especially ones working for large firms. Hacks giving canned advice, not allowed to tell the truth even if they know it.
That’s an interesting take but still a damning indictment. The Geithners of the world don’t have to do anything when the system is working. And they are afraid to do anything when it starts going off the rails. In either case, it’s not leadership and not what we need in a Treasury Secretary.
I totally agree with you. Greed and fear are powerful human emotions.
Well most of the big institutional investment managers have really smart investment people, unfortunately the world is a very large, very interconnected place and it isn’t possible to predict what everyone else is doing that might crap things up. The hedge funds are a prime example, they aren’t regulated and are definitely not transpararent which leaves much uncertainty out there.
with the help of some coffee this morning, a few more links:
geithner in cspan archives:
December 17, 1997 – Japanese Banking and Financial Crisis
July, 26, 1998 – Global Implications of Japan’s Crisis
April 3, 2008 – U.S. Financial Markets and Sale of Bear Stearns
some Senate Banking Hearings:
March 9, 1999: Oversight Hearing on the International Monetary Fund (also Report 106-18)
April 27, 2000: Oversight Hearing on International Monetary Fund Reform (also Report 106-614)
April 3, 2008: Turmoil in U.S. Credit Markets: Examining the Recent Actions of Federal Financial Regulators
some House Financial Services Hearings:
March 20, 1997 – FUNDING REQUESTS FOR THE INTERNATIONAL MONETARY FUND
April 21, 1998 – Hearing to Review the Operations of the International Monetary Fund
June 15, 1999 – H.R. 1095—THE DEBT RELIEF FOR POVERTY REDUCTION ACT
March 8, 2000 – HEARING ON THE ON THE GLOBAL AIDS CRISIS AND PANDEMIC IN AFRICA; H.R. 3519, THE WORLD BANK AIDS PREVENTION TRUST FUND ACT
Some CRF archive links :
October 2001 – Task Force Report – Building Support for More Open Trade Recommendations
January 11, 2007 – Developments in the Global Economy and Implications for the United States
March 6, 2008 – The Current Financial Challenges: Policy and Regulatory Implications
other random links:
28 February 2008 – Liquidity and financial markets. Keynote address at the 8th Annual Risk Convention and Exhibition, Global Association of Risk Professionals
oops. way too many links in my previous comment has trapped it in the mod filters.
Dugg.
Thanks for opening it up.
Thanks very much Hugh.
I think the more pressure we can put on the legacy media to get after Paulson, the more we can separate Geitner from Paulson.
oh lordy, i’ve just started listening to the cfr talk from jan 2007 (there’s an mp3 available for download):
That was the nail in the coffin. I left the profession right as the tech bubble was bursting. It was the first time I was really worried about the economy. (The 1997 and 1998 events happened against a backdrop of a very robust U.S. economy, so they were of no consequence, as I wrote at the time.) Well, I was wrong. The tools of fiscal & monetary policy got the economy to pull through the bursting of the tech bubble and the 9/11 economic consequences.
After both of those, economists whose job it was to forecast, or those, like Alan Blinder, who have been policy wonks & commentators, developed this hubris about how robust the U.S. economy was & how it could never fail. “If we made it thru the trials of 2000 & 2001, we can do anything,” the refrain seemed to go.
Of course, that is a mindless approach and they didn’t pay any attention not only to the new financial structure problems that Geithner so clearly articulated in the abstract, nor the lack of underpinnings for consumer spending (the economy’s engine) once they ceased to be able to use their houses as ATMs.
One good thing that might come from this Republic economic meltdown is a stake through the heart of supply-side economics.
Nothing would please me more.
We are all Keynesians now.
more from the jan 2007 talk:
The article, Where Was The Wise Man?; NYT; April 27, 2008…
http://tinyurl.com/596y33
…about Robert Rubin chairman of Citi is instructive because it describes in detail the mindset of these lords of the universe, and the priest worshipping deference shown them.
Particularly when Citi is either going bankrupt, or bailed out, or bought as of this weekend. Ten to fifteen million dollars a year for Rubin, architect of the meltdown to end all meltdowns, one of the four horsemen of the financial apocalypse along with Summers, Greenspan, and Graam. The man who has presided over the collapse of Citi, and a highly visible Obama “adviser”.
Rubin and Summers are Geithner’s mentors, so it’s not surprising that he didn’t lift a finger to correct this disaster, save a speech or two in Asia. The irony of Rubin at Citi and Geithner ex IMF is too tasty a piece of black humor to ignore.
Maybe like Nixon in China, Geithner will mitigate the mess without scaring the horses. Maybe. It seems to have excited Wall Street yesterday, but then it would, wouldn’t it? Obama needs the horses settled down at this point. One thing to be said for Geithner. But I’d count my fingers after the handshake.
Geithner joined the FED in late 2003 shortly after the FED had reduced the target rate to 1%, where it stayed for another 6 mo’s before beginning the series of highly telegraphed quarter point increases, 17 in all iirc.
is there any record of TG’s views/votes on those actions, especially with reference to too many increases or keeping the rate too high for too long ?
thanks in advance.
I agree that they probably had a good idea of what was going on and the possible consequences, and also the dangers of talking about it. But that means they should have been working behind the scenes to strong arm bad actors into stop creating the problem instruments and to start deleveraging. That they apparently did nothing is to their everlasting condemnation.
Not sure what you meant by “too high for too long.“
Everyone I read agrees that the worst excesses were fed by interest rates that were too low for too long.
after the 17 1/4pt series concluded, the rate iirc, stayed at 5.25% from the spring of ‘06 to the end of ‘07. i agree ’bout the 2low/2long as well, but that began before TG went on the NYFed. much was made during the process of how responsible and wise the continual 1/4 point increases were, as they were so telegraphed, providing stability to the market’s future, and were said to be intended to take the ‘froth/speculation’ out of the housing markets. which arguably was accomplished by mid ‘06.
I am having difficulty wrapping my mind around the dishonesty and wrongheadedness involved in those statements by Geithner. Despite wage growth being essentially flat for the last 30 years, despite the Reagan and Bush tax cuts and their mammoth transfer of wealth to the already rich, despite the outsourcing of jobs around the world in the name of globalization and free trade, it is technology that is to blame for the lack of growth in wages. That takes some mighty powerful and willful misreading of the economy and government policy over a very long time.
And there is also the apparent contradiction between average income going up due to globalization and wages staying flat because of technology. The only way this works out is if you make the wealthy even wealthier and push up the average even as the majority of Americans see no growth at all. Extremely dishonest to describe things this way.
“Ratings agencies used bad models based on traditional lending practices to describe expected default rates on mortgages that were very different from traditional mortgages and were being sold in an inflated market. “
They were not bad models. They were good models. The models were invalid for the purpose. Invalid because the new mortage borrower population were different from the classical mortgage holders.
This was fraud and misrepresentation and negligence.
It was Greenspan who kept rates low and fed the housing bubble which really took off in 2004-2005. By the time they began raising interest rates the horse had already left the barn and the interest rate hikes at that point only helped the bubble burst that much faster.
That was what I meant by calling the models bad. They did not describe what they were supposed to describe. So any predictions based on them were meaningless. Given that the ratings agencies had financial motives for not questioning their models, that it would have been very reasonable to question them, and that the agencies didn’t, certainly raises the suspicion of fraud or massive incompetence.
“He saw no shocks that the financial system couldn’t handle.”
Typical management, They assume the have control because of their understanding of cause & effect. What they don’t know, or refuse to accept, is that they are managing a non-liner system (butterfly effect).
Non-linear systems are not manageable. Were are not dealing here with system defines by second, third or fourth order differential equations (linear systems). A good example of a non-linear system is the parent/teenager relationship, and its not the teenager that’s the only non-linear part of this system; other parts include the parent and the teenagers peers and the environment (aka TV).
You know it is very odd that even as the paper economy came to dwarf the real one and even as the real economy was being weakened by globalization and the demand for short term profits which the paper economy demanded of it, people like Geithner continued to put their faith in the real economy to bail out at need the mistakes of the paper economy. I guess they really weren’t paying attention.
Any engineering, math or marketing major knows better.
It’s basic statistics to be careful that the populations are similar, and there is a good test (chi squared) to determine if the populations are ’significantly’ different.
I’ve read of people in the agencies who questioned the process.
Do you have a link?
I know of no data supporting that position. Worse, the way you stated it, appears to reinforce a neocon theme which is that we loaned too much to the poor. Only in about 2005 did Wall Street start demanding higher interest rate loans. They paid a premium to unethical mortgage lenders to force loans onto really poor, uneducated renters who could not possibly afford homes. (Charles Morris has detailed this process in parts of Chapter 4 of his “THE TRILLION DOLLAR MELTDOWN.”
That’s not the leverage that is causing the worldwide meltdown. It’s among other things the 40 to 1 ratios that Wall Street borrowed on to buy up the mortgages and sell them as securities. By buying up those mortgage backed securities and CDS’ the world economy became tied to our housing bubble.
As far as lending standards are concerned, afaik, up and down the income brackets, old and young, Americans took on too much debt.
Finally, the rating agencies were profiting from what was going on. We paid them to understand the risks better than most. If you have a link to a better defense of them, I’d like to see it.
i’m especially disheartened to hear this kind of thing said in 2007. i thought it had been thoroughly discredited years ago.
treasury played an important and really destructive role in trade policy during the clinton years. apparently something to pay attention to in the coming administration.
Underwriting Standards, contained in every load sheet (I have samples)
Classical: Mortgage holder qualified for their mortgages, Verified Income, Verified assets.
New: Mortgage holder did not qualify for the mortgages under the same underwriting rules, they were Stated Income & Stated assets or even No Income, No Assets.
The people who bought in my part of CA since 1995 almost exclusively used SISA & NINA underwriting, as they COULD NOT QUALIFY with verified income & verifier asset underwriting rules because of the explosion of house prices. It follows, by definition, they were a different population from the “Classical, qualified” mortgage holders. And as these people were buying, their demand helped to continue the cycle of increasing house prices.
The Neocon position is wrong. It’s about underwriting standards, not consumer behavior. The lender has a fiduciary obligation to its shareholders, depositors and investors to make loans that have a good probability of being paid. Those who would could not qualify under the classical rules, now could qualify because of the new (stupid) underwriting rules (aka: liars loans).
The next dimension is consumer behavior. I personally believe advertising works, and advertisers have a responsibility for their advertisements and the actions taken by consumers because of their advertisements. Lender were promising all consumers they could get a loan, true. The lenders were breaching their fiduciary obligations because the underwriting standards were “tweaked” to generate loan origination fees, and not ensure the borrowers ability to pay.
here’s a link to our thinking
http://agonist.org/synoia/2008…..ry_lawsuit
Wall street deliberately originated loans that would default. Their reason was to keep the origination fees revenue flowing.
“If you have a link to a better defense of them, I’d like to see it.”
I perceive you misunderstand me, I’m not defending the ratings houses, or anyone else on Wall St. I’m attacking them.
My apologies.
Sorry but I heard all about how our economy was setup and expected by design to collapse back in the 90’s. Frankly as explained back then, the setup had been in progress for years and it is linked with other activities which we all are witnessing being surfaced at this time.
As Naomi Klein, author of “The Shock Doctrine” explains on Democracy Now with fits of anxiety within her voice, what is happening is CRIMINAL. Make no mistake about this as I knew it back in the 90’s as told to me by a family directly involved in a huge criminal system. But of course no one wants to say that what happened was a matter of coincidence, but guess again everyone, it isn’t a coincidence!
Our problem is there is a lot more still left to surface and no one is going to like any of that either.
Marty Didier
Northbrook, IL
Exactly right.
No coincidences here.