33 Comments

Oh well, when your only tool is a hammer, hammers break things!

And oh yes: Please take time to add up the wise types who spoke out abut the inflation danger of forgiving student loans who are now getting or getting in line for government subsidies.

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Mar 14, 2023Liked by Claudia Sahm

HAPPY BIRTHDAY, seriously.

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Elegant take and Happy Birthday!

I was talking to my girlfriend about it, explaining how it works until she pointed out the obvious: “isn’t it that our financial system is built on trust?” Numbers on top of numbers will never be able to replace the unpredictable human nature.

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She’s a very smart woman. Trust is core to much of what we do.

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Superb insights as always Claudia. Though it will take time, glad to see DOD put $145B in future force capabilities. By failing fast in science & technology, we acquire many useful collateral benefits. Thank you!

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Mar 15, 2023Liked by Claudia Sahm

The great Clarke and Dawe. Unfortunately John Clarke no longer with us

https://www.youtube.com/watch?v=j2AvU2cfXRk

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Mar 15, 2023Liked by Claudia Sahm

The Aussie central bank is still talking about a wages breakout, if you say it enough, maybe it'll happen? there haven't been decent wages rises here since the mid 90s

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On another aspect of Fed Policy which you write about:

It is my understanding that Fed Monetary policy includes efforts to dampen our current level of employment (3.6%).

If this (counter intuitive to me) effort is true why not add to the total employment pool the refugees from Ukraine and Afghanistan and for that matter from all the South and Central American countries that Reagan and his like minded “ anti- communististas” brought to long term ruin precipitating refugees still at our door.

Then facilite jobs for them!

Since the likelihood of 100% success is slim the net increase will have declined ( mission accomplished).

YWe will have taken people out of distress and ultimately reduced our total long term expense in welfare, crime and a host of social costs. Moreover would this not have likely increased the benefit to our total economy because few people desperate for work drop out or are laggards in the workplace?

Can it be that there is a policy path beneficial to us morally and monetarily?

Naively yours,

Harry Wolf

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Mar 14, 2023Liked by Claudia Sahm

Thank you! Secondary effects are endlessly fascinating, right?

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Its truly an unfortunate situation but as mentioned, its nothing new. Now is also not the time for weak regulations for the banks and its unfortunate that during the Trump administration that Dodd-Frank got weakened and the president of SVB wanted congress to have less regulations to his bank as well. Also, tune out those in the media that trying to blame their collapse on wokeness which is absolute trash along with the pathetic WSJ article that also tried to blame it on diversity. We'll see next week whether or not the Fed goes 25 bps or they possibly don't raise at all. Today's inflation report for the most part was good with the headline number at 6.0% and well off its peak of 9% in June of last year. Again however, now is just simply not the time for less banking regulation. The Fed and especially congress need to do better.

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The Fed did not carry out the regs on the books. Plus, their bank regulators could have, on a special case basis, up the level of scrutiny of SVB. Clearly, they did not. I expect a pause next week. And maybe 25 basis points. 50 is completely off the table.

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Understood. Thank you for the clarification.

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Happy Birthday Claudia.

I agree that there are risks, including purely financial risks, associated with rapid increases in interest rates. But what we saw at SVB was not an unavoidable risk. It was totally avoidable. The collection of basic mistakes in risk management made by the bank is stunning, and the failure of the prudential framework to catch it early is equally stunning. Sure, the 2018 "regulatory relief" reform got banks with less than 250 bn off the hook in some way, but the Fed had the ability to regulate them and supervise them better. That a systemic clause needs to be invoked to address a problem in a supposedly "non systemic" bank is shameful.

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SVB’s Risk Manager stepped down in April 23’ and wasn’t replaced until Jan 24’!

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If you’re a banker to the smartest techies in the world hopefully their smarts rub off on you a touch and you figure out how to do bond math?? Maturity transformation risk anyone? Not sure how you blame fed for basic incompetence

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SVB is the one that made the stupid investments. But the Fed is tasked with safety and soundness. They are supposed to find stupid and rein it in before it blows up.

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Normally I’m not for ever increasing regulation but in this case seems a perfect example of regulatory capture (ie push in 2018 to raise gsif threshold ... pushed by... svb)

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Would recommend listening to the Ritholz interview with the SVB CEO Krugman linked to. He was polished to a glossy shine with tech smarts. More the problem than the solution, seems to me. If the personal banker for the "innovation economy" and key VC networks is an incompetent fraud where does that lead you? To me, SVB and SFB are seemingly not dissimilar phenomena.

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Failing due to duration mismatch is not the same thing as failure due to fraud. I haven’t seen any evidence that would suggest anything remotely like fraud. Someone’s business fail due to mismanaging risk that then gets realized. That’s exactly what happened here: mismanagement of duration risk

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So wouldn't 3% interest mortgages cause problems on many other balance sheets? With 60% of mortgages at 3% or lower, who would want to hold these?

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Banks are supposed to manage interest rate risk, including through the use of interest rate swaps. Nothing new there. Hopefully other banks are doing their jobs!

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Hopefully ,…

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But shouldn’t prudential regulation be done elsewhere with the Fed thinking about systemic risk?

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the Fed does 'safety and soundness' as it should. It was SVB's regulator.

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I think it is a mistake to have monetary policy and prudential supervision in the same place. Could it have contributed to not preventing SVB taking on so much interest rate risk between it's uninsured (runnable) deposits its fixed-rate investment portfolio?

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Help unravel the secondary consequences of roughly sixty percent of mortgages now at three percent. Seems like that is something to be concerned about, no?

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mortgage-backed securities and Treasuries caused problems on SVB's balance sheet.

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How much blame should be put on charlatans like Ackman and others who yelled fire at the worst possible time?

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Thanks!

I’ve heard a few people talk about how MBS extension sunk SVB and Signature. That my vintage Jan 2021 2.6% 30 year is now worth 70. Trillions of dollars of mortgages must be like this, and sitting directly and indirectly via MBS on bank balance sheets. Most of these would not have existed without QE. Can they be repaired without more QE?

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MBS is in the mix and Treasuries too. Both open questions about QE and QT.

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Most of the losses sit on the fed balance sheet. Ie socialized. Actually a great example of hidden wealth transfer- those with assets got help, at the cost of society wide inflation which disproportionately burdens the working poor

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