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Tag Archive: Federal Reserve

  1. Goodbye Recovery, Hello Recession

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    I’m no pilot, but I imag­ine that if I were fly­ing a plane and a moun­tain appeared in front of me, I’d pull up to avoid crash­ing. Instead, I am an econ­o­mist and busi­ness per­son and I see an eco­nomic moun­tain loom­ing in front of the U.S. I only wish I could explain why Wash­ing­ton insists on fly­ing straight into the moun­tain rather than pulling up.

    Wash­ing­ton politi­cians are point­ing the U.S. econ­omy straight into a liq­uid­ity trap and instead of a bright eco­nomic future, the U.S. is look­ing at years of high unem­ploy­ment, weak GDP growth and the pos­si­bil­ity of wide­spread deflation.

    When the econ­omy is in a liq­uid­ity trap, mon­e­tary pol­icy is inef­fec­tive because indi­vid­u­als and busi­nesses hoard money rather than spend it. The more money the Fed makes avail­able, the more con­sumers hoard.

    Will I be able to feed my fam­ily and pay the bills? Is my job secure? Is my house worth less than the mort­gage? Will the gov­ern­ment help me when I am old or will Medicare be denied when I need it the most? Why is the school board cut­ting pay and fir­ing teach­ers? Does a gov­ern­ment shut­down mean that I won’t be paid? Is the Trea­sury raid­ing my pen­sion to pay bondholders?

    When ordi­nary peo­ple aren’t sure how to answer those ques­tions, they become gripped by fear and uncer­tainty. To assuage their fears, they spend their time and resources get­ting ready for what­ever bad news comes their way. They hoard cash and try to save for the rainy day that they are con­vinced will come. As a result, demand for goods and ser­vices falls caus­ing prices, wages and liv­ing stan­dards to plunge. Before you know it, we’re in the midst of what econ­o­mists call a defla­tion­ary spi­ral with no end in sight.

    Last week the Fed­eral Reserve of Bank St. Louis pub­lished an update to its M1 Money Mul­ti­plier chart that shows ordi­nary Amer­i­cans are hold­ing on to cash. In the last six months the Money Mul­ti­plier has gone into a down­ward spi­ral. When the Money Mul­ti­plier falls, it’s tough for the econ­omy to sus­tain growth.

    It’s not just the M1 Money Mul­ti­plier that is falling; M2 Veloc­ity is falling as well. M2 veloc­ity is a mea­sure of how fast broadly defined money sup­ply turns over each year. When M2 veloc­ity falls, con­sumers, busi­nesses and investors are slow­ing the rate at which they spend and invest their money. Annual GDP equals the amount of money avail­able to spend mul­ti­plied by the num­ber of times the money turns over in a year. When veloc­ity goes down it is a sure bet that a reces­sion is right around the corner.

    As the below chart illus­trates, M2 Veloc­ity resumed its down­ward tra­jec­tory about six months ago after recov­er­ing a lit­tle from the 2008 finan­cial crisis.

    Falling veloc­ity is a sign that con­sumers and busi­nesses are los­ing con­fi­dence in the future.

    Beyond the obvi­ous incli­na­tion to hoard, one of the side effects of falling mon­e­tary veloc­ity is the ten­dency of investors to sell more risky and less liq­uid assets and invest in Trea­sury bonds which are con­sid­ered “as good as cash.” Right on queue in the last two months, the stock mar­ket has been in decline while the Trea­sury mar­ket has been rising.

    Con­fi­dence in the future is needed to get money turn­ing over again. Yet, con­fi­dence is being destroyed by a lethal com­bi­na­tion of nat­ural and man-made disasters.

    In the last six months there have been nat­ural dis­as­ters of epic pro­por­tion, but the worst dis­as­ters are man-made and caus­ing self inflicted wounds.

    The earth­quake and tsunami in Japan were nat­ural dis­as­ters with wide spread eco­nomic con­se­quences for both Japan and the global econ­omy. Flood­ing in the Mid­west and tor­na­does through­out the East were no one’s fault, but still rocked the world of mil­lions of Americans.

    Even so, it’s man-made dis­as­ters that are hurt­ing the most.

    Con­flict in the Mid­dle East is a man-made dis­as­ter that has the poten­tial to take a turn to the dark side with last­ing con­se­quences. Also, the Euro­pean sov­er­eign debt cri­sis is a man-made cri­sis that still isn’t under control.

    How­ever, by far the biggest eco­nomic dis­as­ter is being cre­ated in Wash­ing­ton and in state capi­tols. The deaf ear of politi­cians and pol­icy mak­ers to the unin­tended side effects of their words and deeds is almost beyond com­pre­hen­sion. Cer­tain politi­cians seem to think that they were elected to play Russ­ian roulette with the econ­omy and don’t under­stand the con­se­quences of their actions.

    In the last six months investors, busi­nesses and con­sumers have watched the U.S. come within min­utes of defund­ing itself and shut­ting down.

    This month every­one is won­der­ing if Con­gres­sional lead­ers will com­mit col­lec­tive sui­cide and fail to pass an increase in the debt limit. Every night on TV mem­bers of Con­gress seem almost giddy at the prospect of serv­ing the U.S. econ­omy cyanide-laced Kool-Aid.

    Con­sumer and busi­ness con­fi­dence requires pub­lic sec­tor cer­tainty. It can’t be up for debate whether or not the gov­ern­ment should honor its commitments.

    Sev­eral state and local gov­ern­ments aren’t doing any bet­ter. Solv­ing bud­get prob­lems by going to war with work­ers and con­stituents is like pour­ing acid on confidence.

    The Fed’s abil­ity to help the econ­omy is very lim­ited when fear drains money from the pro­duc­tive econ­omy. For bet­ter or worse, when the Fed can’t help, it’s up to our elected offi­cials to fix the econ­omy. Unfor­tu­nately, it’s these elected offi­cials that led us into the shadow of the val­ley of eco­nomic death.

    Despite evi­dence to the con­trary, politi­cians con­tinue to believe that their words and per­sonal deeds don’t mat­ter; that there are no con­se­quences to cre­at­ing uncer­tainty by threat­en­ing to uni­lat­er­ally break con­tracts and bank­rupt peo­ple that trusted the word of the United States.

    Until our elected offi­cials stop threat­en­ing an eco­nomic Jon­estown, we are doomed for as far as the eye can see.

  2. Who’s Gonna Bail Out The Fed?

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    As pub­lished on Forbes.com

    In ordi­nary times it would be igno­rant to ask, “Who’s going to bail out the Fed?” — but then again these aren’t ordi­nary times.

    Sol­vency of the Fed­eral Reserve Bank shouldn’t be an issue because it car­ries the full faith and credit of the United States of Amer­ica. In the­ory, the only way the Fed could need a bailout is if the fed­eral gov­ern­ment fails.

    While the­ory is inter­est­ing, polit­i­cal real­ity is an entirely dif­fer­ent story. The Fed­eral Reserve is putting its future at risk by ignor­ing its own likely finan­cial results when it raises inter­est rates. Sim­ply put, ris­ing inter­est rates will hurt the Fed by mak­ing inter­est costs higher and asset val­ues lower.

    Con­gress has got­ten used to spend­ing prof­its made by the Fed. Based upon first quar­ter results the Fed is on track to turn over more than $110 bil­lion in 2011.But what hap­pens if the Fed’s prof­its sud­denly turn to losses? Will Wash­ing­ton remem­ber the Fed’s enor­mous earn­ings and cut them some slack?

    In the mafia, you are only as good as your last enve­lope. Con­gress works in much the same way. It’s a sure bet that Con­gres­sional mem­ory won’t last more than a sin­gle missed pay­ment. When the Fed stops kick­ing up to its Con­gres­sional bosses, it’s future will be in seri­ous jeopardy.

    While the Fed isn’t like any other bank in Amer­ica, it is still sub­ject to the immutable rules of math and inter­est rate risk. If the Fed starts to earn less on its invest­ments than it pays in inter­est on its deposits, it will lose money.

    That is exactly what the Fed is fac­ing when inter­est rates rise — that it will pay more for deposits than it earns on its investments.

    Taken in iso­la­tion the Fed’s bal­ance sheet looks more like an over­lever­aged hedge fund than a shin­ing exam­ple of pru­dent risk man­age­ment. The Fed has almost no cap­i­tal to back up its big macro bet on inter­est rates and the shape of the yield curve. Higher inter­est rates or an inverted yield curve where long-term assets yield less than short-term assets will cause prob­lems.
    The Fed bor­rows money by accept­ing short-term float­ing rate deposits from banks. It uses its cash to pur­chase mostly long-term fixed rate bonds. Through the mon­e­tary stim­u­lus pro­grams of QE I and QE II the Fed has pur­chased a boat load of long-term fixed rate bonds and now owns approx­i­mately $2.3 tril­lion of these assets.

    When short-term inter­est rates increase the pos­i­tive dif­fer­ence between what the Fed earns on its invest­ments over what it pays to bor­row money will shrink. If inter­est rates rise enough, the Fed will start book­ing losses.

    A sim­ple stress test on the Fed sug­gests that an increase of between 3.00% and 3.50% in the fed­eral funds rate will turn the Fed into a text book exam­ple of a Con­gres­sional bas­ket case. For the vast major­ity of the Fed’s exis­tence, the Fed­eral Funds rate was above its breakeven point of around 3.25%.

    Even worse, the Fed’s assets, Trea­sury bonds and mortgage-backed secu­ri­ties, will fall in value when inter­est rates go up. It is a uni­ver­sal bond truth that when inter­est rates rise, the mar­ket value of fixed rate invest­ments falls. Falling mar­ket val­ues will restrict is abil­ity to trade into higher yield­ing assets with­out real­iz­ing mar­ket value losses.

    Unlike all other banks, the Fed has essen­tially no equity to absorb losses. It is required by law to trans­fer the vast major­ity of its prof­its to the Trea­sury every year and as a result has only $53 bil­lion of equity back­ing up almost $2.7 tril­lion of assets. If the Fed were a pri­vate bank it would be imme­di­ately clas­si­fied as crit­i­cally under­cap­i­tal­ized and seized by regulators.

    The Fed was there for Cit­i­group and Gold­man Sachs and the entire finan­cial sec­tor but who will be there for the Fed?

    As a prac­ti­cal mat­ter the Fed can­not hedge its inter­est rate risk. While other banks can buy inter­est rate swaps, futures and options, the Fed is not like other banks and will be sub­ject to a dou­ble standard.

    The Fed will never col­lect on hedge con­tracts bought from Wall Street oli­garchs. Hedg­ing is a zero sum game —if the Fed makes money that means some­one on Wall Street loses.

    The “too big to fail” bank­ing crowd will make the Fed’s hedg­ing con­tracts uncol­lec­table in less time than it takes to clean up after a K-Street cock­tail party. There is just no way that Wall Street will vol­un­tar­ily pay the Fed a few hun­dred bil­lion when Con­gress is around for a bail out.

    I hap­pen to be a sup­porter of the Fed’s mon­e­tary pol­icy and think that Mr. Bernanke and the Fed staff have done an amaz­ing job. I am not sug­gest­ing that the Fed bal­ance sheet is out of con­trol or that they have been irre­spon­si­ble by accu­mu­lat­ing $2.3 tril­lion of assets.

    How­ever, the Fed staff just is not antic­i­pat­ing the firestorm of crit­i­cism it will receive when it stops earn­ing money for Congress.

    Mr. Bernanke has not laid the ground­work with the pub­lic for losses and is giv­ing Fed haters ample ammu­ni­tion to attack the insti­tu­tion. Just imag­ine if the Con­gress had to include fund­ing for the Fed in debt limit debate.

    In a per­fect and intel­lec­tu­ally hon­est world, losses at the Fed would be a non-event. But we don’t live in a per­fect world. The Fed is set­ting itself up for polit­i­cal oppor­tunists to take cheap shots with­out consequence.

    By not deal­ing with the cer­tain math of inter­est rate risk, Bernanke risks becom­ing the guy who gives Con­gress an excuse to end Fed independence.

  3. Headline From 2036: Banks Say ‘Drop Dead’ To White House

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    Date­line April 29, 2036

    At sep­a­rate news con­fer­ences Demo­c­ra­tic and Repub­li­can lead­ers accused each other of polit­i­cal oppor­tunism after Con­gress again failed to raise the debt ceil­ing and banks refused the President’s request to fund a gov­ern­ment bailout.

    As a result, the fed­eral gov­ern­ment shut­down that began in 2011 will con­tinue for another year.

    US House Budget Committee chairman Paul Ryan, ...

    Fed future for Ryan?

    Fed­eral Amer­i­can Reserve Bank Chair­man Paul Ryan stated ”It isn’t fair that the pres­i­dent is ask­ing banks to pay taxes. If we pay taxes this year, he will just come back next year for another hand­out. The cycle has to be bro­ken. I used to be one of those irre­spon­si­ble tax and spend offi­cials and I know how things work in Wash­ing­ton. If we give in now to pay­ing taxes there is no telling where this will end up.”

    Chair­man Ryan’s com­ments were cir­cu­lated on the House floor just before today’s crit­i­cal vote.

    Ever since the mega bank Amer­i­can National acquired the Fed­eral Reserve Bank­ing sys­tem the gov­ern­ment has been unable to col­lect tax rev­enue with­out Chair­man Ryan’s help.

    Income tax

    Sticky issue of taxes

    The Pres­i­dent responded to Ryan’s crit­i­cism by point­ing out that because cor­po­rate taxes were elim­i­nated and per­sonal income tax rates are only 0.001% for any­one earn­ing more than $250,000 per year the gov­ern­ment hasn’t been able to bal­ance the bud­get. ”Since the last tax reduc­tion the gov­ern­ment has been forced to live off of park­ing fees at the national parks. It just isn’t enough to fund essen­tial ser­vices and invest in the future.”

    It didn’t take long before Eco­nom­ics Nobel Prize Lau­re­ate Glenn Beck shot back at the Pres­i­dent. ”We need to take back our coun­try from the lib­eral elites. All they want to do is take from you and me and give it to the poor. We can’t let Marx­ists run this coun­try anymore.”

    Beck’s rival, Trea­sury Sec­re­tary Paul Krug­man, wor­ried that the gov­ern­ment might have no choice but to per­ma­nently shut down. “The gov­ern­ment has been on the ropes ever since we adopted the gold stan­dard and closed the Fed­eral Reserve. I warned every­one that this would hap­pen but no one lis­tened to me. The Republican’s even made fun of me. But, facts are facts. With gold at $18,829 per ounce we can’t afford to buy the cur­rency needed to run gov­ern­ment anymore.”

    Long time TV com­men­ta­tor Sean Han­nity inter­rupted his long run­ning cable news show and devoted an entire 5 min­utes to an in-depth exam­i­na­tion of the issue. ”Let not your hearts be trou­bled. The only thing per­ma­nently shut­ting down is Krug­man — he’s even older than me, and I am so old I have trou­ble think­ing straight. I say gov­ern­ment can be deliv­ered by the pri­vate sec­tor cheaper and more effec­tively than through the pub­lic sec­tor. Peo­ple just need to trust the pri­vate sec­tor and free mar­kets to take care of them and every­thing will be OK. Look at me, I have been taken care of all my life and I am doing just fine.”

    In sep­a­rate eco­nomic news, the Pay Czar deliv­ered a new report crit­i­ciz­ing the com­pen­sa­tion of pub­lic sec­tor employ­ees includ­ing school teach­ers, fire fight­ers and san­i­ta­tion work­ers as being exces­sive. ”When school teach­ers earn more than their students…well that just isn’t right. After all, who works for whom?”

    The Pay Czar was espe­cially dis­parag­ing of work­ers at the Depart­ment of Motor Vehi­cles. ”Those work­ers don’t deserve to be paid. I had to get my license renewed and I know — no one wants to pay for the DMV. If we could do it over again, why would there be a DMV at all?”

    See the orig­i­nal ver­sion of this post at Forbes.com.

  4. Gold Bugs Beware Of Fed Extermination

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    Today I heard it again on the car radio — an adver­tise­ment claim­ing that since gold has topped $1,500 an ounce it’s a “must buy” for every respon­si­ble saver.

    If only it were true that I could pro­tect my fam­ily from eco­nomic Armaged­don by buy­ing gold.

    Unfor­tu­nately, the hard facts are that increas­ingly since 2000 gold has been the oppo­site of an infla­tion hedge. Even worse, when inter­est rates rise in response to infla­tion, gold will fall in value, and maybe by a lot.

    The his­tor­i­cal rela­tion­ship of gold to infla­tion, i.e., that it is a hedge, is no longer true. Gold has been “finan­cial­ized” by Wall Street and its price is being dri­ven by insti­tu­tional spec­u­la­tors that buy it by bor­row­ing money at near 0% inter­est. As long as inter­est rates remain low, the cost of bet­ting on gold is very low and money flows into the gold market.

    As gold prices soar indi­vid­ual investors need to beware. One day inter­est rates will start to rise and gold prices will plum­met. Inno­cent vic­tims that buy gold because of a mass mar­ket sales pitch will be sorry.

    My strong advice to read­ers is don’t be a gold bug. It’s only a mat­ter of time before the Fed exter­mi­nates you.

    See the rest of this post at Forbes.com.

  5. Federal Reserve Truth in Lending Rules Needs To Go Back To Grammar School

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    I have received a big response to my recent arti­cle about credit card bills and whether or not con­sumers are being over­charged. A lot of frus­trated read­ers have pri­vately e-mailed me with their own very strong over­charg­ing suspicions.

    For­tu­nately, the credit card over­charg­ing prob­lem can be fixed with sim­ple solu­tions that can be imple­mented imme­di­ately. Every day gram­mar school kids learn three basic lessons which if applied to bank credit card billing will instantly solve the prob­lem. The three lessons are…

    • Show your work
    • No free do overs
    • What’s good for the goose is good for the gander.

    Banks need to “show their work” and tell their cus­tomers how they got to the answer. It isn’t good enough to get an answer with­out explain­ing how they got it.

    Show­ing their work means putting on credit card state­ments columns that show the actual daily bal­ance and the deb­its and cred­its that were used to cal­cu­late the bal­ance. Cur­rently, banks show the monthly aver­age daily bal­ance that is sub­ject to finance charges but not the actual daily bal­ance that is used for the calculation.

    There is a big dif­fer­ence between show­ing the monthly aver­age bal­ance and the actual daily bal­ance, and that dif­fer­ence pre­vents con­sumers from fig­ur­ing out whether or not they were over­charged. With­out the daily bal­ance cal­cu­la­tion (and the daily finance charge which is included in the daily bal­ance) banks aren’t show­ing their work.

    My daugh­ter always gets points taken away for not show­ing her work. Banks should have reg­u­la­tory points taken away as well.

    Some of the read­ers who e-mailed me asked me to try to rec­on­cile the finance charges on their bill. One reader had a bal­ance of approx­i­mately $2,500 on her Sep­tem­ber bill. She sent in a pay­ment to the credit card com­pany of approx­i­mately $3,500 which resulted in a credit bal­ance, i.e., the credit card com­pany owed the reader money because of over­pay­ment. The Sep­tem­ber pay­ment was sent in to the bank right after the bill was received and cred­ited to the account approx­i­mately 15 days before the due date. Dur­ing the month of Sep­tem­ber my reader used her credit card and charged approx­i­mately $3,500 of pur­chases (no cash advances). Based upon the con­tract she believes she shouldn’t have had a finance charge on her Octo­ber bill. But, the credit card com­pany said that she had an aver­age daily bal­ance of approx­i­mately $1,500 and she owes approx­i­mately $15 in finance charges. While $15 isn’t a lot, she can’t recal­cu­late the aver­age daily bal­ance to fig­ure out how the charge was incurred and sus­pects that she wasn’t given credit for her over­pay­ment of the pre­vi­ous bill. More­over, she believes that since she paid her pre­vi­ous bill in full and before the due date she shouldn’t have incurred any finance charges.

    Another reader told me that despite him and his wife pay­ing all of their credit card bills in full every month and upon receipt, his last bill had a charge of $69 on approx­i­mately $800 of pur­chases. Look­ing at the bill it is clear that the credit card com­pany cal­cu­lated finance charges from the date of pur­chase despite the con­tract say­ing that if pay­ment in full was made on time there wouldn’t be any finance charges. And, a one month charge of $69 on $800 of pur­chases is close to 100% com­pound inter­est. It’s a pretty good guess that the bill is in error.

    Just like when our kids get answers wrong on a test or make an error in a game that counts, there needs to be a penalty for the error of over­charg­ing. Refunds for over­charges don’t cut it. Refunds are like free do overs and every kid knows that when they take a test or play for keeps there are no free do overs.

    Free do overs are for learn­ing expe­ri­ences. Credit card banks aren’t sup­posed to be in the busi­ness of learn­ing. They are already sup­posed to know what they are doing and take respon­si­bil­ity for their errors.

    Dol­lar for dol­lar refunds pro­vides no incen­tive for banks to try to get it right when they bill their cus­tomers. Instead of dol­lar for dol­lar refunds, I think refunds should have added to them an amount equal to what­ever the high­est finance and over­draft fees that the bank would have charged a cus­tomer that over­drew his account by the same amount. Since each bank has a dif­fer­ent set of penalty charges, each bank will have a dif­fer­ent penalty for mak­ing mistakes.

    Ban­ning free do overs by charg­ing banks penal­ties and giv­ing the penalty to their cus­tomers seems pretty fair to me.  After all, I believe “what’s good for the goose is good for the gander”.

    In prac­tice that means if your bank charges and over­draft fee of $35 per over draft (with a max­i­mum of 7 charges per day) plus 24.9% inter­est, then your bank will have to pay for its mis­takes at the same rate, i.e., $35 per mis­take (with a max­i­mum of 7 charges per day) plus 24.9% inter­est. And, if banks don’t own up to their mis­takes and refuse to credit con­sumer accounts on a prompt basis, fees should accrue at $1,000 per day (after a 30 day grace period to fix the error). With real money on the line I am pretty sure that banks to get it right the first time they send out a bill.

    On Sep­tem­ber 29th the Fed­eral Reserve Board pro­posed amend­ments to Reg­u­la­tion Z (truth in lend­ing) and while the pro­posed reforms are a good first step they need to do more and go farther.

    It’s a shame that sim­ple gram­mar school lessons seem to be rev­o­lu­tion­ary ideas for banks. Show your work, no do overs and what is good for the goose is good for the gan­der shouldn’t be con­tro­ver­sial con­cepts that need a lot of thought to implement.

  6. And Now For Some Really Bad Economic News…

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     The U.S. econ­omy has a long way to go before the eco­nomic recov­ery will be either sus­tain­able or robust.  Mon­e­tary indi­ca­tors don’t look good and are once again get­ting worse.  I am con­cerned that the finan­cial sys­tem hasn’t recov­ered enough for the Fed­eral Reserve to with­draw from its pro­gram of quan­ti­ta­tive eas­ing. 

     While most of the large finan­cial insti­tu­tions seem to be cur­rently sta­ble, abet with hun­dreds of bil­lions of dol­lars of gov­ern­ment invest­ment and sup­port, they aren’t strong enough to ser­vice the needs of Main Street.  Almost all of the mon­e­tary and finan­cial indi­ca­tors point to shrink­ing lend­ing and con­strained credit.  The part of the bank­ing sec­tor that sup­ports busi­ness and con­sumer isn’t work­ing and, in many ways, is get­ting worse.  And, the shadow bank­ing sys­tem is con­tin­u­ing to dis­ap­pear and can’t be counted on to pick up the slack of banks. 

    Until the charts pre­sented below start to point up, I don’t think there is going to be a real eco­nomic recov­ery (as con­trasted with tech­ni­cal bounces from inven­tory adjust­ments and changes in pop­u­la­tion). 

    All of the data sug­gests that the U.S. remains in the grips of a liq­uid­ity trap, i.e., a period of time when inter­est rates are at or near 0% but yet tra­di­tional mon­e­tary pol­icy is inef­fec­tive.  The Obama admin­is­tra­tion needs to reex­am­ine its cau­tious approach to the big banks and think about whether or not the largest banks are sap­ping the eco­nomic strength of the rest of the econ­omy. 

    Money Sup­ply and Bank Lend­ing Charts — Impor­tant Note — Each chart is a link to a full page view of the chart.  Sorry I am not bet­ter at pre­sent­ing graphics. 

    The below chart indi­cates that, con­trary to pop­u­lar belief, money sup­ply is some­where between stag­nant to shrink­ing.  A grow­ing econ­omy requires an increas­ing money sup­ply and an increas­ing money sup­ply is a sign of a grow­ing econ­omy. 

    Money Supply

    The veloc­ity of money, i.e., the num­ber of times a year money is spent and re-spent, con­tin­ues to fall (which is very bad).  Sus­tain­able eco­nomic recov­ery can’t hap­pen until the veloc­ity of money starts to rise.  The cur­rent veloc­ity of money is sig­nal­ing money hoard­ing by banks, busi­nesses and indi­vid­u­als.  Hoard­ing is a type of sav­ings in cash and cash equiv­a­lents that is moti­vated by fear rather nor­mal sav­ings that sig­ni­fies a desire to invest in the future because tomor­row will be bet­ter than today.

    Velocity

    The money mul­ti­plier is below 1x which means that as bank­ing reserves are cre­ated, money sup­ply is actu­ally shrink­ing.  I think that this is the first time in my life time that the money mul­ti­plier is less than 1x.  The money mul­ti­plier has fallen below 1x despite the Fed­eral Reserve’s quan­ti­ta­tive eas­ing pro­gram.  One way to think of the money mul­ti­plier is as a sort of eco­nomic ther­mome­ter.  As long as the money mul­ti­plier is below 1x then the bank­ing sys­tem (includ­ing the effects of Fed­eral Reserve quan­ti­ta­tive eas­ing) is sick.  With­out Fed­eral Reserve emer­gency mea­sures the dis­eased bank­ing sys­tem would prob­a­bly have been sick enough to kill the rest of the econ­omy.  Sick banks shrink, delever­age and cut back on loans (which are riskier than own­ing Trea­sury secu­ri­ties and cash equiv­a­lents).  The money mul­ti­plier needs to be well above 1x for the bank­ing sys­tem to be able to sup­port eco­nomic growth. 

    money-multiplier

    All of the most com­monly watched mea­sures of bank lend­ing are trend­ing down (except for the pur­chase by banks of invest­ment secu­ri­ties which includes gov­ern­ment secu­ri­ties and cash equiv­a­lent secu­ri­ties).  The lend­ing trends are bad and sus­tained eco­nomic recov­ery isn’t hap­pen­ing until they start to look bet­ter.  More­over, non-financial com­mer­cial paper (a mea­sure of the shadow bank­ing sys­tem) isn’t look­ing very healthy either.  Credit Conditions #1Credit Conditions #2

    For those read­ers who aren’t con­ver­sant in Fed jar­gon, some of the below charts refer to MZM which is M2 minus small-denomination time deposits plus insti­tu­tional money mar­ket mutual funds. 

    All of the charts were com­piled by the St. Louis Fed­eral Reserve which has a great research web site and series of pub­li­ca­tions. 

  7. Bank Compensation Limits – The Federal Reserve Follows Through

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    Last week’s late break­ing news that the Fed­eral Reserve was fol­low­ing through on its plan to change how it reg­u­lates bank com­pen­sa­tion is being fol­low up by this week’s G-20 meet­ing on how bank com­pen­sa­tion curbs can be inter­na­tion­ally coor­di­nated among the large economies.  Sur­pris­ingly, how­ever, the media is act­ing as if reg­u­lat­ing bank com­pen­sa­tion is a new issue.  It isn’t new at all but rather a prob­lem that they chose to for­get about for the sum­mer. 

    If any­one was won­der­ing what the Fed­eral Reserve and the U.S. gov­ern­ment has been think­ing, the min­utes of the House Finan­cial Ser­vices Com­mit­tee pro­vide the answer.  On June 11, 2009, Scott G. Alvarez, Gen­eral Coun­sel for the Fed, laid out the com­pen­sa­tion plan. Inter­est­ingly, his words are almost iden­ti­cal to the break­ing news that caused last week’s com­pen­sa­tion firestorm. 

    After you read the below excerpts of Mr. Alvarez’ June 11th state­ment try tak­ing the sim­ple 6 ques­tion quiz I have pre­pared on bank com­pen­sa­tion.  It is a basic bank test that you can use to see where you fit in the bank com­pen­sa­tion debate.

    Chair­man Frank, Rank­ing Mem­ber Bachus, and other mem­bers of the Com­mit­tee, thank you for the oppor­tu­nity to offer some per­spec­tives on the sub­ject of incen­tive com­pen­sa­tion in bank­ing and finan­cial ser­vices. Recent events have high­lighted that improper com­pen­sa­tion prac­tices can con­tribute to safety and sound­ness prob­lems at finan­cial insti­tu­tions and to finan­cial insta­bil­ity.  Com­pen­sa­tion prac­tices were not the sole cause of the cri­sis, but they cer­tainly were a con­tribut­ing cause…

    …As the events of the past 18 months demon­strate, com­pen­sa­tion prac­tices through­out a firm can incent even non-executive employ­ees, either indi­vid­u­ally or as a group, to under­take impru­dent risks that can sig­nif­i­cantly and adversely affect the risk pro­file of the firm….

    …the Fed­eral Reserve is devel­op­ing enhanced and expanded super­vi­sory guid­ance in this area to reflect the lessons learned in this finan­cial cri­sis about ways in which com­pen­sa­tion prac­tices can encour­age exces­sive or improper risk-taking….

    …Com­pen­sa­tion arrange­ments are crit­i­cal tools in the suc­cess­ful man­age­ment of finan­cial insti­tu­tions. They serve sev­eral impor­tant and wor­thy objec­tives, includ­ing attract­ing skilled staff, pro­mot­ing bet­ter firm and employee per­for­mance, pro­mot­ing employee reten­tion, pro­vid­ing retire­ment secu­rity to employ­ees, and allow­ing the firm’s per­son­nel costs to move along with revenues…

    …It is clear, how­ever, that com­pen­sa­tion arrange­ments at many finan­cial insti­tu­tions pro­vided exec­u­tives and employ­ees with incen­tives to take exces­sive risks that were not con­sis­tent with the long-term health of the orga­ni­za­tion. Some man­agers and employ­ees were offered large pay­ments for pro­duc­ing siz­able amounts of short-term rev­enue or profit for their finan­cial insti­tu­tion despite the poten­tially sub­stan­tial short– or long-term risks asso­ci­ated with those rev­enue or prof­its. Although the exis­tence of mis­aligned incen­tives surely is not lim­ited to finan­cial insti­tu­tions, they can pose spe­cial prob­lems for finan­cial insti­tu­tions given the abil­ity of finan­cial insti­tu­tions to quickly gen­er­ate large vol­umes of trans­ac­tions and the access of some insti­tu­tions to the fed­eral safety net…

    …in some cases, the incen­tives cre­ated by incen­tive com­pen­sa­tion pro­grams to under­take exces­sive risk appear to have been pow­er­ful enough to over­come the restrain­ing influ­ence of these processes and risk controls…

    …in many instances, risk-management frame­works did not ade­quately take account of the poten­tial for com­pen­sa­tion arrange­ments them­selves to be a source of risk for the firm. The risk-management per­son­nel and processes at finan­cial insti­tu­tions, thus, often played lit­tle or no role in deci­sions regard­ing com­pen­sa­tion arrange­ments. It is pos­si­ble that aggres­sive pur­suit of highly skilled finan­cial spe­cial­ists in recent years caused some finan­cial insti­tu­tions to relax or forego usual safe­guards and con­trols in the inter­est of hir­ing and retain­ing what they believed to be the best talent…

    …These weak­nesses were not lim­ited just to finan­cial insti­tu­tions in this coun­try. These types of prob­lems were wide­spread among major finan­cial insti­tu­tions world­wide, a fact rec­og­nized by the gov­ern­ments com­pris­ing the Group of Twenty, inter­na­tional bod­ies such as the Finan­cial Sta­bil­ity Board (FSB), and the industry…

    …Cor­rect­ing these weak­nesses will require improve­ments in both cor­po­rate gov­er­nance and risk man­age­ment at finan­cial insti­tu­tions. Boards of direc­tors and senior man­age­ment of major finan­cial insti­tu­tions must act to limit the exces­sive risk-taking incen­tives within com­pen­sa­tion struc­tures and bol­ster the risk con­trols designed to pre­vent incen­tives from pro­mot­ing exces­sive risk-taking. In many cases, boards of direc­tors that have ana­lyzed the con­nec­tions between incen­tive com­pen­sa­tion and risk-taking have focused only on a hand­ful of top man­agers. How­ever, incen­tive prob­lems may have been more severe a few lev­els down the man­age­ment struc­ture than for chief exec­u­tive offi­cers (CEOs) and other top man­agers. Indeed, recent expe­ri­ence indi­cates that poorly designed com­pen­sa­tion arrange­ments for business-line employees–such as mort­gage bro­kers, invest­ment bankers, and traders–may cre­ate sub­stan­tial risks for some firms. Thus, boards of direc­tors must expand the scope of their reviews of com­pen­sa­tion arrangements…

    …The Fed­eral Reserve also is actively work­ing to incor­po­rate the lessons learned from recent expe­ri­ence into our super­vi­sion activ­i­ties. As part of these efforts, we are in the process of devel­op­ing enhanced guid­ance on com­pen­sa­tion prac­tices at U.S. bank­ing orga­ni­za­tions. The broad goal is to make incen­tives pro­vided by com­pen­sa­tion sys­tems at bank hold­ing com­pa­nies con­sis­tent with pru­dent risk-taking and safety and soundness…

    …First, share­hold­ers can­not directly con­trol the day-to-day oper­a­tions of a firm–especially a large and com­plex firm–and must rely on the firm’s man­age­ment to do so, sub­ject to direc­tion and over­sight by shareholder-elected boards of direc­tors. Incen­tive com­pen­sa­tion arrange­ments are one way that firms can encour­age man­agers to take actions that are in the inter­ests of share­hold­ers and the long-term health of the firm. How­ever, com­pen­sa­tion pro­grams can incen­tivize employ­ees to take addi­tional risk beyond the firm’s tol­er­ance for, or abil­ity to man­age, risk in the course of reach­ing for more rev­enue, prof­its, or other mea­sures that increase employee com­pen­sa­tion. Sec­ond, where man­agers have sub­stan­tial influ­ence over com­pen­sa­tion arrange­ments, they may use that influ­ence to cre­ate or admin­is­ter incen­tive arrange­ments in ways that pri­mar­ily advance the short-term inter­ests of man­agers and other employ­ees, rather than the long-term sound­ness of the firm…

    …Since 1995, the Fed­eral Reserve and the other fed­eral bank­ing agen­cies have had in place inter­a­gency stan­dards for safety and sound­ness (Stan­dards) for all insured depos­i­tory insti­tu­tions.2 These Stan­dards, which were adopted pur­suant to the Fed­eral Deposit Insur­ance Cor­po­ra­tion Improve­ment Act of 1991 (FDICIA), pro­hibit as an unsafe or unsound prac­tice both exces­sive com­pen­sa­tion and any com­pen­sa­tion that could lead to mate­r­ial finan­cial loss to the insured depos­i­tory insti­tu­tion. The Stan­dards pro­vide that com­pen­sa­tion will be con­sid­ered exces­sive if the amounts paid are unrea­son­able or dis­pro­por­tion­ate to the ser­vices per­formed by the rel­e­vant exec­u­tive offi­cer, employee, direc­tor, or prin­ci­pal share­holder and set forth a vari­ety of fac­tors that will be con­sid­ered in deter­min­ing whether com­pen­sa­tion paid in a par­tic­u­lar instance is unrea­son­able or dis­pro­por­tion­ate. Impor­tantly, FDICIA specif­i­cally pro­hibits the agen­cies from using the Stan­dards to pre­scribe a spe­cific level or range of com­pen­sa­tion per­mis­si­ble for direc­tors, offi­cers, or employ­ees of insured depos­i­tory institutions…

    …More recently, in Novem­ber 2008, the Fed­eral Reserve, in con­junc­tion with the other fed­eral bank­ing agen­cies, issued an inter­a­gency state­ment remind­ing bank­ing orga­ni­za­tions that they are expected to reg­u­larly review their man­age­ment com­pen­sa­tion poli­cies to ensure that they are con­sis­tent with the longer-run objec­tives of the orga­ni­za­tion and sound lend­ing and risk– man­age­ment poli­cies.3 This state­ment pro­vides that man­age­ment com­pen­sa­tion poli­cies should be aligned with the long-term pru­den­tial inter­ests of the insti­tu­tion, should pro­vide appro­pri­ate incen­tives for safe and sound behav­ior, and should struc­ture com­pen­sa­tion to pre­vent short-term pay­ments for trans­ac­tions with long-term hori­zons. In addi­tion, it states that man­age­ment com­pen­sa­tion prac­tices should bal­ance the ongo­ing earn­ings capac­ity and finan­cial resources of the bank­ing orga­ni­za­tion, such as cap­i­tal lev­els and reserves, with the need to retain and pro­vide proper incen­tives for strong management…

    …Broad Review of Com­pen­sa­tion Prac­tices. First, care must be taken to prop­erly align the incen­tives of com­pen­sa­tion paid to employ­ees through­out an orga­ni­za­tion. It is not suf­fi­cient to focus only on com­pen­sa­tion paid to senior executives…

    …Mak­ing Com­pen­sa­tion More Sen­si­tive to Risk. Sec­ond, com­pen­sa­tion prac­tices should not reward employ­ees with sub­stan­tial finan­cial awards for meet­ing or exceed­ing vol­ume, rev­enue, or other per­for­mance tar­gets with­out due regard for the risks of the activ­i­ties or trans­ac­tions that allowed these tar­gets to be met. One key to achiev­ing a more bal­anced approach between com­pen­sa­tion and risk is for finan­cial insti­tu­tions to adjust com­pen­sa­tion so that employ­ees bear some of the risk asso­ci­ated with their activ­i­ties as well as shar­ing in increased profit or rev­enue. An employee is less likely to take an impru­dent risk if incen­tive pay­ments are reduced or elim­i­nated for activ­ity that ends up impos­ing higher than expected losses on the firm…

    …Risk Man­age­ment and Cor­po­rate Gov­er­nance. Third, more can and should be done to improve risk man­age­ment and cor­po­rate gov­er­nance as it relates to com­pen­sa­tion prac­tices. Our dis­cus­sions with mar­ket par­tic­i­pants and super­vi­sory expe­ri­ence sug­gest that risk con­trols are a nec­es­sary com­ple­ment to–and not a sub­sti­tute for–prudent com­pen­sa­tion sys­tems in pro­tect­ing against exces­sive risk-taking…

    …Review of a firm’s com­pen­sa­tion prac­tices also must involve the board of direc­tors. The board of direc­tors pro­vides an impor­tant link between the share­hold­ers of a firm and its man­age­ment and employ­ees. Active engage­ment by the board of direc­tors or, as appro­pri­ate, its com­pen­sa­tion com­mit­tee, in the design and imple­men­ta­tion of com­pen­sa­tion arrange­ments pro­motes align­ment of the inter­ests of employ­ees with the long-term health of the organization…

    …Boards of direc­tors will need to take a more informed and active hand in mak­ing sure that com­pen­sa­tion arrange­ments through­out the firm strike the proper bal­ance between risk and profit, not only at the ini­ti­a­tion of a com­pen­sa­tion pro­gram, but on an ongo­ing basis…

    …Improv­ing com­pen­sa­tion prac­tices at finan­cial insti­tu­tions is impor­tant. Com­pen­sa­tion arrange­ments must con­tinue to allow finan­cial insti­tu­tions to attract, retain, and moti­vate tal­ented employ­ees, but they also must not pro­vide incen­tives for man­agers and employ­ees to take exces­sive risks. And while the issues and con­cerns asso­ci­ated with improp­erly designed com­pen­sa­tion prac­tices are com­mon, no sin­gle com­pen­sa­tion sys­tem will address all types of risks or work well in all types of firms. Each firm ulti­mately must deter­mine how to address these mat­ters in a way most suited to that firm’s busi­ness, struc­ture, and risks…

    Now for the quiz. 

    Ques­tion #1 (True/False) – The Fed­eral Reserve and Treasury’s plan for issu­ing updated guide­lines relat­ing to bank com­pen­sa­tion is “new” break­ing news?

    Ques­tion #2 (True/False) – The Fed, FDIC and OCC have no legal author­ity what­so­ever to reg­u­late banker com­pen­sa­tion and the reg­u­la­tion of banker com­pen­sa­tion is a naked power grab by Fed­eral bureau­crats who want to run and ruin the economy?

    Ques­tion #3 (True/False) – The Fed Board and its staff don’t believe in cap­i­tal­ism and are social­ists (just like Stalin, Mao and Ho Chi Min) who want to see Obama cre­ate a cen­trally planned economy?

    Ques­tion #4 (True/False) –Obama wants to limit what bankers can earn because he wants to tax away their hard earned wages and use it to pay for health care ben­e­fits for his core con­stituents which are needed for reelec­tion, i.e., ille­gal aliens?

    Ques­tion #5 (True/False) – Major media pun­dits are against the reg­u­la­tion of banker pay because they are inter­ested in truth and not their TV rat­ings?

    Ques­tion #6 (True/False) – Experts who say that the Fed­eral Reserve is exe­cut­ing an uncon­sti­tu­tional power grab have actu­ally read the Con­sti­tu­tion and Fed­eral bank­ing laws and have train­ing in law and bank regulation?

    I am pretty sure that some of the read­ers of this arti­cle will answer all of the above ques­tions as “True”.  If you are one of those peo­ple, you should be apply­ing for a job as a lob­by­ist for the bank­ing indus­try because you want to be one of the peo­ple that con­trol the debate on bank com­pen­sa­tion. 

    How­ever, if you don’t aspire to work as a lob­by­ist (or believe that facts, fig­ures and train­ing are more impor­tant than dogma), then I think all of your answers are going to be “False” and you, like me, are dis­gusted with the behav­ior of the few that stole for­tunes from the many. 

  8. The New Supersized Fed

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    Fed watch­ers need to stop pan­ick­ing when they look at the new super­sized Fed bal­ance sheet and mon­e­tary base. The Fed’s bal­ance sheet doesn’t nec­es­sar­ily mean run­away infla­tion is in our future or that the Fed is out of con­trol. The Fed got super­sized because Bernanke & Com­pany came to appre­ci­ate the U.S.‘s spe­cial role in the world econ­omy. The U.S. dol­lar is the world’s pri­mary reserve cur­rency and a super­sized Fed is what this spe­cial sta­tus requires.

    Many Fed watch­ers believe in a “cause and effect” rela­tion­ship exists between the rapid buildup in the size of the Fed’s bal­ance sheet and both run­away infla­tion and a debase­ment of the U.S. dol­lar. I don’t agree.

    Old school Fed watch­ers need to set aside their decades old Fed expec­ta­tions and relearn their trade. “Game chang­ing” shocks of the past few years have made the Fed a very dif­fer­ent and more com­pli­cated cen­tral bank than in the past.

    While it’s great to look back on the sim­pler good old days of a small Fed bal­ance sheet, the lack of Fed assets lim­ited pol­icy options. Since the U.S. dol­lar is the de facto reserve cur­rency for the world, like it or not the Fed has respon­si­bil­ity to pro­vide liq­uid­ity for all dol­lar denom­i­nated trade in the world, whether or not it takes place within the U.S. A puny bal­ance sheet that lim­its pol­icy options is incon­sis­tent with the real­ity of the Fed’s extended mission.

    The issue that the Fed has to work through is that if it doesn’t have a large enough bal­ance sheet and mon­e­tary base for global trade there will be acute U.S. dol­lar short­ages around the world that will shut down the U.S. and global econ­omy. Bernanke & Com­pany adjusted to this real­ity by putting in place sev­eral new pol­icy tools, all of which point to a big­ger bal­ance sheet.

    Per­haps the biggest new Fed pol­icy tool is one of its most tech­ni­cal; the Fed’s new abil­ity to pay inter­est on reserves. Basi­cally, that means that when banks deposit cash at the Fed­eral Reserve, these deposits earn inter­est. In the past, bank deposits at the Fed didn’t earn inter­est. As a result, banks didn’t deposit their excess cash at the Fed and excess reserves for decades were stuck at a very low amount. But now that the Fed can pay inter­est on cash deposits, banks have a good rea­son to deposit their excess cash at the Fed and excess reserves, i.e., excess cash deposited at the Fed, has skyrocketed.

    Fed watch­ers look at the new large excess reserve bal­ances and con­clude that these bal­ances are evi­dence of an out of con­trol Fed. They dis­re­gard the fact that the Fed can now pay inter­est on reserves. There is a great arti­cle writ­ten by David Altig, Senior Vice Pres­i­dent and Research Direc­tor for the Atlanta Fed, that dis­cusses the new level of excess reserves and explains why large lev­els of excess reserves aren’t nec­es­sar­ily bad or inflationary.

    By get­ting excess cash bal­ance deposited at the Fed, Altig argues that pol­icy mak­ers have many more options to imple­ment mon­e­tary pol­icy and quicker meth­ods to with­draw reserves from the sys­tem. The abil­ity to pull reserves from the mon­e­tary base is impor­tant when money sup­ply rises as a result of an accel­er­a­tion of the veloc­ity of money (which may occur when bank lend­ing accelerates).

    Bernanke & Com­pany learned a tough les­son dur­ing 2007 and much of 2008. They learned that if they don’t pro­vide enough liq­uid­ity to the global trade and bank­ing sys­tem the rest of the world will take down the U.S. econ­omy. In Feb­ru­ary the Bank for Inter­na­tional Set­tle­ments pub­lished research that dis­cussed how the Euro­pean banks had a $2 tril­lion short­age of US dol­lars and couldn’t set­tle their debts because of an acute short­age of dol­lars. This resulted in LIBOR rock­et­ing upward, even for gov­ern­ment insured inter­bank deposits where there was no credit risk. The LIBOR spike rip­ple effects started to swamp the U.S. econ­omy through a large rise in effec­tive inter­est rates for U.S. loans tied to LIBOR and the near col­lapse of the bank­ing and trade sys­tem which started to destroy export and import businesses.

    Even the Chi­nese Cen­tral Bank Gov­er­nor Zhou Xiaochuan under­stands that the Fed needs to make sure that its bal­ance sheet and mon­e­tary base has to be super­sized to pro­vide liq­uid­ity for global com­merce and bank­ing. Zhou was quoted sug­gest­ing that use of the U.S. dol­lar as the pri­mary medium for global trade has cre­ated spe­cial bur­dens for the Fed which cause irre­solv­able con­flicts. Zhou recently wrote…

     

    Issu­ing coun­tries of reserve cur­ren­cies are con­stantly con­fronted with the dilemma between achiev­ing their domes­tic mon­e­tary pol­icy goals and meet­ing other coun­tries’ demand for reserve cur­ren­cies. On the one hand, the mon­e­tary author­i­ties can­not sim­ply focus on domes­tic goals with­out car­ry­ing out their inter­na­tional respon­si­bil­i­ties; on the other hand, they can­not pur­sue dif­fer­ent domes­tic and inter­na­tional objec­tives at the same time. They may either fail to ade­quately meet the demand of a grow­ing global econ­omy for liq­uid­ity as they try to ease infla­tion pres­sures at home, or cre­ate excess liq­uid­ity in the global mar­kets by overly stim­u­lat­ing domes­tic demand. The Trif­fin Dilemma, i.e., the issu­ing coun­tries of reserve cur­ren­cies can­not main­tain the value of the reserve cur­ren­cies while pro­vid­ing liq­uid­ity to the world, still exists.

     

    The Fed is try­ing to prove Zhou wrong by “thread­ing the nee­dle” and cre­at­ing enough liq­uid­ity so that global trade and inter­na­tional banks don’t die because of a lack of liq­uid­ity while at the same time not over stim­u­lat­ing the domes­tic econ­omy or over expand­ing money supply.

    So far Bernanke & Com­pany seems to be get­ting it right but only time will tell if they will be able to sat­isfy both the domes­tic and inter­na­tional needs for money with­out tip­ping too far in the direc­tion of infla­tion or defla­tion, liq­uid­ity or cri­sis. And, only time will tell if Zhou is cor­rect that the com­pet­ing demands of the domes­tic econ­omy and inter­na­tional trade are incon­sis­tent and can­not be rec­on­ciled. Either way, I am pretty sure that the new nor­mal of a super­sized Fed bal­ance sheet and mon­e­tary base is going to be with us for a while and is nec­es­sary to pre­vent a melt­down of the global bank­ing and trade system.

    Even before post­ing this arti­cle I can already hear the pur­vey­ors of the con­ven­tional wis­dom accus­ing me of incom­pe­tence for not real­iz­ing that the cur­rent cri­sis is the Fed’s fault because they kept inter­est rates too low for too long after 9/11 and they are at it again.

    I don’t believe in the con­ven­tional wis­dom. Mon­e­tary pol­icy, inter­est rates and money sup­ply aren’t the prox­i­mate cause of the cur­rent cri­sis. The causes are much eas­ier to rec­og­nize and don’t take a PhD in eco­nom­ics to under­stand. Fraud, mis­man­age­ment and over­lever­age (along with a good dose of white col­lar crime) put us in the predica­ment we are in. Too much money sup­ply has about as much to do with the cur­rent cri­sis as Eve blam­ing her weak­ness on too many apples in the Gar­den of Eden. Post 9/11 mon­e­tary pol­icy is a con­ve­nient scape­goat for those that are try­ing to deflect atten­tion from their own mis­deeds and incompetence.

    After pub­lish­ing my last arti­cle sug­gest­ing that the Fed may not be run­ning up money sup­ply like a drunken sailor I was roundly crit­i­cized for not under­stand­ing that even though the results of the Fed’s irre­spon­si­ble actions weren’t show­ing up in M1, M2 or esti­mated M3, the bad effects of Fed pol­icy can be found if I just look hard enough. So, in the next few days I will take a look at recently dis­trib­uted data to see if there is any evi­dence of “money” and “credit” being out of control.

  9. What If The Fed’s Isn’t Printing Money Like A Drunken Sailor?

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    What if con­ven­tional wis­dom about the Fed is wrong and it isn’t print­ing money like a drunken sailor? Well…that would make most of the media cov­er­age of the bond mar­ket and the econ­omy wildly off the mark.

    As it turns out while media talk­ing heads were rant­ing about how the Fed was run­ning their print­ing presses over­time to push up money sup­ply the facts were very dif­fer­ent. M1 has actu­ally declined since the mid­dle of Decem­ber, 2008. Dur­ing the same six month period M2 has only risen by a lit­tle less than 3%.

    For some rea­son that I can’t explain most finan­cial, eco­nomic and media experts don’t bother to read the Fed­eral Reserve’s weekly money sup­ply data before writ­ing author­i­ta­tive arti­cles or spout­ing off on TV about money sup­ply and its implications.

    Of course, M3 fol­low­ers argue that M1 and M2 are bad money sup­ply indi­ca­tors because they are too nar­row and that only M3 should be used to mea­sure the growth in money sup­ply. Unfor­tu­nately, the Fed stopped pub­lish­ing M3 a few years ago (because they said it was irrel­e­vant) which started a club of M3 con­spir­acy the­o­rists, i.e., peo­ple that believe the Fed stopped pub­lish­ing M3 as part of a con­spir­acy to hide irre­spon­si­ble mon­e­tary policy.

    How­ever, even with­out M3 being specif­i­cally pub­lished we know that broader mea­sures of money sup­ply, like M3, haven’t mate­ri­ally risen in 2009.

    M3 fol­low­ers can get a very rough idea of what M3 would have been, if it were pub­lished, by look­ing at the Fed­eral Reserve quar­terly Flow of Funds Accounts of the United States which was dis­trib­uted yes­ter­day. As it turns out, total net bor­row­ing of the United States (pri­vate and pub­lic) dropped approx­i­mately $255 bil­lion in the first quar­ter and other indi­ca­tors of M3 fell or are about flat (on a net basis). The Flow of Funds Accounts data is incon­sis­tent with a large rise in M3 (or a large rise in any money sup­ply mea­sure). By the way, this data sup­ports Brad Setser’s the­ory that the fall in pri­vate bor­row­ing is more than off­set­ting the rise in gov­ern­ment bor­row­ing and there­fore, at least for the time being, financ­ing the deficit isn’t a problem.

    And, I have a sug­ges­tion for the M3 con­spir­acy the­o­rists; get a life. Wor­ry­ing about a Fed­eral Reserve con­spir­acy isn’t worth your time and effort.

    Set forth below is a chart that was com­piled from weekly Fed­eral Reserve data that illus­trates money sup­ply growth, sea­son­ally adjusted, since the week end­ing Decem­ber 15, 2008. The data sug­gests that the Fed is hardly “out of con­trol” or a drunken sailor.

    To those read­ers who want to flame me for not accus­ing Bernanke & Com­pany of ruin­ing the econ­omy because of the growth in the Fed’s bal­ance sheet, just hang in there. You will get your chance soon enough. Over the week­end I am going to write about the “irre­spon­si­ble” expan­sion of the Fed­eral Reserve bal­ance sheet (or maybe why it wasn’t irre­spon­si­ble at all).

  10. Don’t Worry About The Debt Tsunami

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    It looks like in the next few years newly issued Trea­sury and agency guar­an­teed res­i­den­tial mort­gage debt may cre­ate a debt tsunami that will swamp the econ­omy. For­tu­nately, looks can be deceiving.

    While inter­est rates are likely to rise for both long matu­rity Trea­sury notes and bonds and agency guar­an­teed res­i­den­tial mort­gage debt, ris­ing rates are not because of a lack of invest­ment demand or fail­ing con­fi­dence in the U.S. Gov­ern­ment. Instead, as I have writ­ten for months, the all-in cost of cap­i­tal for most domes­tic insti­tu­tional investors is higher than the net yield on Trea­sury and agency guar­an­teed mort­gage debt. The inabil­ity of domes­tic insti­tu­tions to earn a profit at cur­rent inter­est rates isn’t the same thing as a lack of desire, capac­ity or confidence.

    But of course yields are too low for pri­vate mar­ket investors to make money. After all, since Decem­ber the Fed­eral Reserve has been exe­cut­ing a pro­gram of open mar­ket pur­chases of Trea­sury and agency guar­an­teed mort­gage debt designed to drive inter­est rates below mar­ket clear­ing yields. So, it shouldn’t be a sur­prise that among pri­vate investors there is an upward inter­est rate drift that can only be off­set with more aggres­sive Fed­eral Reserve intervention.

    Pri­vate insti­tu­tions can’t make money buy­ing Trea­sury and agency guar­an­teed mort­gage debt because the oper­at­ing expenses of most insti­tu­tions are very close to the invest­ment yield on the Trea­sury and agency guar­an­teed mort­gage debt. Unless the Fed­eral Reserve is some­how able to mag­i­cally force oper­at­ing expenses of domes­tic insti­tu­tions down­ward, mar­ket clear­ing yields are going to rise. At higher inter­est rates the pri­vate mar­ket won’t have any trou­ble absorb­ing the for­ward cal­en­dar of debt issuance.

    To under­stand whether or not the vol­ume of newly issued debt will swamp investor demand each type of debt needs to be bro­ken down and ana­lyzed indi­vid­u­ally and com­pared to sources of invest­ment liquidity.

    Res­i­den­tial Mort­gage Debt

    The amount of new mort­gage debt isn’t a prob­lem because basi­cally there is no net new mort­gage debt being created.

    There are two ways to cre­ate new mort­gage debt; (i) refi­nance exist­ing mort­gage debt and (ii) finance home sales.

    Refi­nanc­ings, by def­i­n­i­tion, result in a repay­ment of old mort­gage debt held by investors. For every dol­lar of refi­nanced mort­gage debt that is issued there is a dol­lar of old mort­gage debt that is retired. As a result, old mort­gage debt investors receive cash that they recy­cle into newly cre­ated mort­gage debt (or other invest­ments like Trea­sury securities).

    Mort­gage debt cre­ated by home sales falls into two cat­e­gories: new home sales and sales of exist­ing homes.

    The pro­ceeds from pur­chase money mort­gage debt cre­ated from sales of exist­ing homes gen­er­ally are used to pay off mort­gage debt of the sell­ing home own­ers. So, mort­gage debt cre­ated through exist­ing home sales is like refi­nanc­ing debt, gen­er­ally it doesn’t cre­ate net new mort­gage debt.

    If for some rea­son the debt tsunami wor­ri­ers are ago­niz­ing about increased mort­gage debt cre­ated from new home sales that should be the least of their con­cerns. If new home sales weren’t stuck in the mud there wouldn’t be a credit cri­sis or a deep reces­sion which are the under­ly­ing causes of the debt tsunami. The United States should only have the prob­lem that new home sales are so high it isn’t clear how they are going to be financed.

    Trea­sury Debt

    There is plenty of demand for long term Trea­sury notes and bonds, just not at cur­rent inter­est rates. The nat­ural buy­ers for Trea­sury debt are domes­tic banks, thrifts and insur­ance com­pa­nies. These insti­tu­tions have more than $1 tril­lion of excess liq­uid­ity which con­tin­ues to grow every day. The pool of domes­tic cash sit­ting on the side lines gets big­ger every day because of a com­bi­na­tion of increased U.S. sav­ings and accom­moda­tive Fed­eral Reserve policy.

    How­ever, domes­tic finan­cial insti­tu­tions are sit­ting on the side­lines and not buy­ing. The prob­lem is that domes­tic finan­cial insti­tu­tions know that they can’t make money buy­ing Trea­sury secu­ri­ties at cur­rent inter­est rates and no mat­ter how much they would like to own long term Trea­sury notes and bonds they can’t invest.

    When inter­est rates on long term Trea­sury debt rises above 5% domes­tic insti­tu­tions will start to be large scale buy­ers. These insti­tu­tions will start to make a rea­son­able profit with­out tak­ing on unrea­son­able risk or lever­age from pur­chas­ing long term Trea­sury notes and bonds.

    Debt tsunami wor­ri­ers need to pick some­thing else to anguish about, at least for a while. Obvi­ously, the cur­rent deficits can’t last for­ever but they aren’t in dan­ger of swamp­ing the econ­omy for a long time. And, inter­est rates are inevitably going to rise but then again long term inter­est rates aren’t being set by the mar­ket­place. Ris­ing inter­est rates aren’t a source of worry but rather the begin­ning of the end of the great recession.