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European Debt: The Big Picture

Posted: 10/23/11 12:43 PM ET

For everyone struggling to get their arms around the debt crisis in Europe, Bill Marsh in today's New York Times offers literally a compelling picture, with graphic illustration for the key issues.

The picture is big, 18×21 inches. Either you need a very large computer screen or a hard copy of the paper (pp. 6-7 in the Sunday Review section, "It's All Connected: A Spectator's Guide to the Euro Crisis).

The main debt linkages across borders for which we have data are all here -- and the graphic pulls your eye appropriately to the centrality of Italy in whatever happens next. (On why eurozone policy towards Italy now matters so much -- and what are the options -- see my recent paper with Peter Boone, "Europe on the Brink".)

But you might think also about what is not in the NYT graphic because we lack reliable information. For example, what is the exposure of US financial institutions to European debt, directly or indirectly, through derivatives transactions of any kind?

The opaqueness of derivative markets means that most investors can only guess at what could happen. Most of the relevant regulators and supervisors with whom I have talked seem also to be largely in the dark -- remember the experience of AIG in 2008.

Cross-border bank exposures through loans and other holdings are publicly disclosed -- data from the Bank for International Settlements are represented by the arrows in the NYT graphic. These data are surely not perfect, but they do convey the main points and they tell you where to focus attention.

Why do we not require publication of similar data, preferably by financial institution, for all derivative transactions -- including both gross and supposedly net exposures across borders?

Cross-posted from The Baseline Scenario.

 
 
 
For everyone struggling to get their arms around the debt crisis in Europe, Bill Marsh in today's New York Times offers literally a compelling picture, with graphic illustration for the key issues. T...
For everyone struggling to get their arms around the debt crisis in Europe, Bill Marsh in today's New York Times offers literally a compelling picture, with graphic illustration for the key issues. T...
 
 
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HUFFPOST SUPER USER
inmyhumbleopinion
Vote third party.
11:22 AM on 10/24/2011
So, so scary. It's no wonder diamond and precious metal prices are trending upward, and have been since before the recession.
10:03 AM on 10/24/2011
Borrowing too much money leads to financial ruin for individuals as well as countries. Countries like Greece continued to borrow money to prop up a lifestyle that they could not afford in the long run because they were not creating enough value. They had a high percentage of workers working for the government, not creating value but relying on others to create the value.

Despite this lack of value creation, Greeks expected to retire early on high pensions with free medical care and live happily ever after. Then reality set in. The rest of Europe is going to feel the effects of this as other countries such as Italy, Portugal, Spain, and Ireland are headed in the same direction. The US will be negatively impacted as well, but not as badly since we do not rely on the social welfare system as Europeans do, thank goodness.

We need to stop spending money and get our budget in line so that when crises come, we will have the economic wherewithal to handle the crisis.
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HUFFPOST SUPER USER
Basselope
Member of the 1% and I support OWS!
10:34 AM on 10/24/2011
What a bunch of unmitigated nonsense.
10:57 AM on 10/24/2011
The doctrine of 'expansionary austerity' has failed everywhere it's been tried: Ireland, the UK, Portugal, Greece, the US. Greece is only the most spectacular example of the failure of right-wing economic thinking. If the ECB could issue its own bonds, and would allow moderate inflation, Europe could easily afford to end this crisis.
11:54 AM on 10/24/2011
There has been no such thing as "austerity" thus far. For example, the Dems have been decrying "austerity" in the US and the federal budget INCREASED 5% this year and will increase again next year. And the year after that and the year after that if things keep going the way they have been. There has been no austerity.

Besides, continually spending more than what you make is not sustainable in the long term and now we are in the long term with Greece and some other countries. The benefits that they have lived for years now have to be paid. This is much like the guy buying the big screen TV he could not afford and now the bill is due and he can't even think of not having the big screen TV and not only that, expects it.

A country cannot afford the crisis unless it creates value that others want to buy to be able to pay it off. Greece doesn't generate enough value to pay for their lifestyle. What do they export? Olives? What do they make? Cars, electronics, software, etc. -- NO. What services do they provide? None.

No amount of more borrowing is going to solve the crisis. Who is going to loan more money to Greece without guarantees. Printing money and inflation is not the way out, we have seen what happens with Germany after WWI and South American countries in the 1980s.
11:57 AM on 10/24/2011
The short term reality is that the standard of living in Greece is going down dramatically and over time they can win back the losses if they develop an economy that produces goods and services that others want and not just government employees retiring in their 50s on 80% of what they made when they were "working." Unless of course Germany or France become altruistic and pay for Greece's lifestyle or see that it is in their interest to do so.

Austerity will bring short term pain, but is the only way to set the basis for real growth, not inflated growth propped up by borrowing or printing money. This is like the junkie who is kicking the habit. He has to go through pain in order to come out the other side better. Governments continuing to spend and print money are simply like those people who enable addicts to continue in their illusion of prosperity.
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HUFFPOST SUPER USER
Norma Ward
07:24 AM on 10/24/2011
Here is an article outlining the world's entire sovereign debt problem, most of which has been accrued by developed nations:

http://viableopposition.blogspot.com/2011/04/debtworld-were-drowning-in-sea-of-debt.html

The sovereign debt for the world's developed economies is anticipated to rise from 91 percent of GDP at the end of 2009 to 110 percent in 2015, an increase of 37 percentage points since the beginning of the Great Recession. There is no way that the IMF, World Bank, ECB or any combination of the above can bail the world out of this mess.
08:45 AM on 10/24/2011
Ignorance.

Of course there is growing debt. Under a money supply system where new money is created by banks issuing loans ( with money they create out of nothing ), any economic growth requires growth of public / private debt. Ever think of where that money we borrowed came from? Banks are able to loan more money then they have, thus the market controls the supply of money.

Sov debt in the countrys own currency does not matter, they alone have the monopoly of that currency. The euro is a problem bec none of these countrys control thier currency, thus currencys cannot rise and fall reflecting the actual market conditions. It is doomed to fail.
10:06 AM on 10/24/2011
The Euro is not necessarily doomed to fail any more than the dollar is doomed to fail because we have 50 states that have no control over currency. The countries in the Euro have to give up control of their economic policy in addition to printing currency if they are to survive (or miraculously have each country's economic policies in complete alignment). They would need to move toward a truly united states of Europe with a central government and economic policy.

Since that is not the case, I agree with your conclusion that it is doomed to fail.
06:34 AM on 10/24/2011
... go down.
06:34 AM on 10/24/2011
I live in Europe and I'm scared sh*tless of how all this is going to
10:08 AM on 10/24/2011
European countries like Greece have been living beyond their means for years and it is coming home to roost. Greeks are about to enter a period of steep decline in their standard of living unless Germany and France want to continue to subsidize a lifestyle Greece cannot afford.
HUFFPOST SUPER USER
themightyabealrd
screw the real world-I'm an artist!
04:16 AM on 10/24/2011
I'll willingly plead ignorance and ask to have my curiosity satisfied: Does the phrase 'get their arms around' have the same meaning as 'get their minds around'? If not, what exactly does it mean?
Somebody...please explain!
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HUFFPOST SUPER USER
gerald4
licensed mechanical and electrical engineer
04:03 PM on 10/24/2011
Are you referring to "firearms"?
This user has chosen to opt out of the Badges program
12:58 AM on 10/24/2011
Dear Prof. Johnson,

I have followed your views over CSPAN etc also. I am grateful for the efforts by people like you to make people more aware.

However these are my thoughts after hearing similar views: OWS is still too young. Our two major political establishments just wont do anything substantial as we have know it all along. So what is our frustrated silent nation expected to do at this point? Thanks again for your views in future articles.
11:41 PM on 10/23/2011
Still want to get rid of those job killing regulations, Republicans?
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conservativewhitemale
Silence is the language of God. Zip it.
12:02 AM on 10/24/2011
Uhmm..yes.
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oneeasyrider
E=mc2: From light you exist
12:23 AM on 10/24/2011
Send your address to me. I've got two free tickets just for you on the newly created, American Deregulated Airways.
09:56 AM on 10/24/2011
Definitely.
frank1946
Tell the Truth
11:13 PM on 10/23/2011
So much non-productive DEBT..............no cash flow, no taxes, no consumption, makes people
fearful, angry and careful !

Ponzi Scheme, Fraud, Larceny, all three ?

Tim and Obama throw Big Bucks around like 20's Gangsters !

All just Paper Promises, Promises, Promises. Growth slows to 1 % for ten years.

Biggest Heist in the History of the World ! Hollywood needs to make a Movie !
11:04 PM on 10/23/2011
"Pig in a poke" - idiom
PIIGS in pokes - current reality.

Hernando de Soto on "The Cost of Financial Ignorance" - "Over the past 15 years, however, as they package, bundle and resell securities, Americans and Europeans have gradually undermined the reliability of the records that guarantee or make credit trustworthy — the deeds, titles, liens and other documentation that establish who owns what and how much, and who holds the risks."
See whole article:
http://www.washingtonpost.com/opinions/the-cost-of-financial-ignorance/2011/10/03/gIQAEU3yTL_story.html
10:56 PM on 10/23/2011
Thank you Professor Johnson for your efforts,

Naked CDS's must be banned:

Credit Default Swaps are simply the ties that bind, and the fuel that fires "Too Big to Fail." Further, in their naked form, they are nothing more than third party bets masquerading as insurance. Often these third party CDS bets are not really bets at all since their outcomes can be substantially influenced or manipulated.

Most ominously, Credit Default Swaps are instruments that reward and encourage economic failure and therefore run counter to positive entrepreneurial capitalistic goals. As a result, when a company fails or when a house defaults, third party bets are paid off--- Americans lose their jobs and homes, and some unknown entity actually benefits. This is the corrosive and ever growing effect of these instruments that Warren Buffet famously called "financial weapons of mass destruction."

Classic 60 Minutes Report on Credit Default Swaps: http://www.cbsnews.com/stories/2009/08/19/60minutes/main4546199.shtml

NPR: "AIG And The Trouble With Credit Default Swaps" *With audio link:

http://www.npr.org/templates/story/story.php?storyId=94748529
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HUFFPOST SUPER USER
gerald4
licensed mechanical and electrical engineer
03:48 PM on 10/24/2011
ThomasPayne

I like your Ideas.

Maybe all of the recently created new financial products, and similar new toxic asset products created by the Wall Street master financial geniuses that created various derivative and other junk bond type freshly printed paper securities out of the thin air should require a separate application and a separate license granted by the SEC for the creation, existence and/or sale of each and/or any new financial product.

Maybe the SEC should require/grant license only to those that have intrinsic collateral value, are easily understood, are transparent, forthright, and are not deceptive in their sworn financial statements filed with the SEC.

Maybe the SEC should also require a study to justify the need and define the value of any new derivative type instrument created, similar to an Environmental Impact Statement.

When the financial risks are several layers or completely removed from the title to the actual asset that has some actual collateral value (like a Mortgage, Bond, Property Title, Stock Share, Promissory note), and this instrument is insured from most of the investment risk, how much due diligence will an investor perform before he will commit to purchase, as compared to the investing into a primary mortgage or similar instrument that is collateralized for the event of failure?

If I were driving a car without insurance, I would probably drive more carefully than if I had insurance since my exposure for loss is lessened with insurance coverage.
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HUFFPOST SUPER USER
gerald4
licensed mechanical and electrical engineer
03:49 PM on 10/24/2011
Maybe the USA would be better off without any of these recently created new financial (Toxic Asset) products that required the US government to guarantee to the foreign parties that bought them, and US taxpayers had to redeem them when they were discovered to be without value.

These freshly printed financial products are similar to a virus, because once they are created, they tend infiltrate, contaminate, multiply and destroy the basic economic foundations of the US economy, and then other Wall Street financial geniuses emulate these successful financial geniuses and then create and sell even more of these new imaginary assets.
10:07 PM on 10/23/2011
OK, I will tell you why.

There are two sorts of derivatives deals. In one, an end user is paying money to get rid of risk that he is not willing to bear. He recognizes that he is paying cash for a service, and it is worth the money to him. There is nothing wrong with this, that's what insurance companies do.

But the financial institutions who have derivatives among themselves are engaged in a poke game. Each one thinks he is smarter and savvier than his counterparty, and will win the pot. Of course, they can't all win, but it wouldn't be much of a poker game if everyone could see everyone else's cards This market makes if possible for the first type of customer to buy the derivatives they need easily, but that is hardly the point.
HUFFPOST SUPER USER
Mark Dobbins
I may be dumb but I'm not that dumb
11:07 PM on 10/23/2011
That would be a fine analogy, but I'm not aware of any other poker players who have access to the Fed window. There should be a much different standard of disclosure for those who can access public funds. There is no single bigger question that is unanswered in financial markets these days as where the Euro CDS exposures reside.
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HUFFPOST SUPER USER
gerald4
licensed mechanical and electrical engineer
03:53 PM on 10/24/2011
derivative­s date back to the middle ages when the trade caravan owners would sell a portion of the caravan profits for "Cash Now" and the derivative­s purchaser would recieve the negotiated portion of the profit if the trade caravan made its way back to the trade caravan owner.

Share the risk and the profit, but that was derrived from something with real monetary value.
This user has chosen to opt out of the Badges program
DiogenesOfAlaska
Mitt Romney for president - of the Cayman islands!
03:45 PM on 10/23/2011
Bankers and lobbyist who are denying that more transparency and centralized clearing are required are invited to fly to the moon with a Cessna.

They might make it to Tiananmen Square, but not much further than that.
HUFFPOST SUPER USER
ritamary
03:33 PM on 10/23/2011
"Why do we not require publication of similar data, preferably by financial institution, for all derivative transactions -- including both gross and supposedly net exposures across borders?"

I know very little about this issue, but I will venture to make a guess that Republicons in Congress are blocking any kind of transparency for derivative transactions in the United States.
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DiogenesOfAlaska
Mitt Romney for president - of the Cayman islands!
04:07 PM on 10/23/2011
which raises the question why the financial world should depend on the ignorance of Republicons in Congress.

Maybe somebody should tell them that they are a huge liability of global capitalism.
05:56 PM on 10/23/2011
Hmm, who would have thought. The topic of hedge fund transparency was supposed to me a major item on the agenda of the 2007 G8 summit here in Germany. At least that was what Germany, among others, as the host nation wanted to get a commitment on.

Nineteen heads of state/heads of government attended plus seven chairmen/presidents of international organizations (like EU, UN, AU, etc. ). So, 26 names. Pick two names who pretty much all but completely got the topic off the agenda? :) (hint, the summit happened before the change from Prime Minister Tony Blair to Prime Minister Gordon Brown.)

http://www.monstersandcritics.com/news/business/news/article_1312937.php/ANALYSIS_Germany_concedes_G8_defeat_on_hedge_fund_code_of_conduct

The matter was a major issue in German media at that time.
05:59 PM on 10/23/2011
"In April, US Federal Reserve Chairman Ben Bernanke reiterated his view that 'the market-based approach to the regulation of hedge funds seems to have worked well.'

And a former US under-secretary of commerce in the Bush administration, Grant Aldonas, made clear last week that control - even a voluntary code - 'won't happen.'"

As I said, that was in 2007, pre- crisis.
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HUFFPOST SUPER USER
redscarecrow
Friend of Mr Milo
03:03 PM on 10/23/2011
Today's NYT also had a story on public pensions in Rhode Island (see also Michael Lewis in the new Vanity Fair), how they are gobbling up the whole state budget. Cannot help but think that it's not profligate unions or spendthrift Euros so much as currency and debt manipulation through opaque derivative schemes.
12:31 AM on 10/24/2011
All the pensions were larded up with toxic trash. Now they are trying to blame the "greedy" workers who want a decent retirement.