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JP Morgan Debacle Reveals Fatal Flaw In Federal Reserve Thinking

Posted: 05/11/2012 8:22 am

Experienced Wall Street executives and traders concede, in private, that Bank of America is not well run and that Citigroup has long been a recipe for disaster. But they always insist that attempts to re-regulate Wall Street are misguided because risk-management has become more sophisticated -- everyone, in this view, has become more like Jamie Dimon, head of JP Morgan Chase, with his legendary attention to detail and concern about quantifying the downside.

In the light of JP Morgan's stunning losses on derivatives, announced yesterday but with the full scope of total potential losses still not yet clear (and not yet determined), Jamie Dimon and his company do not look like any kind of appealing role model. But the real losers in this turn of events are the Board of Governors of the Federal Reserve System and the New York Fed, whose approach to bank capital is now demonstrated to be deeply flawed.

JP Morgan claimed to have great risk management systems -- and these are widely regarded as the best on Wall Street. But what does the "best on Wall Street" mean when bank executives and key employees have an incentive to make and misrepresent big bets -- they are compensated based on return on equity, unadjusted for risk? Bank executives get the upside and the downside falls on everyone else -- this is what it means to be "too big to fail" in modern America.

The Federal Reserve knows this, of course -- it is stuffed full of smart people. Its leadership, including Chairman Ben Bernanke, Dan Tarullo (lead governor for overseeing bank capital rules), and Bill Dudley (president of the New York Fed) are all well aware that bankers want to reduce equity levels and run a more highly leveraged business (i.e., more debt relative to equity). To prevent this from occurring in an egregious manner, the Fed now runs regular "stress tests" to assess how much banks could lose - and therefore how much of a buffer they need in the form of shareholder equity.

In the spring, JP Morgan passed the latest Fed stress tests with flying colors. The Fed agreed to let JP Morgan increase its dividend and buy back shares (both of which reduce the value of shareholder equity on the books of the bank). Jamie Dimon received an official seal of approval. (Amazingly, Mr. Dimon indicated in his conference call on Thursday that the buybacks will continue; surely the Fed will step in to prevent this until the relevant losses have been capped.)

There was no hint in the stress tests that JP Morgan could be facing these kinds of potential losses. We still do not know the exact source of this disaster, but it appears to involve credit derivatives -- and some reports point directly to credit default swaps (i.e., a form of insurance policy sold against losses in various kinds of debt.) Presumably there are problems with illiquid securities for which prices have fallen due to recent pressures in some markets and the general "risk-off" attitude - meaning that many investors prefer to reduce leverage and avoid high-yield/high-risk assets.

But global stress levels are not particularly high at present -- certainly not compared to what they will be if the euro situation continues to spiral out of control. We are not at the end of a big global credit boom -- we are still trying to recover from the last calamity. For JP Morgan to have incurred such losses at such a relatively mild part of the credit cycle is simply stunning.

The lessons from JP Morgan's losses are simple. Such banks have become too large and complex for management to control what is going on. The breakdown in internal governance is profound. The breakdown in external corporate governance is also complete -- in any other industry, when faced with large losses incurred in such a haphazard way and under his direct personal supervision, the CEO would resign. No doubt Jamie Dimon will remain in place.

And the regulators also have no idea about what is going on. Attempts to oversee these banks in a sophisticated and nuanced way are not working.

The SAFE Banking Act, re-introduced by Senator Sherrod Brown on Wednesday, exactly hits the nail on the head. The discussion he instigated at the Senate Banking Committee hearing on Wednesday can only be described as prescient. Thought leaders such as Sheila Bair, Richard Fisher and Tom Hoenig have been right all along about "too big to fail" banks (see my piece from the NYT.com on Thursday on SAFE and the growing consensus behind it).

The Financial Services Roundtable, in contrast, is spouting nonsense -- they can only feel deeply embarrassed today. Continued opposition to the Volcker Rule invites ridicule. It is immaterial whether or not this particular set of trades by JP Morgan is classified as "proprietary"; all megabanks should be presumed incapable of managing their risks appropriately.

Dennis Kelleher and Better Markets are right about the broad need for implementing Dodd-Frank and they are particularly right about the problems that surround non-transparent derivatives (follow them @bettermarkets for some of the smartest lines and best links as the JP Morgan debacle continues to develop). The Better Markets press release on Thursday night put the entire situation in a nutshell:

"Jamie Dimon and JP Morgan Chase just proved what anyone not getting a paycheck from a Wall Street bank already knows: gigantic too-big-to-fail banks are too-big-to-manage."

Anat Admati and her colleagues at Stanford (and her growing band of supporters in the US and around the world) are right about bank capital. The people in charge of Federal Reserve policy in this regard are dead wrong -- perhaps because they spend far too much time talking to Jamie Dimon and his fellow executives, while consistently refusing to engage with their better informed critics.

Ms. Admati skewered Jamie Dimon at length and in detail 18 months ago on exactly these issues. You must read her original Huffington Post piece. She has been relentless ever since -- see this material. She was right then and she is right now: we need much higher capital requirements and much simpler rules -- focus on limiting leverage. Big banks should be forced to become smaller -- small enough and simple enough to fail.

It is time for the Federal Reserve to move its policy on these issues.

Simon Johnson is the co-author of White House Burning: The Founding Fathers, Our National Debt, and Why It Matters To You. This post is cross-posted from The Baseline Scenario.

 
 
 

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Experienced Wall Street executives and traders concede, in private, that Bank of America is not well run and that Citigroup has long been a recipe for disaster. But they always insist that attempts t...
Experienced Wall Street executives and traders concede, in private, that Bank of America is not well run and that Citigroup has long been a recipe for disaster. But they always insist that attempts t...
 
 
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10:24 AM on 05/14/2012
"No doubt Jamie Dimon will remain in place."

Oh, no doubt...

;-)
01:30 AM on 05/14/2012
http://www.investorvillage.com/smbd.asp?mb=144&mn=95408&pt=msg&mid=11718974

The source of today's insanity in the political, financial, social, corporate, government and educational realms.

From a Rabbi---- “chamas” translated as a "robbery," or "violence."

Some present day examples of chamas::

· When the Federal Reserve debases the currency, and by extension, debases the value of everyone’s labor, that is chamas.

· When Investment Banks use high frequency computer programs to front-run trades and skim “inconsequential amounts” from millions of daily trades they process, that is chamas.

· When politicians commit our children and our grandchildren to paying our debts, that is chamas.

· When generals recommend over-priced weapons systems and then, upon retirement, go to work for the winning defense contractor, that is chamas.

· When MF Global “rehypothocates” (steals) $1.6 billion of segregated client funds and no action is taken to punish the perpetrators, that is chamas.

It is becoming increasingly clear that chamas is gaining ground in America. Previously respected professions in the world of finance, politics, medicine, economics, and education are increasingly held in contempt…and rightfully so. Trust is breaking down. As Yeats so eloquently stated, “The center cannot hold, things fall apart.”

History is clear, if these trends are not arrested , no nation can recover from this one-two punch….I don’t care how many weapons it boasts.
01:22 AM on 05/14/2012
The second financial meltdown is coming!! This time, the GOP's might get their wish...no bailout, lets head straight for a depression.
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HUFFPOST SUPER USER
muck-raker
give me liberty or give me death
07:11 AM on 05/14/2012
quite possible BUT we should be ready to DIG this man up as our present legislators are too busy counting their ill gotten gains from LOBBYIST.

http://www.youtube.com/watch?v=D9yoZHs6PsU
12:59 AM on 05/14/2012
Retail Investors need protection from these thieves. Dimon will still get paid, but investors, they'll get sucker punched.
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HUFFPOST SUPER USER
muck-raker
give me liberty or give me death
07:13 AM on 05/14/2012
agreed, when I found out how Gold in Sacks was manipulating the commodities markets with their hedge funds I got out...can not beat these shysters.
07:31 AM on 05/14/2012
Good move. Its very disappointing that is the only recourse we have . It flies in the face of the notion that we can participate and be owners of companies.

In my mind, we are losing an opportunity to exert our financial strength on Wall St. and the government. A retail investors revolt , using the only weapon we have that has any influence ....Our Money ( and elections don't work ), would get us to the table and demand the changes we want so we can fix this fiasco.
michaelandolga
Teaching Liberals to Think, One Post at a Time
10:30 PM on 05/13/2012
[continued from prior post]

February 2007

"Despite the ongoing adjustments in the housing sector, overall economic prospects for households remain good. Household finances appear generally solid, and delinquency rates on most types of consumer loans and residential mortgages remain low."

October 2007

"It is not the responsibility of the Federal Reserve – nor would it be appropriate – to protect lenders and investors from the consequences of their financial decisions."

January 2008

"The Federal Reserve is not currently forecasting a recession."

January 2008

[Two months before Fannie Mae and Freddie Mac collapsed and were nationalized] "They will make it through the storm."

January 2008

"[The U.S. economy] has a strong labor force, excellent productivity and technology, and a deep and liquid financial market that is in the process of repairing itself."

June 2008

"The risk that the economy has entered a substantial downturn appears to have diminished over the past month or so."

July 2008

"The GSEs are adequately capitalized. They are in no danger of failing."

November 2010

"Although low inflation is generally good, inflation that is too low can pose risks to the economy - especially when the economy is struggling."

December 2010

"One myth that’s out there is that what we’re doing is printing money. We’re not printing money."

December 2010

"The money supply is not changing in any significant way. What we’re doing is lowering interest rates by buying Treasury securities."
michaelandolga
Teaching Liberals to Think, One Post at a Time
10:29 PM on 05/13/2012
"The Federal Reserve knows this, of course -- it is stuffed full of smart people. Its leadership, including Chairman Ben Bernanke...."

Despite the article's claims, Ben's not terribly bright. Here are a few excerpts that Not Terribly Bright Ben has made over the years:

July 2005

"We’ve never had a decline in house prices on a nationwide basis. So, what I think what is more likely is that house prices will slow, maybe stabilize, might slow consumption spending a bit. I don’t think it’s gonna drive the economy too far from its full employment path, though."

October 2005

"House prices have risen by nearly 25 percent over the past two years. Although speculative activity has increased in some areas, at a national level these price increases largely reflect strong economic fundamentals."

February 2006

"Housing markets are cooling a bit. Our expectation is that the decline in activity or the slowing in activity will be moderate, that house prices will probably continue to rise."

February 2006

"I don't think that Chinese ownership of U.S. assets is so large as to put our country at risk economically."

March 2007

"At this juncture, however, the impact on the broader economy and financial markets of the problems in the subprime market seems likely to be contained. In particular, mortgages to prime borrowers and fixed-rate mortgages to all classes of borrowers continue to perform well, with low rates of delinquency."
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sixchair
Always left, usually right
10:08 PM on 05/13/2012
Just reinstate Glass and we're good.
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sixchair
Always left, usually right
10:02 PM on 05/13/2012
"For JP Morgan to have incurred such losses at such a relatively mild part of the credit cycle is simply stunning. "

I was looking for words to describe my concerns - and that's them. Thanks, Simon.
HUFFPOST SUPER USER
Bigwave48
09:18 PM on 05/13/2012
I have a very pessimistic view of our Banking system.. The conflict of interest between Congressional
leadership and the BANKERS is so complex and corrupt, it cannot be fixed.. It is my feeling , that
the only way to fix these banks are to let them fail, then nationalize them... Make it a federal crime
to accept campaign donations from any financial institute , Of course this cannot happen also,
due to the fact our Supreme Court is on the payroll as well. America's financial collapse is on the
way... Just a matter of time...
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HUFFPOST SUPER USER
trespanieli
06:32 PM on 05/13/2012
You control the debt, you control everything. This is the very essence of the banking industry-- to make us all, whether we be nations or individuals, slaves to debt.
barrada nicto
Optimism is necessary.
03:31 PM on 05/14/2012
Sad, but true.
This user has chosen to opt out of the Badges program
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05:32 PM on 05/13/2012
I don't get all this commotion on what some bank does, what the 'fed' does, and 'regulations', etc.. The 'fed' is owned by the banks so therefore there will never be any significant regulations. Any 'regulations' will be simply a smoke screen to appease the masses for a short time. The banks will never have 'losses' as long as the 'fed' can just run the printing presses because the banks can just take as much as they want at near zero percent interest and buy 'treasuries' at several percent. What a sweet deal, and they take a big cut for salary and bonus to do this job that can be done by any laptop running a simple script. This will stop when the Chinese currency becomes the world currency. Will we have massive inflation like the 'old' S. America days? This will screw the citizens good. Back to the banks - they then also make up their losses by screwing their customers with higher fees on stuff and paying near zero to their savers. Look at your savings/checking interest rate. Inflation is already way more than the 'official' stats. Anybody buy groceries or gas? I hear that's not in the 'official' stats. haha Will that green paper in your pocket eventually be worth......just paper? I just can't decide which road this country is on: ancient Rome, 30's Germany or current Mexico. Might make for a good PHD dissertation.
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sixchair
Always left, usually right
10:05 PM on 05/13/2012
nice strsam of conciousness rant! f/f. #3.
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sixchair
Always left, usually right
10:05 PM on 05/13/2012
err... stream of conciousness...
barrada nicto
Optimism is necessary.
03:33 PM on 05/14/2012
Sure, but with some unsettling deep truths ...
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HUFFPOST SUPER USER
R2D2-51
Flower Power Forever
04:13 PM on 05/13/2012
return wealth & prosperity to the American people, and not to international bankers.

We have throughout our history issued our own US Bank Notes backed by the full faith & credit of the people of the United States & not by a private international banking cartel who control our money supply & thus economy.

In fact I have in my hand several US Bank Notes, “Red Seal” $5.00 notes issued by the US Treasury free of debt & interest, because it is our money & not private bankers Federal Reserve Notes. Simply look at the history of President Andrew Jackson who successfully kept the private banking cartels out of controlling our money supply from his Presidency until 1913 when Federal Reserve Act was passed.

To create a world in which life can flourish and prosper we must replace the values and institutions of capitalism with values and institutions that honor life, serve life's needs, and restore money to its proper role as servant.
Jekyll Island
http://en.wikipedia.org/wiki/Jekyll_Island

"Secrets of the Federal Reserve"by Mullins, Eustice
http://archive.org/details/TheSecretsOfTheFederalReserve_294
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HUFFPOST SUPER USER
R2D2-51
Flower Power Forever
04:11 PM on 05/13/2012
It is absurd to say that our country can issue $500 Million dollars in Bonds to the International Banking cartel of the Federal Reserve Bank, but we cannot issue $500 Million Dollars in currency.
If our nation can issue a Dollar bond, it can issue a dollar bill free of interest and debt.

It has been done several times throughout this nation’s history beginning with the early days of colonial America when the colonies began using “Colonial Scrip”.

The element that makes the Bond good makes the Dollar bill good also.

Difference between the Bond & the bill is the Bond let’s money brokers collect twice the amount of the Bond, & an additional 20%, whereas the Dollar Bill as U.S. currency issued directly by the U.S. Government & backed by the full faith & credit of the United States of America, doesn’t pay anyone, but to those who contribute directly in some useful way through their own productivity in the marketplace.

Both are promises to pay, but one promise that is issued as Debt with interest in the Bond to the American people, allows the Federal Reserve System to accumulate our wealth as “usurers”, while the other is issued directly by the United States Government to the American people to keep that wealth for the prosperity of the American people.

If you wish returning wealth & prosperity to American people than the answer is simple repeal the Federal Reserve Act, & begin reissuing our own currency again & return
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HUFFPOST SUPER USER
oftenon
cartoons are the best explanation
03:52 PM on 05/13/2012
Greenspan was Fed "Oracle" right up until the '08 global collapse - whereupon he actually said the most prescient thing of his career: "I was wrong." Nobody heard it. He said it - twice - in front of a Senate panel. It's documented on film (Frontline's "The Warning"). Nobody heard it. It was a repudiation of his belief in market self-regulation and its devastating consequences. Nobody heard, nothing was done, the damaging practices escalated and the handful of profiting parties successfully lobbied to repel ALL regulation on what are universally and ominously called dark market derivatives.
Their upside is insane profits for an elite few; the downside is leveraged disaster 10 - yes, TEN times the world economy's value. They call it "notional" value... sort of Monopoly money - except it really means game over if their house of cards collapse (again).

And there you have it: Chicken Little really, really underestimated.
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robadeaux
Your labels have expired....
08:41 PM on 05/13/2012
I don't think anyone underestimated anything. The banksters know how much they Are fleecing the world for. They've planned this whole charade, and very well. The laughble part of it is people really believing they (the banksters) didn't know what could happen. And what did happen? The banksters have made trillions,.. then they say oops and ignorant people believe them,.
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OnTheRoadAgain
Greetings, O-Bots
07:19 AM on 05/14/2012
I've seen enough Creative Incompetence in the IT business to be able to say that you're absolutely correct.
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Intolerantcentrist
No thanks…I brought my own air.
12:25 PM on 05/13/2012
The devotees of deregulation would have us believe, trust that market's self virtues will supply safety and security within the market. History has dramatically and sizably shown the failure of this belief system.