Finance's "100-year Storm"

What follows is hardly new-news. Frankly, I’m in a bit of a state of shock. What follows is a slight extension of a list I scribbled on a piece of paper—as in, What’s going on here?

***Hubris

Axiom [upon which Nobel prizes were won]: We can eradicate risk [with the new math, the new instruments].
We can refine the eradication process ad infinitum [derivatives of derivatives of derivatives].
A few tens of trillions of $$ of exposure—so what?
We don’t want to be the first1st to bail—only wimps quit when they get their third consecutive $10M bonus at age 29.
I got this because I’m smart—this was not repeat not luck; I deserved every damn penny.
[Counter text: Fooled By Randomness—Nassim Nicholas Taleb]

***Quant primacy

Too much faith in super-smart intellectuals [Reminds me to the point of dotting of the “i”s and crossing of the “t”s of David Halberstam’s The Best & The Brightest—on the Vietnam quagmire]
If you’re not a 100% quant convert, you’re “old school” and held up to ridicule—even if you’re Warren Buffett.

***Step shift in complexity

Fact is, “it” became incomprehensible.
Connectedness [in general, global] totally new and, again, incomprehensible.

***Greed

Duh.

***Perception Is Everything

Financial markets are, by design, a house of cards—e.g., basic idea is to take a dollar of deposits and lend 10 based thereupon, depending on the depositors not to withdraw all at once.
Emotions rule as much on Wall Street as at the football stadium!!!!!!!!!!!!
Expectations are everything!!!!!
Madness of crowds is just that—madness!!!!!
It is axiomatic that house prices will rise and rise and rise—and then rise some more.

***Basics Rotten

Mary and Joe couldn’t have paid the loan back if hell had frozen over—they were not, simply, creditworthy.
The incentives were nutty—lend to anyone and everyone and collect the full commission when you book the loan and get fired if you don’t.
[Message from In Search of Excellence, in another context, It’s the basics, stupid—Japan is killing us, circa 1980, because (1) their cars work and (2) they ask their workers how to make them even better.]

**Good Ideology Run Amok

De-regulation = Holy.
If de-regulation is good, then more is better.

***Black Swans

Believe it: Shit happens. [See Taleb once again—The Black Swan.]
NB: Your response to one or two black swans is your life legacy—it’s easy to be a genius when the market is rising rising rising.

***History repeats repeats repeats itself

South Sea Bubble
Tulips
Etc.
Etc.
Etc.
S & L
Junk bonds
Dot-com
Sub-prime
TK
TK
TK

***No One Knows the Ending to This Story

***Thank God for Paulson—it’d be worse without him.

Tom Peters posted this on September 16, 2008, in Markets.