Thursday, November 10, 2011

specimen

Endgame Approaching, by Tim Duy: Wall Street is again taking Europe seriously, at least for the moment. Today was unpleasant. The most important news of the day is that Germany and France are planning for a new Europe. From Reuters:
Merkel said Europe's plight was now so "unpleasant" that deep structural reforms were needed quickly, warning the rest of the world would not wait. "That will mean more Europe, not less Europe," she told a conference in Berlin.
She called for changes in EU treaties after French President Nicolas Sarkozy advocated a two-speed Europe in which euro zone countries accelerate and deepen integration while an expanding group outside the currency bloc stays more loosely connected -- a signal that some members may have to quit the euro.
"It is time for a breakthrough to a new Europe," Merkel said. "A community that says, regardless of what happens in the rest of the world, that it can never again change its ground rules, that community simply can't survive."
For the Eurozone to work, there needs to be greater fiscal integration. But Germany and France do not see a place for Greece and likely Italy, possibly Spain and Portugal as well, in such a fiscal union. And, in all honesty, it is hard to find fault with such a conclusion. The clearly dysfunctional behavior of the Italian and Greek governments has made it all but impossible to erect a firewall around the crisis at this point. The credibility of the Eurozone decision making process, allready severly weakened by the endless inconclusive summits, is now completely non-existent.
Interestingly, the IMF appears to be holding out hope that a firewall is still possible:
Christine Lagarde, head of the International Monetary Fund, told a financial forum in Beijing that Europe's debt crisis risked plunging the global economy into a Japan-style "lost decade."
"If we do not act boldly and if we do not act together, the economy around the world runs the risk of downward spiral of uncertainty, financial instability and potential collapse of global demand."...
..Lagarde said she was hopeful the technical details on boosting the European Financial Stability Fund (EFSF) to around 1 trillion euros would be ready by December.
How viable is the idea of leveraging up the EFSF now that Sarkozy and Merkel have openly breached the topic of a breaking of the Euro? Do the Europeans really take the Chinese for such fools that they will save the Euro when the economic backbone of the Continent no longer believes it is worth saving?
A wild card in this disaster is the European Central Bank. The calls for action are deafening, yet they apparently fall on deaf ears. I think we all agree that the ECB can at least put a floor under Italy, and arguably should be doing that to prevent what appears to be largely a liquidity crisis from becoming a solvency crisis. They would also send a strong signal that the Eurozone does in fact have a lender of last resort. Make no mistake, they can't stop the blinding painful recession that is about to descend upon Europe. That is already backed into the cake, and the ECB would put the icing on the top by calling for harsh austerity in any nation receiving its backstop. But they could prevent a depression. And everyone believes they will step up to the plate eventually.
But what if they don't? What if Germany and France absolutely forbid it? If Germany and France are already planning for a new Europe, they certainly don't want it to begin with a central bank holding a massive piece of the debt from those nations they intend to eject from the Euro. As it is, they probably already fear that a Greek default is inevitable in the next few months, and the ECB will be left holding the bag on their Greek debt holdings. Why add further to those potential/likely losses?
Now where is the Fed in all of this? Quiet, very quiet. To be sure, they will stand ready to provide dollar liquidity via swap agreements with their foreign counterparts. And will likely expand the balance sheet in the event of sharp deceleration in US economic acivity. But such a deceleration is not likely to be revealed in the near term data. And, interestingly, note that despite all the turmoil, the implied inflation rate via the TIPS market is 1.88 and 1.99 at the 5 and 10 year horizons, respectively. I believe the Fed would like to see clearer deflationary pressures before they engaged in another round of QE.
Brad DeLong pleads with the Fed to get in front of the curve:
The Federal Reserve needs to buy up every single European bond owned by every single American financial institution for cash before the increase in eurorisk leads American finance to tighten credit again and send us down into the double dip.
Here too it is probably already too late. The time to move was this summer.
At a minimum, the Fed could be preparing a credit facility to take European sovereign debt as collateral. Beyond that, I find it hard to imagine the Fed making large scale European debt purchases. After all, what will they define as an American financial instituion? Deutsche Bank has a US financial holding company - would a Fed commitment include all of Deutsche Bank's European bond portfolio? I don't think the Fed is ready to make such distinctions, especially after the public relations beating they took for lending to foreign banks during the US financial crisis.
In my opinion, they did not have a choice - the foreign banks are part of the US banking system and thus needed to be part of the emergency lending facilities. And, of course, the interconnectiveness of the European and US financial sectors argues for exactly what Brad proposes, even it if meant taking European debt off the hands of European banks. But isn't that the ECB's job? I find it hard to see the Fed eager to take on the role of global lender of last resort. Just as I find it difficult to see the US supporting an expansion of the IMF to aid Europe. Europe has both the capital and the lender of last resort to deal with this crisis themselves. They don't need external financing, they need internal rebalancing. Ultimately, the Europeans will need to find the political willpower to solve the crisis. I just don't see much US involvement in the process, either fiscal or monetary. And if such involvement did occur, it would not happen until conditions became much, much worse.
Bottom Line: The tide turned from optimism to pessimism today. Perhaps the opposite happens tomorrow. But ultimately, I believe pessimism will rule the day. The point of no return was reached when Germany and France openly discussed a smaller Eurozone. To be sure, the ECB could still offer upside surprise by serving as the lender of last resort, which would ease the downside pain. I don't anticipate the Fed will take on this role. The Fed is probably still mulling over what they perceive to be the limited US exposure to Europe, just as they did with the US subprime debt. And the relatively painless demise of MF Global probably reinforces that sense of complacency. The Fed will react eventually, but US conditions will need to deteriorate markedly before they do so.
    Posted by Mark Thoma on Thursday, November 10, 2011 at 12:33 AM in Economics, Fed Watch, International Finance





    Comments

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    Mark A. Sadowski said...
    Sitting in bed, not being able to sleep, thinking about the unraveling of the euro, and how to distill what it all means in as few words as possible, I get up, go to my computer, and find that my favorite Australian economist, John Quiggin, has done a masterful job of doing it already:
    Euro Crisis’s Enabler: The Central Bank

    By JOHN QUIGGIN
    "Far from struggling to manage a “one size fits all” monetary policy, the bank has pursued a “one size fits nobody” policy of monetary contraction, at a time when no European economy is growing strongly. With great reluctance, the bank has agreed to support the markets for European sovereign debt through purchases of government bonds. But, unlike the policy of quantitative easing pursued by the Federal Reserve — in which the United States’ central bank amassed Treasury securities to push down long-term interest rates — the European Central Bank has insisted on “sterilizing,” or neutralizing, its purchases of government bonds by selling the securities to private-sector banks. Such a policy cannot be sustained on a scale sufficient to stabilize financial markets.
    This is part of a broader problem: the European Central Bank’s conception of its own role. The bank was established in 1998, at a time when memories of the inflationary surge of the 1970s and 1980s were still fresh. It was therefore given a mandate that focused primarily on inflation, and has interpreted that mandate very narrowly.
    Unlike any previous central bank in history, the bank has disclaimed any responsibility for the European financial system it effectively controls, or even for the viability of the euro as a currency. Instead, it has focused almost entirely on the formal objective of keeping inflation rates to a 2 percent target."
    http://www.nytimes.com/2011/11/09/opinion/euro-crisiss-enabler-the-central-bank.html?_r=1&ref=opinion
    Well, back to my bunk.
    Bittersweet nightmares and don't let the bond vigilantes bite!
    Ignacio said...
    One day the news say that Merkel and Sarko (M&S) are planning a "new Europe" and few hours later the bad cop (M) announces that that news are completely false. We have been under this kind of stress since, let's say, this summer or before.
    For me it is getting increasingly difficult to detect the real current below all those noises. What is really going on? I suspect that the only real battle is about who ends being the ultimate bagholder in the great upcoming default. I also suspect that M&S are acting just as advisors and lobbysts for, respectivelly, german and french bankers (banksters?). But, who is advising the german and french public? Who defends the interests of greeks, italians or spaniards?
    op said in reply to Ignacio...
    " who is advising the german and french public? Who defends the interests of greeks, italians or spaniards?"
    count dracula in all cases
    Eduardo Weisz said...
    Everyone is talking about the Fiscal crisis is Europe. The problem is that I don't understand a thing on the issue. As far as I understand economics the interest rates should depend on produtivity, correct? Well, while creating the Euro factors productivity were considered somehow equivalent between countries - or else the very idea of a monetary union (without fiscal union) becomes a complete absurd. Which means that what is happening is caused by a flaw in EEUU construction. Which explains tha innability of the block and the posture of other countries. Correct?
    What I don't understand is why, in this marked cards context,aren't massively undoing positions in Euro. People won't die by loosing a couple thousand points on Dow Jones but are aparently ready to die by holding the Euro. Even more if we consider that the exit of countries of the Euro Zone, which is seen as inevitable, will mean the complete erosion of the possibility of taking Euro Assets as safe. This kind of stuborness simply does not make any sense .....
    Anyone?
    op said in reply to Eduardo Weisz...
    "As far as I understand economics the interest rates should depend on produtivity, correct? "
    oce the various premiums for inflation liquidity return uncertainty and default risk etc etc
    are added up
    the component of the nominal rate
    that might be considered
    a system wide discount rate to apply
    against expected returns from productivity enhancing investments
    is...... a mere residual nugget
    " a flaw in ...construction"
    no a system managed by special narrow essentially anti social interests
    ie
    the multi national financial megafirms

    "the exit of countries of the Euro Zone, which is seen as inevitable, will mean the complete erosion of the possibility of taking Euro Assets as safe. This kind of stuborness simply does not make any sense ....."
    no it doesn't make any sense
    even for the money/creditlord impresarios
    running this theatre of cruelty
    so it won't happen
    the zone will redem itself ...but only after more is squezed out of the people
    on the job and citizen entitlement
    side of the present social market system
    neo liberal pruning has been a process in place since about 1979 in both europe and north america
    bakho said...
    Countries are not businesses. Countries cannot liquidate.
    Do we have a generation of economists who have come to believe that there is no role for the government in managing economies? Now that there is no alternative but government intervention they are paralyzed? Are economics departments looking in the mirror at how their programs have failed to produce competent government economists?
    Maybe Bill Gates and Warren Buffet could purchase Greece (LOL)?
    Eduardo Weisz said in reply to bakho...
    What about market agents? What about reposition of reserves?
    What do you think governs should do? Ain't you see the role they are playing? Expense cuts in an evironment where the unemployment rate gets to 20%?
    op said in reply to Eduardo Weisz...
    "Expense cuts in an evironment where the unemployment rate gets to 20%"

    music to the creditlords ears !!!!!
    they have a system to rebalance
    and it will be rrebalnced at popular job class expense
    op said...
    1) " Germany and France do not see a place for Greece and likely Italy, possibly Spain and Portugal as well,
    in such a fiscal union."

    2)" in all honesty, it is hard to find fault with such a conclusion. "

    3)"The clearly dysfunctional behavior of the Italian and Greek governments has made it all but impossible to erect a firewall around the crisis at this point."

    4)" The credibility of the Eurozone decision making process, allready severly weakened by the endless inconclusive summits, is now completely non-existent."
    completely off base in my estimation
    proper response
    yankee go home !!!!!
    look the ecb will act
    the point of this game is to squeeze out the last drop of piig spending over the foreseeable time frame
    the real threat is a popular rejection of this restraint and a go it alone move by the piigs
    far from wanting to throw the piigs out
    the franco german core wants to tie them down
    the real problem for these lords of disciple?
    once they let greece etc go
    the various piig economies
    will probably recover ...faster
    then if they submit to the iron maiden
    rigged up for each of them
    by the zone's one worlder elite
    one worlder elite ?
    yup one worlder
    larry ziffle's stateless elite
    and that one world of theirs
    is our world too
    but its ruled by for
    and ultimately
    from
    the various executive suites
    of our planets leading multi national corporations

    btw i really doubt ecb loses are equivalent in any way to corresponding loses by national cb's inside or outside of the zone or obviously private banks
    op said in reply to op...
    "The Federal Reserve needs to buy up every single European bond owned by every single American financial institution for cash before the increase in eurorisk leads American finance to tighten credit again and send us down into the double dip."
    delong in panic mode
    how endearing
    first instinct
    save the banksters and the other wall street slicksters
    shows his absurd side here
    he really lives on a parallel planet
    eurorisk
    is not like hurricane risk
    it can be dispelled in an instant
    i hope in his own little earth
    where the fed is as obtuse and deluded as he is
    there's a name for guys like him other than
    ex officio court fool
    to be completely and scrupulously fair
    i do like his implication here
    the fed oughta take the hit
    if a hit is to be taken
    not the nations private hi fi outfits
    he's got that exactly right
    spread the loss to the system not the thin equity of our private for profit banks
    the fed taking the loss amounts to burning up some euros that the fed can replace at some rate out of its limitless supply of dollars
    this is deep water here
    but it doesn't get investigated
    the "natives paddle over it and shutter down there dwells a dark mysterious force called
    INFLATION
    and oughta apply double to the ecb
    which has the euro mine to make it costless
    central banks
    op said...
    " Europe has both the capital and the lender of last resort to deal with this crisis themselves. They don't need external financing, they need internal rebalancing"
    exactly correct
    and it can be concentrated
    change the word europe to european central bank
    and that proposition remains equally true
    so why not follow this truth to its implications
    the ECB has its reasons for protracting the crisis
    it is the ECB'S means of internal rebalancing
    if it is to be done by squeezing the piigs
    not ballooning the germans
    then it requires this long and grinding road
    this soap opera crisis

    what a world we got here mrs jones
    Eric said...
    Don't underestimate the willpower of the people in the Southern countries to belong to the EU or eurozone. These countries need an Italian or Greek spring and get rid of the old guard of politicians.
    op said in reply to Eric...
    " These countries need an Italian or Greek spring "
    well i agree
    but its to much to expect
    the greek streets are in flames off and on
    and
    so far they got a referendum
    on what amounts to their
    material conditions
    in the coming years
    dangled tauntingly
    in front of their nose
    and uncerimoniously whipped away
    op said in reply to op...
    the higher powers of all europe are strutting
    their unilateral anti democratic stuff
    kthomas said in reply to Eric...
    Don't be a fool. Even if the very cream of society were brought to power in Greece or Italy, little would change. The problem is Germany, Merkel in particular. History is watching right now, and she ain't smiling at the Germans. They are in a position to help save a once great idea of European unionhood....now it's floundering because the Germans have decided they dont want to share and more importantly, they want yet MORE cut backs and austerity from the Greeks in particular.
    Your BS about a "spring" in both countries is just that. And keep in mind, if there are political convulsions in either country, any new government that comes to power will immediately lift its middle finger to Merkel.
    op said in reply to kthomas...
    not fair to the german job class
    that has seen very little
    out of the post unificatiuon germany
    making them pay for wild moves by the bankers of the planet ???
    that is ridiculous eh ??
    and the job class germans are not wrong about the alternative to the big squeeze now on
    in piigs-landia

    the alternative?
    the german job class eating the loses
    that is what getss presented in the main stream press
    as the alternative
    the euro elite offers only two bad options
    only plays one section of the euro job class of against the other
    nice trick if you can get away with it
    and most econ cons
    the ones that oughta know enough to cry
    "trick...cheat..fraud "
    the one's not overtly backing
    the credit lords gambits
    the one's that oughta in unison join
    the krugman-stiglitz dirty dozen
    in demanding simple humane reflationary sanity
    and adequate fiscal thrust
    instead
    trot and canter about aimlessly senselessly
    idiotically
    like blind canal ponies
    liberated from their barge work
    by a massive oil fire burning everywhere
    on the water
    buddyglass said...
    How would it go if, after the EU dissolved, the "most stable" (and wealthy) countries were to form their own more-or-less geographically contiguous single-currency free-trade zone? I'm thinking of Germany, Austria, Switzerland, France, Belgium, Luxembourg, The Netherlands, Denmark, the U.K., Sweden, Norway and Finland. Or maybe leave out the U.K. and Nordics and make it completely geographically contiguous.