Moon of Alabama Brecht quote
December 12, 2007
The Fed’s Credibility

The Fed today announced to inject another thick pile of billions into the credit markets:

The Fed, the U.S. central bank, said it would launch a "temporary term auction facility" that banks can use to secure loans at its discount window.

"This facility could help promote the efficient dissemination of liquidity when the unsecured interbank markets are under stress," the Fed said in a statement.

The banks do not trust each other anymore. They refrain from lending one another on normal terms. This because no one knows how much bad debt any bank is holding. There are just too many off-balance-sheet vehicles out there holding bad debt: mortgages, car loans, credit card loans. Who owns these vehicles? What is the real value of their holdings? What happens if they have to liquify their holdings? Will their sponsor bank have to take the loss? Does it have enough capital to take the loss?

All these questions are open. Now the Fed steps in and takes on the risk other banks do not want to take. The NYT’s Floyd Norris sees Fear at the Fed:

The combined actions of the world’s central banks on Wednesday smacks of a real fear that the world’s financial system is in trouble.

The Fed will lend money to banks based on almost any asset they own, even ones that are not liquid at all. That will include some of the more exotic loans and securities out there.

The Fed will ‘create’ and dispense fresh money and accept junk as collateral. It hopes that the lenders will be able to pay back. What happens if they can’t?

Numerian thinks:

This is the very type of “slippery slope” that the Fed warns its banks about. A little risk here, and another little risk there, leads to increasingly inability to refuse taking on ever-greater risks.
[…]
Somehow, for nearly a century of operation, the Federal Reserve functioned well by accepting only a limited type of very high quality collateral for very short term periods from its member banks. Now it is on its own slippery slope. Its only real asset is its credibility, which in the markets is currently very high. But central bank credibility can be lost as quickly as liquidity can one day exist in abundance and the next day disappear.

It would be fine for the Fed to pursue such actions and take the risk, if it would have a chance to solve the problems. It does not. Roubini:

[T]his is the first real crisis of financial globalization and securitization; it will take years of major policy, regulatory and supervisors reform to clean up this disaster and create a sounder global financial system; monetary policy cannot resolve years of reckless behavior by regulators and supervisors that were asleep at the wheel while the credit excesses of the last few years were taking place. Now the US hard landing and global sharp slowdown is unavoidable and monetary policy – if aggressive enough with much greater and rapid reduction in policy rates – may only be able to affect how long and protracted this hard landing will be.

Today the Fed can still influence the markets and the general economy by talking tough and taking small steps in its monetary policy. But what it announced today indeed smells of panic and loss of self confidence.

There will come market situations where the Fed is needed and could really matter, like a general run on consumer banks or a Dollar crash. When the Fed takes on too much risk and starts to lacks credibility, its effect in times of real crisis will be less than is to desire.

Comments

The Fed once had a lot of credibility, and the Dollar was once strong. Printing more of them will not make the Fed more credible.

Posted by: ralphieboy | Dec 12 2007 20:49 utc | 1

The ECB is also in the act. This must be like putting your proverbial finger in the dyke.

Posted by: Cloned Poster | Dec 12 2007 21:14 utc | 2

desperate times call for desperate measures. the time for sane fiscal policies is long gone. doing nothing at all at this point is not an option.
all things considered, how much risk is there for the principals? the big players have their capital diversified in land and property and precious metals. if this gambit goes south, they will fare much better than us poor saps. and tax money will be used to set it all right again.
it aint like we haven’t seen this before.

Posted by: dan of steele | Dec 12 2007 22:14 utc | 3

I got a kick out of this from the WaPo:
“The Fed has not only opened its vault doors to the banking industry, they are now trucking it to their place of business,” said Scott Anderson, a senior economist at Wells Fargo, in a written report. “If that doesn’t get the banks excited about lending again, nothing will.”

Posted by: Dick Durata | Dec 12 2007 22:21 utc | 4

Great. United States is now Japan in mid-1980’s, complete with a financial crisis that will sap economic growth to nothingness for foreseeable future….
Japanese banking crisis was political manufactured–by a succession of LDP prime ministers from late 1970s on. The coming (if it’s not here already) US financial crisis is also a political product–and nobody has any incentive to try fixing it (since the short term pain of reining in credit will be enormous). Strange how 1980s Japan (complete with unjustified triumphalism) seems to be a harbinger for 2000s U.S.

Posted by: kao-hsien-chih | Dec 13 2007 2:13 utc | 5

uh, add Japan

Posted by: Uncle $cam | Dec 13 2007 2:50 utc | 6

uh, add Japan

Posted by: Uncle $cam | Dec 13 2007 2:52 utc | 7

uh, add Japan
We’re sorry, your comment has not been published because TypePad’s antispam filter has flagged it as potential comment spam.
Go back to The Fed’s Credibility.

Posted by: Uncle $cam | Dec 13 2007 2:53 utc | 8

The banks do not trust each other anymore.
that’s sure what it looks like.
so now, i’m wondering… why am i trusting a bank with my money?

Posted by: selise | Dec 13 2007 3:44 utc | 9

selise,
what do you mean “your money”, It’s *their* money, they’re just letting you use it…

Posted by: Anonymous | Dec 13 2007 8:11 utc | 10

UK: House price falls are fastest in two years
Spain: Spain’s sinking property market might send ripples across Europe
Guardian: This crisis spells the end of the free market consensus

What is certain is that the end of the long boom will have a profound ideological impact. So long as market fundamentalists appeared to be delivering the goods – however unequally and insecurely – their political dominance was assured. That is now clearly no longer the case. As Martin Wolf, conservative doyen of British economic commentators, wrote in yesterday’s Financial Times: “What is happening in credit markets today is a huge blow to the credibility of the Anglo-Saxon model of transactions-orientated financial capitalism.” If the credit squeeze does indeed trigger a wider economic meltdown, that will certainly mean the end of the neoliberal consensus that has dominated politics for almost a generation.”

Posted by: b | Dec 13 2007 9:26 utc | 11

” that will certainly mean the end of the neoliberal consensus that has dominated politics for almost a generation.”
It’s about time…

Posted by: CluelessJoe | Dec 13 2007 11:47 utc | 12

Looks like the big money injection does not have any effect: Libor Stays at 7-Year High as Credit Squeeze Persists

Interest rates on loans in euros stayed at a seven-year high, a day after central banks in Europe and North America teamed up in an attempt to end gridlock in money markets.
Three-month borrowing costs held at 4.95 percent, the British Bankers’ Association said today. That’s 95 basis points, or 0.95 percentage point, more than the European Central Bank’s benchmark interest rate, compared with 57 basis points a month ago. It averaged 25 basis points in the first half of the year, before U.S. subprime-mortgage losses contaminated money markets.

The problem is not liquidity but trust. Some banks are likely insolvent. Nobody will lend to them. The central banks should let these banks go bancrupt. That would clean out the distrust from the system. Forcinmg more money into the system is pushing on a string.

Posted by: b | Dec 13 2007 14:59 utc | 13

Krugman copied me? After the Money’s Gone

In past financial crises — the stock market crash of 1987, the aftermath of Russia’s default in 1998 — the Fed has been able to wave its magic wand and make market turmoil disappear. But this time the magic isn’t working.
Why not? Because the problem with the markets isn’t just a lack of liquidity — there’s also a fundamental problem of solvency.

How will it all end? Markets won’t start functioning normally until investors are reasonably sure that they know where the bodies — I mean, the bad debts — are buried. And that probably won’t happen until house prices have finished falling and financial institutions have come clean about all their losses. All of this will probably take years.
Meanwhile, anyone who expects the Fed or anyone else to come up with a plan that makes this financial crisis just go away will be sorely disappointed.

Posted by: b | Dec 14 2007 7:57 utc | 14

Stagflation, FT Dec 13:

“The US retail sales surge, both via enormous November gains as well as upward revisions to September and October, have thrown a monkey wrench into the slowdown scenario, as bank turmoil is apparently having little impact on consumer spending,” said Rick MacDonald at Action Economics.

“This will probably confuse the Fed,” said Gabriel Stein at Lombard Street Research. “With stagflation threatening, it may delay the next interest rate cut, most likely erring on the side of caution.”

Posted by: Dismal Science | Dec 14 2007 10:43 utc | 15

The “superfund”, i.e. the bailout for Citi is dead. Now Citi has to tkae on the bad debt:Citi to consolidate $49bn of its SIVs

Citigroup said on Thursday night it would be forced to consolidate $49bn of assets in off-balance sheet vehicles, putting further strain on its overstretched finances.
The move is embarrassing for Citi, which has insisted it had no intention to do anything that would require it to consolidate them. But in a statement on Thursday night, it said it had decided to provide a support facility to the SIVs because of a recent warning by Moody’s and Standard & Poor’s of possible downgrades in their credit ratings. Downgrades would make it more difficult for the SIVs to continue to fund themselves by issuing commercial paper and medium-term notes.

Not sure if their capital is enough to carry the weight of that debt.

Posted by: b | Dec 14 2007 11:42 utc | 16