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Housing Bubble and Credit Crunch

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Recap

Lecture 1 – Origins of the current crisis

 Wages disconnected from productivity; debt

increased; inequality reached pre-Great Depression

levels

 “Mixed economy” economics replaced by free

market ideology (Keynes vs. Hayek); government is

the problem; deregulation spreads

 Financialization of the economy; securitization of

mortgages; “originate to distribute banking”

Recap

Lecture 2 – Money and the FED

 Money supply consists of coin, currency and

checking account deposits

 FED controls the money supply by:

 Changing the reserve requirement

 Through the “discount” window

 Buying or selling treasury bonds in open markets

 FED is dominated by banking interests

Housing Bubble and

Credit Crunch

The Economy Hits the Fan

“Financial Instability

Hypothesis”

Hyman Minsky

Future is Unknowable

 Economic expansion depends on willingness

of people and banks “to speculate on future

cash flows and financial market conditions”

 Banks primary allocator of capital

 Like all businesses banks compete to supply

capital by expanding existing forms of credit

innovate new financial “products”

What Causes Financial Instability?

 Shifts occur in investors’ psychology moving

out of a recession into an economic expansion

 At first very cautious (hold large cash reserves)

 As recovery continues, expectations rise (more

risky loans made)

 Finally “Ponzi Finance”

 Where future payments depend on new or additional

sources of revenue

What’s to stop this boom-bust cycle?

 “Thwarting institutions”

 Regulations designed to limit speculation

 Government bailouts to prevent a major economic

depression

 But overtime the effectiveness of bailouts will

diminish

 Double-edged: prevent depressions, but limit the

costs to spectulators

Score card last twenty years

 Stock market crash in 1987

 S&L crisis in 1989-90

 “Emerging markets” crisis of 1997-98

 Brought down Long-Term Capital Management

 Dot-com market bubble in 2001

 Each could have produced a 1930s-style

collapse in absence of govt bailout operations

Upshot: Stability is Destabilizing

 Any given period of calm is a “transitory state

because speculation upon and experimentation

with liability structures and novel financial

assets will lead the economy to an investment

boom.” [Minsky]

 Banks are “merchants of debt”

Informal timeline

1. The Spark (2003)

2. Lure of Real Estate (Boom, 2003-2006)

3. Sub-prime Chain (Euphoria/Peak, 2006-07)

4. The Unraveling (Bust, 2007-08)

1. THE SPARK (2003)

 What was the spark that caused the

underlying forces of the developing “Perfect

Storm” to combine into a “bubble”?

 The FED lowered the Federal Funds Rate from

6.5% in May, 2000 to 1.00% in June, 2003

May, 2000 = 6.5%



June, 2003 = 1.0%









Source: Federal Reserve Board. Link: http://www.moneycafe.com/library/fedfundsratehistory.htm

Cheap Credit

 Borrowing binge, esp. financial sector and

households

 Banks increased leverage and risk

 Borrow cheap to lend more

 Greater use of shifting liabilities to “off balance sheets”

 The shadow banking system



 Merrill Lynch’s liabilities:

 End of 2002 = $422B

 End of 2006 = $800B

Lax regulatory oversight provided the

dry brush for the spark

 Greenspan played in key role during the

1990s in the dismantling of the Glass-Steagall

Act of 1933

 Had kept depositary institutions (e.g. Citibank)

from taking part in investment banking activities

(selling stocks, bonds, mortgage securities)

 Traditional banking vs. casino-like gambling

 Replaced by Gramm-Leach-Bliley Act of

1999

2. THE LURE OF REAL ESTATE

(Boom 2003-2006)

 Total value of real estate owned by American

families ballooned between 1997 and 2006

 1997 = $8.8T

 2002 = $14.5T (a 65% increase)

 2006 = $21.9T (a 150% increase in 9 years)

Speculative element in real estate

 Higher prices can generate higher demand

 It’s different than airplane travel, steaks,

entertainment, etc.

 Also different from past bubbles (dot.com)

 Family home building block of community, social

life, the economy

 Downturns can cause ripple effects almost

everywhere

Additional housing demand:

“Ownership Society”

 Clinton’s National Homeownership Strategy

 Increase minority homeownership

 Bush 2’s agenda

 American Dream Act (2002): $10,000 for low-income

households struggling to make a down payment on a new

home

 Both President’s pressed Fannie Mae/Freddie Mac to

increase funding of home loans to middle-class and

low-income lenders

 2004: Homeownership rate at all time high of 69%

Overconfidence

 “Tulipmania” – crowd psychology, copycat

behavior

 People assuming that recent trends are typical

and extrapolating from them

 People who don’t share the consensus view of

the market start to feel left out

 Eventually it appears the really crazy people are

those NOT in the market.

3. THE SUB-PRIME CHAIN

(Euphoria/peak, 2006-07)

 From “hard money lending” until the early

1990s …..

 B&C lending: Where loan applications were

carefully scrutinized

 Remember Beneficial Finance?

 …. to “Ponzi mortgages”

 Credit to people with poor credit histories

 Where applications were screened by computers

based on self-reported information

The Subprime Machine

Sample deal: CMLTI 2006-NC2

 4,499 mortgages made by New Century

 $940M for these mortgages came from borrowing from 8

banks [secured by the mortgages themselves]

 The banks borrowed short term thru repurchase

(“repo”) agreements

 Two months later, New Century sold the RMBS to

Citigroup for $979M (including interest)

 After paying the repo lenders, New Century pocketed

$24M in fees (2.5%)

LIBOR+

(5.32%)

The CDO Machine

 Recall …. Combining many RMBS into a sort

of mutual fund to create a “collateralized debt

obligation”

 Key players

 Securities firms [Merrill Lynch, Goldman Sachs,

Citigroup]

 Rating agencies [S&P, Moody’s]

 Investors in tranches [public, banks, other CDOs]

 Financial guarantors [AIG]

CMLTI 2006-NC2, the story continued

 After Citigroup purchased this mortgage-

backed security …..

 It sold them to a separate legal entity that

Citigroup owned (off balance sheet)

 The “SIV” purchased it with cash raised by

selling securities these loans would back

 That “SIV” issued tranches to be sold to investors

Trillions of dollars in securities rested

on:

 The ability of millions of homeowners to

make payments on their subprime mortgages

 Stability of the market value of their homes

 Even expecting rising home prices

Lending Standards Fall

 Minsky’s financial instability hypothesis at

work

 Types of mortgages near peak of cycle

 Alt-A, subprime, interest only, low-doc, no-doc,

ninja (no income, no job, no assets), 2-28s, 3-27s,

liar loans, pick-a-pay adjustable rate mortgage

 Mortgages packaged into securities and sold

off: IBGYBG

 “I’ll be gone, you’ll be gone”

Where were the “thwarting agencies”?

 As long as housing prices continued to rise,

the “Ponzi” process would continue

 The only checks

 Government oversight and regulation

 Which we know adhered to the Efficient Market

Hypothesis

 Rating agencies

Role of the Credit Rating Agencies

 “Essential cogs” in the meltdown [FCIC]

 Problem: “issuer pays” model of credit ratings

 Moody’s, S&P, Fitch received generous fees

 For “CMLTI” sample Moody’s was paid $208,000 &

S&P was paid $135,000

 Example:

 2006 Moody’s issued 30 AAA ratings on mortgage-

related securities every working day

 83% of those were later downgraded

 Note: in 2010 only 6 US corporations carried this rating

 Related problem: laxer home appraisal standards

Final link in the chain: Credit Default

Swaps [CDS]

 These should be called “credit insurance contracts”

 Basically it’s buying insurance against default

 A bank (say Citigroup) holding CDOs pays a premium to

an insurer (like AIG).

 If a default occurs, then AIG covers the losses

 1998 – 2004: they increased exponentially

 This insurance market was entirely unregulated

 “Financial weapons of mass destruction” [W. Buffet]

Total Credit Default Swaps

Outstanding [$B]

 2001 918.87

 2002 2,191.57

 2003 3,779.40

 2004 8,422.26

 2005 17,096.14

 2006 34,422.80

 2007 62,173.20

 2008 38,563.82

 2009 30,428.11

Composition of US Dollar CDS



Years to

maturity









Total $15.5T

2008 2Q

FED Chair Greenspan

 “Recent regulatory reform coupled with innovative

technologies has spawned rapidly growing markets

for, among many other products, asset-backed

securities, collateral loan obligations, and credit

derivative default swaps.”

 “These increasingly complex financial instruments

have contributed ...to the development of a far more

flexible, efficient, and hence resilient financial

system than existed just a quarter-century ago.”

It’s even worse ….

 So far my focus has been on subprime lending

 Bernanke: “Prospective subprime losses were

clearly not large enough on their own to account

for the magnitude of the crisis.”

 Shadow Banking System

 Comprised of investment banks, hedge funds,

money market mutual funds, insurance

companies

 These were never regulated by the FED

US Banking System Ultimate Creditors





Traditional Banking System







Ultimate

Borrowers

“Cash” Shadow Banking System









“Synthetic” Shadow Banking System

As the securitization boom continued

into 2006 and early 2007

 Some of the biggest holders of subprime

RMBS and CDOs ended up being the very

banks and investment banks that created them

 Citigroup

 Set up off-balance-sheet “vehicles”

 Issued short term debt to investors

 Used cash to buy long term assets for their parent

company (including CDOs)

Running out of investors

 As supply of subprime paper increased, the

interest-rate premiums [“spread”] decreased

 Yet Wall Street firms continued issuing subprime

securitizations for their hefty underwriting fees

and bonuses

 Buyers balked, especially at investing in the

senior tranches

 Thus Wall street firms ended up holding them

 “They ate their own cooking, and got poisoned.”

What could go

wrong?

What could go

wrong?

4.THE UNRAVELING

(Bust, 2007-08)

“When the music stops, in terms of liquidity,

things will be complicated. But as long as the

music is playing, you’ve got to get up and

dance. We’re still dancing.”

Citigroup CEO Charles Prince

Subprime

adjustable









Prime

fixed

London Bridge is Falling Down

Millennium Bridge

 The footbridge opened on June 10, 2000

 Closed on June 12

 “Synchronous lateral excitation”

 Reopened February 2002

 Relationship to financial markets?

 Pedestrians on the bridge are like banks adjusting

their stance

 Movements of the bridge are like price changes

The “first step”

 BNP Paribas – August 9, 2007

 Great credit crunch of 2007-2009 had begun

 Rush to government bonds (yields down sharply)

 Interbank lending largely dried up

 Information lacking about other banks’

holdings [that long sub-prime mortgage chain]

 Hayek’s telecommunications system no longer

emitted reliable price signals, if any at all

Initially, FED policymakers

underestimated the unfolding calamity

 Thought it was a temporary liquidity crisis

 Discount window opened

 The illusion of stability

 Thought the sub-prime market was small

 Besides, losses would be concentrated outside of

the banking system

Final months of 2007, first part of

2008

 Clearly the shadow banking system had helped

concentrate the risks associated with subprime

lending at the heart of the financial world

 “Synchronous lateral excitation”

 Market prices played a key role coordinating self-

defeating behavior: “mark to market”

 The loss spiral: leveraging down (total assets/equity

capital, spreadsheet example)

 All banks trying to shrink their balance sheets

simultaneously  asset prices continue to fall

Add to this the slumping housing

market

 As we’ve seen delinquencies rose

 By February 2008, roughly one in four

subprime borrowers was at least one month

behind on mortgage payments

 The slump in residential investment did

serious damage to the construction industry

 The recession had begun: Officially,

December 2007

Fall 2007: mortgage-related losses

 Biggest losers

 Citigroup $23.8B; Merrill Lynch $24.7B

 More losers

 Bank of America $9.7B; Morgan Stanley $10.3B;

JP Morgan $5.3B; Bear Sterns $2.6B

 AIG, other insurance companies, hedge funds,

other financial institutions $100B

FED enlarges its role

 It arranged a takeover of Bear Sterns by JPMorgan

Chase (March 2008)

 It agreed to shoulder the risk of losses of Bear’s toxic

mortgages

 Bear was small, but “too interconnected to fail”

 It opened discount window to other Wall Street

firms needing cash

 Collateral included “toxic” mortgage securities

 The FED thus acknowledged that some of the losses

would be socialized

Fannie and Freddie put under

conservatorship

 September 7, 2008: The Treasury took an

80% ownership in each of the companies

 Appointed new managements

 Agreed to provide up to $100B each in fresh

capital

 They remained nominally independent, but

the Treasury Department effectively

controlled them

“Free Market Day”

 September 15, 2008 Lehman Brothers was allowed

to fail

 Leverage ratio: 30/1

 4% drop in value of firm’s assets can wipe out its

entire capital base

 At the time the largest bankruptcy filing at $600B in

assets

 Beginning of the worst market disruption in postwar

American history ...and the FED blinked

Within 24 hours: AIG was bailed out

 It had $400B in credit protection provided to

banks (CDS)

 The FED promised to lend AIG up to $85B

 As collateral demanded AIG’s entire assets,

including its profitable life and property

insurance divisions

 Obtained warrants entitling the FED to an 80%

equity state in AIG

Contrast with Scandinavia

 Finland

 The government combined 40+ savings banks

into one state-owned bank

 It nationalized the country’s three largest banks

(wiping out their shareholders)

 Sweden

 The government seized control of the two largest

banks and shunted their toxic assets into a state-

owned company

(Hidden) Socialism in our time

 FED was running out of resources (and legitimacy)

 Bernanke and Treasury Sec’y Paulson asked

President Bush and Congress for authority to spend

$700B (5% of GDP) to strengthen the financial

sector

 The now much-despised Troubled Asset Relief Program

[TARP]

 Recapitalizing the banks directly through the purchase of

preference shares and toxic assets

Elements of the financial stabilization

program

 A pledge not to let systemically important

institutions collapse

 A commitment to use taxpayers’ money to

socialize some losses

 An endorsement of unorthodox central bank

policies aimed at kick-starting the credit

markets

 It also discredited “laissez faire” economics

Worth the price?

 IMF’s price tag for western governments to shore up

their financial systems: $10 T

 Half from direct commitments; half in insurance schemes

and guarantees.

 It did not stop the global recession

 It did prevent a wholesale collapse of the financial system

 In the US, homeowners had little or no relief

 “Tea Partiers” and “Occupiers” clearly don’t think it

was worth the price.

So how do we deal with

the “Great Recession”?

Next: do we have a debt crisis or a jobs crisis?



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