Sunday, January 8, 2012

Baking a Cake

Finance in Parrot Talk
By Anthony de Jasay
Part I
George Stigler, the 1982 Nobel laureate, was almost as great a humorist as he was an economist. His deadpan irony was devastating. In his The Economist as Preacher and Other Essays he speaks of "that most irresistible of all the weapons of scholarship, infinite repetition."(1)
I call "parrot talk" the loud and relentless repetition of some plausible fallacy that is first launched as an original and debatable notion by some minor authority or small group, often with an axe to grind, and then, by a mysterious process of perverse selection, is taken up and hammered home by public intellectuals and the media, triumphantly becoming a firmly established truth. When used as prophecy or forecast it is liable to be self-fulfilling. When used as explanation and diagnosis, it dictates the remedy. In either case, it is capable of causing deep and lasting damage in political thought and the public policy the thought tends to shape.
In the present column I will be dealing with a few particularly insidious and dangerous subjects of parrot talk. I will first recall a few that I had identified in earlier writings. Then I will present some more recent untruths, such as the idea of "financial capitalism", the supposedly vital need, to stock up the banks with extra capital, monetisation of the debt, and the alleged vices of modern capitalism, such as speculations and short-termism.
Fundamental Fallacies(2)
Among my Collected Papers there is an essay entitled "Parrot Talk."(3) It treats a number of fallacies in political philosophy that, looking plausible and pleasing to most people's ears are being repeated on every possible occasion with an air of assured conviction. Each time they are declared, more academic parrots take them up and relay them in ever wider circles until they become ineradicable common knowledge that feeds prevailing political thought.
One of these fallacies, pilloried in "Parrot Talk," is the separateness of production and distribution. The gross national cake is first baked according to the laws of economics, and then sliced and distributed according to the collective decisions of society. It remains unsaid that the very reason why a cake of a certain size is baked at all (rather than a sweeter, bigger or smaller one or indeed none) is that its distribution will be of a certain kind and not a different one. Income is not a grabbed and redistributed with impunity without reacting back on production.
Another fallacy, often repeated to reassure the voter called "liberal" in English English that he has little to fear from the candidate called "liberal" in American English, is that it is possible to bring about equality of opportunity without enforcing equality of outcomes. It takes a minute of extra thought to realise that once preceding outcomes are allowed to be unequal, current opportunities cannot possible remain equal.4 But this extra minute of thought is suppressed by the rising noise of parrot talk. Finally, the essay notes that the most widely accepted modern theory of justice lays down, as its first principle, that everybody must have a right to the greatest possible liberty compatible with the same liberty for everybody else. One may ask why having a right to liberty is better, or different, than having liberty itself. Adding the "right to" should raise suspicious second thoughts, or perhaps it is just empty verbiage—but having a right always sounds nice, and passes well in parrot talk.
Must Safety-First Economics Prevail?
What the earlier "Parrot Talk" essay sought to do in political thought, the present one aims to do in the current language parrots use about finance. It is written by taking as read certain well-established theses of neo-classical economics that are basic to what in English English is called "liberalism".
Thanks to incessant repetition in the last few years, public opinion is now convinced that risk is a bad thing and ought to be purged from the economy as far as possible. Economics, on the contrary, teaches that some risk is inevitable because the future is not predictable, and necessary for efficiency. The size and severity of risk and its price should and under a regime of free contract would adjust to each other. The wish to avoid risk by paying the market to bear it (e.g. by hedging, forward dealing or insurance) would, in equilibrium, be equal to the willingness of the market to assume that risk. This situation is an optimum, because neither the marginal risk-avoider nor the marginal risk-bearer can expect to do better by moving away from it. The spectacular stock and bond market losses of 2008-2009 showed that the expectations of large operators, such as the insurer as AIG, may occasionally be spectacularly wrong (especially if biased by existing regulations and Fannie Mae activities, as was the case in the U.S. residential mortgage market), but they did not invalidate the theorem. The losses were the outcomes of zero-sum games and as far as one can tell, they involved no destruction of tangible value. As Milton Friedman would say, for every loser, there was a gainer. Damage did occur due to massive mismanagement of the shock waves, but not because risk was allocated by price in the first place. After all the ensuing parrot talk, the received truth now is that risk is bad and almost reprehensible and should be purged from the system. Poor system! Risklessly, it would be heading for an unpromising future.
The condemnation of risk and particularly of its assumption by professional risk-bearers has become a rock-solid dogma. It is not the only one that is firmly believed because everybody else seems to believe it and is saying so. The over-arching untruth that assiduous parrot talk is converting into a new truth is that the freedom of contract, the basic enabling condition for allocative efficiency in the economy, is "all right in theory but does not work in practice" and needs to be limited and regulated in an ever larger variety of sensitive contexts, many of them in finance. Loses made by any lame duck industry must be doctored because they are obviously bad things. Finance attracts the curiosity of the busybody because its techniques are ill understood and it is shrouded in an air of mystique and power.
"Finanzkapitalismus"
German parrot talk has achieved the feat of uniting in a single word two of the most hated ideas that in other current languages would take two or more to express.
There must be some people, though not very many, who would be happier as cavemen or nomadic herdsmen battling periodic famine and the cruelty of elements than denizens of our urban civilisation. For the rest of us, however, the populist dreams of abolishing the "dominance of money and the dictatorship of the market", as well as seeking "production for real needs, not for profit" should and can be dismissed as irrational ranting. It would be rational if we harboured a strong streak of masochism that could best be satisfied by self-inflicted economic and social pain.
At a more sophisticated level than masochistic oratory, a few standard accusations are obstinately levelled against finance, capitalism or both. Often no distinction is drawn between the two, which can be excused on the ground that finance and capitalism have flourished together and though each can be imagined without the other, the result looks painfully contrived. Quantitative economic planning by input-output matrices, on the one hand, and market socialism on the other, are examples of such contrived monstrosities. You can perhaps run an economy without prices set in a single money of account, but it looks hardly promising. You can perhaps run a money economy while suppressing the profit motive, but it looks unpromising, too.
The steady stream of parrot-talk charges come under two headings. One is morality. Capitalism is immoral because it promotes immoral or at best amoral conduct in pursuit of a morally worthless objective, profit. It also generates inequality of material conditions among men, and relations of subordination. It is not realised that all economic systems, except perhaps subsistence farming, do these things and have done so through history. Where capitalism is superior to its real or putative alternatives is in its relation to morality. It is the only system where the optimal rule to follow in order to achieve success is "honesty is the best policy", ( though following a rule is not the only or necessarily a better road to success than not following one). Capitalism, as has been recognised by the more intelligent among its defenders, systematically economises morality: it needs less of it than other systems in order to function properly. It achieves more with morally fallible human agents than in other systems could hope to do by relying on the scarce supply of clean-handed, selfless, public-spirited people they could find. Capitalism shrinks the opportunities for corruption, pre-capitalist and socialist systems open them widely.
Under the less high-minded heading of stability and efficiency, parrot wisdom, particularly since the mayhem of 2008, has it that an excessive financial superstructure renders the economy top-heavy, crisis-prone and badly in need of re-regulation after the decades of doctrinaire free-marketism of the latter part of the 20th century. This charge, for all its plausibility with bank rescues and stubborn unemployment weighing on our minds, is nevertheless an arbitrary one. The capitalist economies and in particular their financial service sectors prior to 2008 were too lightly regulated in the view of some, too heavily in that of others. They were in either view hybrids. There is no earthly way of telling, from the performance of a hybrid system, what the performance of a pure system would have been. Maybe putting the banks in straitjackets would have averted 2008, maybe setting them really free to swim or sink would have done it. Maybe neither would have made much difference. But pretending to know that more regulation was needed, as Mr. Volcker, Mr. Mervyn King, Dodd-Frank legislators and the Basel committee do and as incessant parrot talk to the same effect raises to the rank of a self-evident truth, should not be allowed to serve as an argument-stopper.
Probably the best French current affairs commentator exclaimed the other day that every day hundreds of billions of money transactions flow through the exchanges without the least attempt by governments at regulating them, and this was truly terrifying and inadmissible. She might as well have added that every day hundreds of billions of hectolitres5 of water slosh about in the oceans without the least attempts by governments to regulate them, and this was truly inadmissible and terrifying.
PART II
Strengthening the Banking System?
A bank is solvent if it can pay off its liabilities to third parties, some on demand, others on their due dates, by liquidating its assets. As long as the bank is believed to be solvent, the necessity to liquidate all its assets to pay off all its liabilities does not arise. In the perhaps laudable attempt to provide a tangible foundation for the belief in solvency, an all-European panel of central bankers and officials sitting in Basel is empowered to require banks to maintain certain fixed proportions between various classes of their assets and their liabilities. These requirements have been progressively tightened from the initial set known as Basel 1 to the present Basel 3. Greatly simplified, the requirements amount to a solvency ratio by which, under Basel 3, a bank is allowed to have 93 of third-party liabilities for every 100 worth of assets. This means that its own equity capital must be no less than 7 for every 100 worth of assets. Since the starting figure for the system as a whole was only 5, the average bank had to increase its solvency ratio by 2 to reach 7 before the deadline in 2017. Most banks were expected comfortably to surpass this level out of a few years' retained earnings. So far, so good.
However, behind this safe looking outcome there lurks a fundamental doubt. External liabilities are fixed in nominal value; 93 is unambiguously 93 in the currency, e.g. euros, in which it was denominated. However, whether an asset is valued at 100 in the balance sheet to match the 93 on the liability side and leave an equity of 7 is a matter full of ambiguity. An immensely complicated set of guidelines laid down by the International Accounting Standards Board (IASB) tells the auditors what method of valuation by the bank of its assets they may accept, but there is room for different interpretations of the guidelines. By and large, an asset must be "marked to market"; if it was bought for 100 and its market price declines to 80, it must be inscribed at 80 on the balance sheet. It may then serve to support only 74.4 of liabilities. Since the latter still figure at 93, something has to give.
Not all marketable bank assets must be "marked to market", and not all bank assets are marketable. Most, in fact, are not quoted and are exchanged only sporadically or not at all. Mortgages may not have been packaged into tradeable mortgage-backed securities, and industrial and commercial loans may be valued by the lending bank at par as long as they are "performing", i.e. as long as current interest due is being paid. However, while these asset classes may escape the letter of the "marked to market" rule, should they escape its spirit? When recession threatens, is it not reasonable to say that if these asset types were traded on a market, their price would decline by 10 per cent or more in a matter of months? Should the bank's balance sheet not reflect this? If half of the bank's assets are written down by 10 per cent, the bank's own equity capital shrinks from 7 to 2 per cent. Since Basel 3 says that for safety it should be 7 per cent, should depositors, especially the big wholesale ones, panic and start a run? Worse still, if the spirit of the "mark down to market" is not respected and assets are not written down but the large depositors, indoctrinated by parrot talk, think that they ought to have been, the balance sheet will no longer be trusted and the eventual panic could be much worse.
The irony of it all is that if it had not been hammered home to the public that a solvency ratio of 7 per cent is needed for safety, even the harsh "mark to market" rule could be endured without much damage—for the bank is solvent as long as it can pay off its liabilities, and technically it can do this with a solvency ratio of 0.
If the bank's solvency ratio were 7 but must not be breached, the effect is the same as having a 0 ratio.
Clumsy interference in misguided attempts to improve on matters knows no bounds, for even improvements can be further improved. No sooner did European banks get used to the idea that they must have at least 7 per cent equity that Mme. Lagarde, the new Director General of the IMF, in apparent haste declared that it was "urgent" to recapitalise them by raising their solvency ratio to 9 and the biggest banks to 10 per cent by July 2012, a mere 9 months. This was the classic case of bellowing "Fire!" in a crowded cinema. Some banks rushed to the stock market, raiding it for extra capital, leaving that much less for industry and commerce. All others began aggressively to reduce their assets, partly by dumping large chunks of their holdings of Italian, Spanish and other sovereign debt, and partly by denying credit to their less important small and medium business customers. Absurd situations arose. Airbus, up to its neck in aircraft orders, cannot step up production because its subcontractors cannot get the credit they need to raise more working capital.
While a recession of sorts is being artificially engineered, the public is convinced that it must be a good and prudent thing to recapitalise the banking system, for more financial strength is doubtless needed in this time of "crisis". May we remark that if the authorities in their zeal to manage the recession and parrot cries shriek "Crisis!", a 9 per cent solvency ratio would not give better support to the banking system than 7 per cent. What might help instead are fewer cries of "Fire!"
PART III
This is the third time in succession that this column presents opinions concerning money and finance which appear superficially plausible but only become firm truths when enough parrots repeat enough times what their masters in Brussels, Paris or at the International Monetary Fund (IMF) declare. The most recent occasion for the Parrot choir to hit fortissimo was the October 8-9 "last-chance" Brussels summit to end all summits and save the euro at least until the imperative need for another last-chance summit emerges in a few months' time.
Safety First, Dearly
Britain went into this summit moderately concerned about the future of the euro, the money of its largest trading partner, but also anxious about the regulatory zeal of Monsieur Barnier, the Commissioner for the internal market, and his distinctly non-liberal brains trust with its instinctive dislike of the City of London. Confronted at dawn with a complicated and in part puzzling draft agreement more or less accepted by 26 of the 27 drowsy government delegations, the British asked for exemption from certain regulatory aspects, a demand angrily refused by the French President. By the unanimity rule, the 26 willing governments are thus prevented from amending the Union's basic treaty as desired by Germany (an amendment that may have taken several years to ratify and survive referendums in several countries), and must be content with intergovernmental agreements. The former would hardly be stronger than the latter, but perfidious Albion is loudly blamed for vetoing it.
France is behaving like the jilted bride who becomes embittered, and Britain like a clumsy lout. Each side blames the other and claims that the other has dealt itself a losing hand. The bad blood may last a couple of years but not more, for France needs British friendship to counteract the overwhelming weight of Germany.
Meanwhile, the regulatory steamroller is advancing, flattening the international financial landscape at a cost that lays between the stratospheric and the astronomical. According to HSBC and Barclays, two of Europe's half-dozen giga-banks, "ring-fencing" their retail operations to insulate them from the hazards of the investment banking side, will cost them up to 2 billion euros per bank in extra information systems and lost synergies. The added safety is problematical. The Financial Times of December 9, 2011 reports that world-wide financial service companies are hit with an average of 60 regulatory changes every working day, a 16 per cent rise over last year and no let-up in sight. Regulators announced 14,215 changes in the 12 months to November 2011. Compliance departments have to cope with an annual increase of up to 20 per cent p.a. until at least 2013. The Dodd-Frank bank reform act in the United States and the Basel 3 rules in Europe are chiefly responsible. In addition to burgeoning compliance costs Basel 3's jerking up the required solvency ratio of the banks from 7 to 9 per cent in a matter of months is, despite protestations to the contrary, putting on a "credit crunch" in Europe that is turning the danger of a 2012 recession into a reality at a cost in needlessly lost output of the order of 150-200 billion in one year.
It is fair to say that if and when 7 per cent of own capital turned out to be insufficient for banking safety, 9 per cent would be no more sufficient. Fractional reserve banking depends on confidence first and last. No realistic solvency ratio can suffice if confidence is ceaselessly shaken by cries of alarm by the powers-that-be who are competing for media attention, and by their echo of shrill parrot talk. Regulatory houses of cards built by eager busybodies cost dear and instead of restoring confidence, make for shyness.
"Naughty, Naughty Child!"
The December 2011 agreement "to save the euro" is alleged to provide for a voluntary limitation of structural budget deficits to 0.5 per cent of GDP. This is to be the golden rule of every state. The key word of course, is structural, meaning roughly taking the good years with the bad. If the actual deficit is, say, 4 per cent, a state can always argue that it would be 0.5 if this were not a bad year. In a good year, the same policies would yield a surplus—and so on with jam, jam tomorrow, but never have a balanced budget today.
The really interesting part of the golden rule, however, is that it is supposed to incorporate automatic sanctions against the offender. Each state will have the golden rule in its constitution. If it offends against the golden rule, the European Court of Justice will nudge the country's constitutional court to act. It, or the Court of Justice (it is unclear which), will "sanction" the state. But what the sanction may be is a puzzle. The constitutional court will not unseat the government, and its verdict may be just shrugged off. The Court of Justice has no armoured column to send to occupy the capital. A fine looks a more feasible punishment. But for the fine to persuade a government to change its fiscal policy, its amount would have to be huge, probably no less than 1 per cent of GDP. For a government desperate to survive the next election, even that sum would not be a deterrent—the less so as it may just drag its feet and not pay it, or be unable to pay it for the very reason that forces it to run a budget deficit in the first place. In other words, for all the talk about automatic sanctions, the new golden rule looks just as unenforceable as the 1991 Maastricht treaty rule that both Germany and France had simply shrugged off.
The sole realistic alternative is to punish the offending state by the Court of Justice and the other European institutions shaking an index finger at the offending state and saying "naughty, naughty child"! For the time being, no parrot-master is admitting this and the parrots are happily repeating that there will be no deficits because there will be "automatic sanctions". The painful awakening could then serve as the subject of the third or fourth-next "last-chance" summit meeting to save the euro.
Funny Bonds, Eurobonds
There is now a wide consensus that a major weakness of the eurozone is to have 17 different states issuing 17 different sovereign bonds of different creditworthiness. "Speculators" (the common European word denoting financial institutions, pension funds and widows-and-orphans who try to put their assets in instruments they expect to fall least, or rise most, in value instead of passively awaiting whatever their destiny will bring them) then "attack" (i.e. refrain from buying, or sell, or even short-sell) the weakest-looking bonds; so that the weakest state will be unable to service its debt and will have to be "saved" by stronger eurozone states, while the "speculators" turn their attention to the next-weakest victim that requires the next bail-out—and so on. The remedy, all agrees except the German public, is to have euro-bonds not identified with any one state but guaranteed jointly by all. Obviously, weak states are not very convincing guarantors for other weak ones. The handful of strong ones, principally Germany, are not sure that they wish to be the guarantors for all the rest of the 17.
However, like funny money that has neither hard assets nor a government's taxing power to back it, bonds are funny ones if issued by a body that has no revenues with which to pay interest and to help refinance the principal when it falls due. In order for eurobonds not to be funny, the body that issues them would have to have the power to tax Europe's citizens in some very substantial form—a power that no sovereign European state looks like being ready to concede. In the last analysis, asking for eurobonds as the sole means of keeping the eurozone in being, is to ask for a federal eurozone government with monopoly power to tax but returning agreed parts of the revenue to member states to let them have some degree of autonomy. At present, governments and their electorates would angrily reject such a solution. It is more comfortable to ask for eurobonds without thinking through the grim reality they would have to bring with them. This, in any case, is the standard way in which European public opinion likes to imagine the options it wants to believe in.
Footnotes
1.      George J. Stigler, The Economist as Preacher and Other Essays. (Chicago University Press, 1982), p.122.
2.      [Editor: Anthony de Jasay continues the great tradition in free market economics of exposing the commonly held "fallacies" which prevent clear thinking on economic matters. The 19th century French political economist Frédéric Bastiat was a master of this form (see his Economic Sophisms (1848) available online at the Library of Economics and Liberty and at the Online Library of Liberty). In our own century there is Thomas Sowell, Economic Facts and Fallacies (New York: Basic Books, 2007, 2011) and the "letters to the editor" by Prof. Don Boudreaux at Café Hayek.]
3.      [Editor: To avoid confusion one needs to distinguish between the general concept of "parrot talk" which Jasay is exploring in this essay, and the essay in his Collected Papers which has the title "Parrot Talk".]
4.      This point was made by Robert Nozick in his discussion of the earnings of Wilt Chamberlin in Anarchy, State, and Utopia. (New York: Basic Books, 1974), "How Liberty upsets Patterns," pp. 160 ff.
5.      [Editor: A hectolitre is 100 litres, which is the equivalent of 26.4 U.S. gallons.]

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