Mayer on international finance

Doug Henwood dhenwood at panix.com
Wed Jul 28 10:30:47 PDT 1999


"Risk Reduction in the New Financial Architecture: Realities,

Fallacies, and Proposals"

BY: MARTIN MAYER

Brookings Institution

Document: Available from the SSRN Electronic Paper Collection:

http://papers.ssrn.com/paper.taf?abstract_id=165550

Paper ID: Levy Institute Working Paper No. 268

Date: April 1999

Contact: Triveni Kuchi

Email: Mailto:kuchi at levy.org

Postal: The Jerome Levy Economics Institute

Bard College

Blithewood

Annandale-on-Hudson, NY 12504 USA

Phone: (914)758-7729

Fax: (914)758-1149

Paper Requests:

Contact Triveni Kuchi, Mailto:kuchi at levy.org Postal: Information

Specialist, The Jerome Levy Economics Institute, Bard College,

Blithewood, Annandale-on-Hudson, NY 12504. Phone:(914)758-7729.

Fax:(914)758-1149.

ABSTRACT:

Five times in a decade not yet completed, financial markets have

floated to the edge of a whirlpool; in October 1998 they were

about to drown when Alan Greenspan threw them a piece of string

that, surprisingly, turned out to be a lifeline. The causes for

this financial instability lie deep in the economic theory that

urges easy and efficient substitution of one piece of paper for

another, always and everywhere; in the technology-driven tight

articulation of receipts and payments that Hyman Minsky warned

against a generation ago; and in the growth of leverage that

diminishes the creditworthiness of major institutions when an

interruption in their receipts requires them to seek funds.

Meanwhile, as decision-making in finance moves from banks to

markets, and the creators of derivative instruments find ways to

present uncertainties as risks that can be modeled, time

horizons fall and spurious interrelations promote "dynamic

hedging" that communicates financial disturbance anywhere to

price volatility everywhere. Prevention should be sought in

rules to control the creation of leverage in the repo and

derivatives markets and in limits on banks' freedom to back away

from borrowers' cross-border liabilities in currencies other

than their own. Crisis management when prevention fails will

require "standstill" agreements to encourage the continuation of

something like normal economic life while the losses from merely

financial failure are sorted out.

JEL Classification: G21, G28



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