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Hedge Fund Systemic Risk Never More Obvious Than Now

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Posted by:   bobo 8/9/2006 6:59 AM

Readers of my blog will recall that a recurring theme has been my contention that the level of leverage employed by hedge funds places their creditors in dire straights when the funds get one wrong.

I mention this to show how the prime brokers, and their banking arms, are beholden to the hedges in uncomfortable ways, making them far more likely to assist in manipulations that would "solve" niggling problems for the funds, should they get into trouble. I believe that is what goes on in NFI, which the shareholder lawsuit against the brokers should reveal.

My favorite paper, the NY Post, has an article about ABN Amro's deal being in jeopardy due to the blowup of a relatively small hedge fund that bet disastrously against natural gas.

Now, think about that. A half billion dollar fund screwed the pooch, and Amro's deal is in danger of falling apart.

Amro doesn't have the ability to manipulate the natural gas market, as it is far too large.

But imagine if the same disastrous bet were made in a thinly traded stock like NFI, and those standing to take the big loss were the brokers who effectively made the market in the stock. Do you think they might help their borrower out, by reducing the price and sustaining the depression, thus eliminating the crisis? Or do you think they would set their jaws, and take the fallout like men, stoic and resolved?

My point has always been that when you have hedge funds employing 10, 20, 30 times leverage, playing stocks to the downside, it is just a matter of time until one of them gets things badly wrong in a way that could vaporize their lenders - unless those lenders could step in and help the direction of the bet out.

Anyone doubt that happens?

Imagine if you are a bank, whose hedge fund clients have hundreds of millions, or billions of dollars worth of failed shares. At today's mark to market, those billions are now worth $20 million - but if they had to be bought, they would be billions again. Your big hedge fund clients have thus created a cataclysmic contingent liability, and your ass is on the line should they mismanage one of their bets. And then they call one wrong - say a mortgage lender from the sticks goes 4 times the money while they have been doubling down, and unless it can be successfully depressed virtually forever, your client could implode. So what do yo do? And what if your in-house hedge fund has been compounding the problem by trading alongside them, thus creating your own liability? What choice do you really have? Especially if the penalties for failing to deliver indefinitely are puny compared to the rewards?

But Cox feels that the market's discipline will keep bad things from happening.

Chris? Sweetie? Check it out. Back in the 1920s, pools of anonymous cash manipulated the markets - they were called stock pools. Today they are called hedge funds. Back then, the same market discipline was in force, and we had massive crashes every 6 or 8 years. So that didn't really work out so well, huh? And then, as now, Wall Street argued that there was no need for regulation - that the market was a "perfect entity."

Here we are, 80 years later, and the same argument is being advanced about the same phenomena, by the same folks - Wall Street's mouthpieces.

Did anyone ever give you any market history classes before they made you the chief regulator?

Here's my take. The markets tend to make disastrous decisions based upon unbridled greed, and those that ultimately pay for their idiocy are the taxpayers. Hedge fund leverage exposure, and the resultant manipulations of their targets, especially when the play turns against them, is an invitation to manipulate. The system has EVERYTHING to lose by not doing so. To expect differently is silly.

Amro's experience echoes Refco's creditor's experience. The lesson is not a hard one. Unregulated pools of anonymous money, moving the markets with no checks or balances, is a disaster waiting to happen. These mini-disasters are your warning alarms. Listen to them. The train is running off the tracks, and all the hypothetical discipline in the world ain't going to keep it from derailing.

Speaking of odd occurrences, there is another nasty article about FFH in the Post hard copy, which is absent from the on-line issue. Could it be that the legal team there is concerned about liability for putting those articles on-line? Why? Any legal experts out there who can chime in and help us out here? Why would there be 4 or 5 articles saying mean things about FFH, a Canadian company, and yet NONE of them are available on-line? The author was contacted for an explanation, but he claims he doesn't know why, that he just writes them.

What is the explanation?

Copyright ©2006 Bob O'Brien
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Comments (26)
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By JerkyBoy on 8/9/2006 8:47 AM
The ABN Amro thing is just like the Hunts in 1980, when they almost singlehandedly bankrupted Merrill, Lehman, and Bear, when they couldn't meet their margin calls. Paul Volker agreed to a $1BB bailout of the Hunts in 2 days with the bankers. It took Chrysler 6 months of negotiating with the US Gov't to get the same 1BB commitment.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By Bear... on 8/9/2006 8:56 AM
Bob,

Based on what you are saying shouldnt everyone just sell every stock they own?

If the financial system is going to colapse why should anyone own stocks at all?

If we shouldnt own stock at all why even support companies which according to you are going to colapse anyway?
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By Guessing on 8/10/2006 8:41 AM
I don't know about the international angle, but would posting a story on the internet subject the poster to federal jurisdiction? You know, wire/mail fraud?

Just a guess...
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By n-tres-ted on 8/9/2006 9:01 AM
What is the explanation?

Avoiding wire fraud charges is all that comes to mind immediately.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By Wicked World on 8/9/2006 9:19 AM

Bear,

Interesting questions. Looking forward to Bobo's response.

Here's one for you. What are your thoughts as to why the DOJ is falling all over themselves to investigate options backdating but neglecting to investigate the failure to deliver of sold stock? Why might the SEC and Banking Committee not be resisting this?
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By hwh on 8/9/2006 9:27 AM
"Amro's experience echoes Refco's creditor's experience." Interesting you used them together.

ABN AMRO was related, and still may be, to AMRO International; a purported Refco co-conspirator in familiar cases.

Throw in BAWAG and these two major Euro banks took a lion's share of LT Capital's bailo-out money and parked it in "Grandfathered" NSS accounts.

Vasinovich was a front line general. Is that the role Marin County is trying to decide?

Little wonder the SEC has been ineffective. Working for government pay not worth risking it all to be a hero?
Big banks setting the stage for a LT Capital type bailout of epic proportion. When a few more Refco's endanger U.S. Banks(which own the brokerages), all will see the international disaster come to fruition... hwh




Re: Hedge Fund Systemic Risk Never More Obvious Than Now By n-tres-ted on 8/9/2006 9:36 AM
Quellos' investments were made, as I read the NYP report, based on analysis that natural gas prices would revert to the mean; i.e., they would fall back to normal. For whatever reason, energy prices have continued to rise, carrying natural gas along for the ride.

Let's consider what else may be out there in the hedge fund world. The Hunts tried to corner the silver market, because the silver market (more so than natural gas) was pretty thin at the time. Query: how thin is the energy market, crude oil, for example. Crude oil, for some reason, has continued moving to higher prices even though U. S. inventories are well above the high end of the normal range. Why would that be the case: inventories higher; prices much higher?

Is it possible other hedge funds are betting big on high crude prices, also with leverage? If you consider that inventory is relatively thin in relation to total oil consumption, it doesn't take a lot of money to buy futures contracts sufficient to keep the price from falling. Does it? And by doing so, the price has moved higher, keeping the hedge fund investors in the money since day one. Why do this? High gasoline prices affect political affairs more effectively than PACs.

As to your analysis that lenders will help to relieve any offending stock prices that move against the investments of hedge fund clients, I think you make a valid point. But seems to me the process already includes that proclivity, as reflected by the prime brokers accommodating the hedge funds desire to sell naked short and finding a way to make even more money for themselves (the prime brokers) by allowing the short sales without paying for borrowed stock.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By bobo on 8/9/2006 9:48 AM
Bear: You are again on thin ice. I don't recommend or not recommend buying stock. I point out systemic risk and market manipulation issues. What folks do with my info is their business. Some feel that shorting the brokers could be a windfall once this starts to unravel. Some believe going long the more obvious NSS victims is the ticket. Those are trading strategies, which I don't really comment on.

So given that I don't reco anyone do anything, your post is based upon a flawed assumption.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By mwillwilly2003 on 8/9/2006 9:54 AM
Another hedge fund going to hell, eh? I say, burn, baby, burn. I doubt if anyone in Congress has in inkling of the magnitude of the problem we're seeing, i.e. the built-in conflict of interest that hedge fund losses pose for the broker-dealers who lend them money--and ultimately, of course, us taxpayers. It should be amusing to watch Sen. Shelby, in his best aw-shucksy good-ole-boy drawl say (again), "If it ain't broke, don't fix it." Good comedy, that.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By Sharky on 8/9/2006 10:09 AM
My guess is the paper is concerned about being sued under international libel-slander law by the Canadian Corporation. If it is online it is global, whereas if only in hard copy, it is US or NY-specific.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By hhawes on 8/9/2006 11:04 AM
Bear,

We just want a level playing field. A financial system with proper checks & balances. An honest regulatory system….real shares & not “entitlements”. Is that too much to ask?

I bet you are one of those market maker manipulators. Ever thought about making an honest living? No? Too bad.........Your day will come.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By Dick "Hamhock" Shelby on 8/9/2006 11:42 AM
I will announce to the press that we(Senate Fleecing Committee) are going to hold a hearing on this like I did when REFCO imploded. Course I never will hold the actual hearing just like I forgot all about the hearing for REFCO. That ought to fix you piss-ants!

I also want to clarify something that I am always quoted on. That is my statement; "Don't fix it unless it's broke". What I am really saying is I aint gonna fix nuthing to do with hedge funds, banks, naked shorting, investment brokers, money laundering, etc until everyone in America is broke. I don't care if the whole system implodes. Get it?

Now let me get back to sippin on my mint julep. Deep-fried catfish and hush puppies for dinner. Mmmmmmm mmmmmmm good.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By Admiral Ackbar on 8/9/2006 11:44 AM
Goldman Sachs is also listed as a prime broker for MotherRock. Can't say I'll shed a tear if their quarterly earnings turn into a loss.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By bobo on 8/9/2006 12:43 PM
Huh. I hadn't really considered the international aspect of publishing. So, you are saying, I presume, that there is the ability to sue them outside of the US, using the law of the country they are located in, if they are online? Interesting. Can anyone corroborate that? I'm not sure who to ask that sort of question, and as I said, the author says he doesn't know, so that was a dead end.

Sharky, are you an attorney, or is this a lay-person guess?
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By davidn on 8/9/2006 12:56 PM
I'm not a lawyer, but have been involved in a number of lawsuits - jurisdiction is definitely an issue.

On the other hand, it would be trivially easy for a foreign company to sue in US state court (in most states, ones like Nevada, Delaware, etc. being exceptions) as long as they were doing business in that state.

I've had that jurisdictional problem (we went after someone in the UK). You just use a lawyer from that jurisdiction to do the suing!

A more likely guess is they didn't want to make it easy for us bloggers to print out and send to our congress critters and email to our friends. Also, the web tends to be more permanent. (Isn't that ironic.)
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By Bear.... on 8/9/2006 1:16 PM
Bob,

What if it was the other way around and the MM had to jack up the price in your conspiracy example?

You should be more balanced.

"But imagine if the same disastrous bet were made in a thinly traded stock like NFI, and those standing to take the big loss were the brokers who effectively made the market in the stock. Do you think they might help their borrower out, by reducing the price and sustaining the depression, thus eliminating the crisis? Or do you think they would set their jaws, and take the fallout like men, stoic and resolved?"


Re: Hedge Fund Systemic Risk Never More Obvious Than Now By AGoodGuy on 8/9/2006 2:22 PM
A message posted on the JAGH board on Ragingbull by a basher that sounds very familiar:

By: 24thepriceof1
09 Aug 2006, 03:10 PM EDT
Msg. 80349 of 80349
(This msg. is a reply to 80348 by AlanC.)
Jump to msg. #
I'l re-word this just to show how silly BoBo's analysis is.

But imagine if the same disastrous bet were made in a thinly traded stock like NFI, and those standing to take the big loss were the brokers who effectively made the market in the stock...

"My point has always been that when you have hedge funds employing 10, 20, 30 times leverage, playing stocks to the upside, it is just a matter of time until one of them gets things badly wrong in a way that could vaporize their lenders - unless those lenders could step in and make things happen.

"But imagine if the same disastrous bet were made in a thinly traded stock like NFI, and those standing to take the big loss were the brokers who effectively made the market in the stock..."

Re: Hedge Fund Systemic Risk Never More Obvious Than Now By Rube Waddell on 8/9/2006 4:08 PM
There is the possibility of an infinite loss with a short position if the stock always rises. Hence the leverage BS uses could blow things up in a hurry. It doesn't have the same effect when you're long.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By Sean on 8/9/2006 8:02 PM
Bear..after reading the following link I hope you respect what Bob is trying to do here and refrain from posting your incisive "garbage".

ADDITIONAL VERBIAGE DELETED BY BOBO
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By oldfeller on 8/9/2006 5:38 PM
Bear.. Sean`s link explains why the current environment makes it easier to manipulate down rather than up. As far as getting out of the market several people I have helped educate about nss have done exactly that. I`m talking about succesful workingclass people close to retirement age with substantial savings, some of whom are self-employed or own their own businesses. Some were all in favor of Bush`s plan to let us invest Social Security in the markets a few years ago. They now realize that could have been disastrous given the near complete refusal of the regulatory agencies to address the ongoing and obviously fraudulent activity we are seeing day after day.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By bobo on 8/9/2006 7:58 PM
Bear: You are certainly entitled to your opinion. But when you start to clutter this forum with notions about what I "should do" if I believed my own rhetoric, you contribute nothing. That crosses a line into being objectionable without providing any insight. I'm really growing weary of having to babysit your posts. Either you figure this out, and behave, or all your contributions, regardless of merit, will be deleted. That is far easier than having to sort through all your stuff to sort the wheat from the chaff. If you believe that is unfair, feel free to start your own "Bobo is a real A-hole" blog, and good luck getting traffic. As for this blog, dissenting opinion is welcome, but personal attacks and venom absent any meritorious discussion isn't. I hope that is crystal clear. I dumped your latest post, and am itching to dump the rest, unless you figure this out now. I don't want this forum to become what RB and Yahoo clearly are, and it won't happen on my watch.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By Sharky on 8/9/2006 8:18 PM
I was thinking more of FFH suing the paper in Canada: if it isn't on line it isn't "there." I'm a paralegal.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By mig on 8/10/2006 6:11 AM
What is even wilder to ponder is that ABN probably knew of those bad bets by their hedge fund customer and was probably trying to pass off those losses by selling that division to UBS before the whole thing imploded.
Ooooops...too late.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By rtway1 on 8/9/2006 9:24 PM
I know this is off subject but I think we all might find it interesting. Lil G.W. has been appearing on the CNBC shows, meaning different shows than the usual, as an authority on hedge funds. His take on this at best is clouded. I can't figure out if he is pro or con on anything, kind of a Cramer approach of CYA no matter what. I find it peculiar that he is even on unless he is paying for the time to push his dumb ass book. It certainly is a lesson on dancing around an issue; however his slimy and phony concern for the average person still smells like yesterdays garbage. I just don't get him and the hedgies, I must be naive and missing something.
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By Sarbanes Oxley on 8/10/2006 6:11 AM
http://www.bloomberg.com/apps/news?pid=20601103&sid=ajIWGZQojY2U&refer=news
Re: Hedge Fund Systemic Risk Never More Obvious Than Now By bobo on 8/10/2006 6:19 AM
Sean: No worries, just trying to be equitable.

RTway: 'lilGW is a farce. Slimey is apropo.



Sharky: Suing in Canada? Got it. If on the web, it's international, and actionable there. Are libel laws more in favor of the libeled under Canadian law? Anyone? And why would they be publishing stuff they felt was actinable? It's either true, or isn't.

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