January 28, 2006

another exchange on exchange


my interlocutor X

despite repeated dire warnings
 of mayhem ahead 

 seems very reluctant 

to stare down the pasage way

and
   try to work out 
  a  concrete scenario 
      with a catastrophic finale
                  for the imperial dollar




 X  u write  

"A savings "supply shock"  
that reduced the flow of global savings to the US could imply that US interest rates would rise even as the US economy slows" 
 
please explain possible  
sources of shock ??? 


on another point :
 
HZ  writes :

"When Fed lowers policy rate,
 won't US carry trade 
pull down the market rates 
even if there is foreign flight?
 That is the huge difference 
between borrowing in your own currency 
and borrowing in foreign currency" 
 
explain to my feeble retired traders mind  
how in this instance carry trade
 counter flows arise 
strong enough to counter brad's supply shock 
 
to me the tendency would be to exacrebate  
them least the fed kills both birds with  
a higher short rate to give a higher total return to the nasty hot specs 
then they will find availible over at any "flight to" currency 
 
and isn't that brads point 
 
a forced fed hand 
 
leading to the horroR
   of  BOTH 
high policy rates 
and and and  
falling domestic demand  
 
 
btw  
i'm on to brad here  
 
he's a smiling sadist  
 
he's 
trying to cook up 
one of those policy  
tit twisters  
like 70's stagflation  
 
------------- 
 
  ps :

hz :
 
thanxs 
i must confess 
any time some one mentions  
uncle sam's 
ability to borrow 
exclusively in his own currency  
i get a high 

------------------------------------------

BRAD:

HZ -- I'll second GCS. 
exchange rate moves can easily wipe out
 a small dollar v. euro carry; plus,
 I would not rule out an ECB cut in a us/ global slump scenario. 
 

GCS -- fair question 
on what would prompt the supply shock.
 a big change in the marginal asset allocation
 of Central banks 
or oil exporter's investment funds is one.

Or

 a general shift in the mindset 
of private market investors


from 

one where global imbalances don't matter 
(morgan stanley macrovision conclusion) 
and bad things won't happen to the US 
'cause the fed won't let them happen (macrovision)
 
to 

a slightly less complacent view 


either works.

 or a two step, 

with 
a shift in private portfolio preferences 
putting pressure on the $,
 more central bank intervention
 and eventually, 
central bank's hitting their breaking point ... 
                                          you pick. 

-------------------------------------------------------


( i took this off site )  
> 
> i found your source
                   for the shock 
> hard to swallow 

> YOU WRITE 

>"what would prompt the supply shock: 
> 
>number one 
> 
>". a big change in the marginal asset allocation 
> of Central banks or oil exporter's investment funds" 
> 
> this then asks for a motivation 
>that is not shooting yourself in the foot 
> 
> 
> 
> 
> number two: 
>"a general shift in the mindset of private market investors " 
> 
>this source i see as not complete and therefore not an origin 
> 
>the mind(s) set(s) change(s) you suggest 
> 
>" from one where global imbalances don't matter" 
> 
>or 
> 
>"bad things won't happen to the US 
>'cause the fed won't let them happen" 
> 
> a determined collective cb stand 
>  CAN knock this run down   NO ???? 
> 
>as you say in your 
>" two step" 
> 
>" a shift in private portfolio preferences " 
>ie type TWO  shock/run 
> 
>"leads to central bank intervention " 
> 
> the key in the end of the road
> is  always this 
> 
> 
> 
>"eventually, central bank's hitting their breaking point " 
> 
> my question does this braking point exist 
>for say the cbs behind 
>the yen yuan dollar and euro ???? 
> 
>is it a matter of an "involuntary brake point" 
>a point where 
>the evil hot money waves are so huge 
>and so persistent 
>they simply overwhelm the cb system ???? 
> 
>or are you thinking of a loss of nerve under these conditions 
> which leads to an 
          every cb for itself 
                         braking of ranks 
>followed by a period 
         of uncontroled ballistic dollar fall ??? 
> 
>last time 
>the dollar showed "its neck " 
>to its rivals back when uncle closed his gold window in '71 
> 
>the cb's rallied around 
>for their own sakes of course
 
> yes there was a run into gold 
>>eventually and only lasting 
> till every private player saw the dollar buttressed roof 
> hadn't  would'nt maybe couldn't fall in 

> king midas after that grabbed some pine 
> 
------------------------------------------

last time short-term $ rates fell,
 global reserve accumulation
 went from something like $150 b a year,
 maybe less,
 to $600 b a year. 
it maybe fell to $500 b 
with an interest rate differential 
that favored the dollar.

 suppose fed funds goes back to 1%.
 would central banks be willing to add $800b 
to their reserves? For one year? For two? 
I am not sure ... 

----------------------------------------

 >the question of cb reaction 
needs a context and consequence 
> 
>the scenario at least as i assumed it
> was a view towards dire consequences 

>in the worse case unforseen  by rthe cb's
> the dollar  gets driven  down by the specs 
>collapse  and panic  melt down hits the currency exchanges 
> 
>your example  800 bz  AND 1%
IS  numerically in the potential trigger range 
>but 
> why would the cb's risk  an uncle crisis .... 
> 
>my point as always 
> 
>the rest of "the  northside club" 
>would bail uncle 's dollar  out 
> 
>ie reverse the specs  supply shock
 
>or for that mattter their own 
>once they  saw how "shocking "it was 
> 
>of course unforseen stuff 
>leads to discovery of new states of affairs 
> 
>maybe a floundering uncle on the egde of drowning 
> 
>might sway a few club members to run  too slowly
> for the bailing buckets 
> 
> and then .......
 
------------------------------------


but he does seem to understand the imperial dollar 


lirez vous 

--------------------------------------
me  gets the ball in play by
writing about 
a "neutral currency/credit system:
 "keynes' 
bancor  
was not backed by anything  
at least not 
in its  heroically far sighted 
                      first    draft  
 
keynes' proposed global  clearing union 
and its international reserve currency bancor 
 if implemented
  would have  
 created a multilateral 
    policy based  
global reserve currency
        to deal  
with  the ups and downs

the imbalances 
in national current account  payments   
 
its beauty:

it" sublated "
 the  pro creditor nation  bias 
         built into all  then
              and
              now existing  
                        systems  
 
well acutally not quite 

uncle's dollar 
has a unique role 

as the one and only king pin currency 

a creditor king (as post 46 )
or 
a debtor king  (as now )

 uncle can be either 
and do as he pleases 

but  
all else must  if they run deficits
are ultimately 
at the mercy 
of  their creditors 

  thru the offices of the  private bankers 
  global fire department and wrecking crew 
the IMF  
 

THE TRICK WAS A SIMPLE ONE :

since bancor would have been
  freely "printable" 
its stock could be expanded ..at will 
 creating  as much additional 
global liquidity  
as an expanding 
international trading and credit system needed 

 
very very  
unlike  the 19th century gold  system

keynes wanted most of all to avoid two things

 secular de flation
          and
  competitive devaluations 

bancor would allow a  nice steady optimal 
  global inflation rate 
that lifted all ships 
only varing each nations  lift rate 
            to re balance accounts 
 
 
bancor was the heart
 of a payments system  
based squarely 
---in keynes' own  words--- 

"on the banking principle 
as applied within a closed system"

------------------------------------
X :
 don't think the world is ready for
 an international fiat currency
 ... 
the euro is the closest thing we have,
 and it is the currency of a subset
 of a union of sorts (the EU). 

Bancor, SDR, you name it 
-- the institutions that determine global monetary policy
 would need to be defined, 
and the distribution of monetary power matters  
 
plus, why would the world
 want to give up currency flexibility
 between the big zones now?
 some currency adjustment seems to be
 a big part of any benign rebalancing scenario

 one currency 
and one monetary policy
           =
 all adjustment comes through prices
 so us prices need to fall/ chinese prices rise to equilibriate things

 better for that to happen via changes
 in the price of two fiat currencies 
than via changes in lots of prices
 at the micro level. 
 
finally,

 what's in it for the US.

 Big debtor. Borrows in its own currency. 
At low rates -- shifting all the risk
 of a devaluation onto US creditors ...
 What's not to like?

 So long as the United States'
 external debt is denominated 
in its own (Fiat) currency,
 the US has a few more options ... 
no golden fetters here 


----------------------------------

  X WRITES:
 
" the distribution of monetary power matters" 
 
 
exactly 
 
and the US dollar 
izzzzzzzzzzzz
 the de facto  
             GLOBAL fiat money  
                        right now 
 
unilaterally controled  nice set up eh ????
 
X WRITES ALSO:
 
"why would the world 
want to give up currency flexibility 
between the big zones now? " 

in fact   nothing prevents this with A RESERVE FIAT MONEY

bancor IS A RESERVE MONEY

 A  BETWEEN CBs ONLY CURRENCY 

 national currencies Could be
 adjusting all the time 
                     under keynes' bancor SYSTEM  
and yes exactly  

"some currency adjustment 
seems to be a big part 
of any benign rebalancing scenario" 

and for pricisely your reason  

" one currency and one monetary policy 
= all adjustment comes through prices,
 so us prices need to fall/ chinese prices
 rise to equilibriate things.
 better for that to happen via changes 
in the price of two fiat currencies 
than via changes in lots of prices 
at the micro level. " 
 
by the way james meade 
said just that TO KEYNES 
 
( side bar: 
as you prolly know 
keynes was very unhappy  
at thoughts of devaluation 
afraid britain 
with inelastic imports 
and elastic exports 
would go further off course.. 
he was wrong of course 
and partly because  
the "model" in his note books 
lacked any room for the benign effects 
on import demand 
of suddenly relatively cheaper 
non traded goods  
nice to see how far that sent him 
towards a world currency ) 
 
my beef with the euro  
which after all is indeed a mini run of a world currency  
 
is not its unitary natur 
 
but rather itsindependent constitution 
which leaves it  
a bankers lulu  
a ante deluvian procrustian  
brute  
twisting ever tighter  
just 
to squeeze down euro real wage rate 
 
imagine  
doing that by squeezing  
nominal wage growth  
my my the seventies scared folks  
no more  
inflating away purchasing power 
 
how old school  
 
neo liberals as paleo capitalists  
 
 
 
 
 
if i have a point here 
its god bless our debtor status  
at least so far we've readily expanded the dollar pool  
even if we've let specs 
zap too many emerging systems 
to make non pproductive killings 

--------------------------------------

my point as usual  
is a qualitative one  
 
even if its one that hinges 
on refusing to except 
the thesis  
perhaps your thesis  
that after some point 
maybe 70 % maybe 110% 
mere quantitative change  
turns 
into qualitative change 
 
like arriving at long last 
to the boiling point  
or  
the moment of avalanche  
 
maybe there's such a point 
and surely if there is 
its lower 
---far lower even---  
in a non totalized non draconian 
non war economy  
 
but here we need to know why 
certain  
--let me call them  
metropole states -- 
are able to run these  
higher ratios  
where other states can't and further if these states get wobbly  
the other states rush to their aid  
 
surely we've flogged to death 
the notion that uncle sam ain't like any other player on the field today 
 
my guess the "if"/"if not" 
here  
 
the modal operator 
is  
the absence of stand by 
capital controls  
 
 
laissez faire on hot money  
out flows alone 
probably make your 
shakey turns to quakey barrier feasible 
if not certain  
 
even if both the brits and the nazis broke thru in the late 30s 
that is not todays world  
 
and  
after all 
sustainability is your castle keep here 
 
and neither of those two states could have kept their game going  
long term  
 
so i'll not try storming that 
fortress  
as u know 
i share your long run 
sense the system must  
correct itself 
or massively sieze up  
 
brad clearly we agree  
short run and long run 
 
its the longer medium run  
sitting out there 20 to 30 quarters 
where we seem to see  
the existence of bear traps so very differently  
 



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Posted by pinky at January 28, 2006 02:15 AM