Failure of
Central Banking leads to Debt Capitalism Self Destruction
By
Henry C.K. Liu
This article appeared in AToL on July 21, 2008 as Debt
Capitalism Self Dectructs
In a period of less than a year, what had been described by US
authorities as a temporary financial problem related to the bursting
the housing bubble has turned into a full fledge crisis in the very
core of free market capitalism. A handful of analysts have been warning
for years that the wholesale deregulation of financial markets and the
wrong-headed privatization of the public sector during the last two
decades will threaten the viability of free market capitalism. Yet
ideological neoliberal fixation remain firmly imbedded in US ruling
circles, fertilized by irresistible campaign contributions from
profiteers on Wall Street, methodically purging regulatory agencies of
all who tried to maintain a sense of financial reality. This ideology
of “market knows best” has allowed the nation to slip into an
unsustainable joyride on massive debt giddily assumed by all market
participants, ranging from supposedly conservative banks, investment
banks and other non-bank financial institutions, industrial
corporations, government sponsored enterprises (GSEs) and individuals.
The once dynamic US economy has turned itself into a system in which it
is difficult to find any institution, company or individual not over
its head with speculative debt. Undercapitalized capitalism, also known
as debt capitalism, has been the engine of growth for the US debt
bubble in the last two decades. This debt capitalism cancer is caused
by a failure of central banking.
In the face of a broad systemic collapse of debt capitalism where
capital has become dangerously inadequate and new capital hazardously
and prohibitively scarce, having been crowded out by massive debt
collateralized by overblown assets of declining value, with a credit
crisis that clearly requires systemic restructuring and comprehensive
intensive care, those in the US responsible for the financial
well-being of the nation seem to have been reacting tactically from
crisis to crisis with a script of adamant denial of obvious facts,
symptoms and trends, with no signs of any coherent grand strategy or
plan to save the cancerous system from structural self-destruction.
This band-aid short-term approach to artificially pop up share prices
in the collapsing equity market and to keep insolvent financial
institutions with technical life-support will lead only to long-term
disaster for the whole economy.
Yet this approach is preferred by those in authority trapped in self
deception about unregulated market capitalism being still fundamentally
sound. They try to calm markets by asserting that the current turmoil
is merely a minor liquidity bottleneck that can be handled by the
central bank releasing more liquidity against the full face value of
collateral of declining worth. The message is that somehow if easy
money in the form of debt is made endlessly available, the economy
would recover from this credit crunch, notwithstanding that excessive
debt has been the cause of the problem. Or bad loans can be made good
by Congress giving the Treasury authority to buy up bad loans with
unlimited amounts of taxpayer money.
Yet these incremental measures taken so far by the Treasury and the
Federal Reserve, makes the two government units with direct
responsibility on the nation's long-term financial health look like
panicky rogue traders trading for the national account in desperate
hope to score a win in the next quarter by upping the ante, to contain
allegedly isolated crisis hot points. The aggregate effect adds up to a
broad stealth nationalization of the insolvent financial sector. Their
prescription for stabilizing a debt-destabilized market is more public
debt to support corporation socialism.
For years, anyone warning that the government sponsored enterprises
(GSEs), namely Fannie Mae and Freddie Mac, should be held to normal
capitalization requirements was ridiculed as fear mongering by the
powerful lobbying machines these GSEs employed. Capital is considered
as superfluous in the new game of debt capitalism held up by complex
circular hedging. As a result, the GSEs have become the monstrous tail
that wags the dog of housing finance.
The current talk about the need to curb speculation in the commodities
and financial markets to stabilize prices is off target, especially for
believers of market capitalism. All market transactions are speculative
in nature and should not be confuse with market manipulation. And only
the central bank is big enough to manipulate the market.
Speculation can stabilize prices as well as to destabilize
them, but only in the short term. Long-term price levels (inflation or
deflation), as Milton Friedman aptly observed, are always monetary
phenomena. The current turmoil in the financial system, the subprime
mortgage implosion, the credit crisis from the seizure in the
asset-backed commercial papers market, the undercapitalization of
commercial and investment banks, the rating agency dysfunction, the
insolvency of monocline (bond) insurers, the massive financial losses
by the GSEs and a host of other financial problems percolating under
the media radar, are the outcome, and not the cause of this market
turbulence. See my September 14, 2002 AToL article: Perils
of the debt-propelled economy.
Fanny Mae and Freddy Mac, GSEs that have provide mortgage funds for the
housing market since 1938, were created as part of the New Deal to help
low-income families. They were privatized in 1968 on terms that would
alter their social mandate and would inevitably lead them into
financial trouble on a big scale. Finally but
suddenly, these GSEs find themselves in danger of defaulting on their
massive debts, upwards of $5 trillion, in the course of a single week.
Deeply root in US political culture is the view that credit is a
financial public utility, much like air and water, and should be
equally accessible to all, not just to the rich. Economic democracy has
been the core strength of US political democracy. Government loan
guarantees for students and home mortgages for low- and moderate-income
groups and loans to small business are based on this principle. Yet
from time to time, this principle of economic democracy is overshadowed
by free market extremism to push the nation’s economy into extended
depressions.
The US National Housing Act was enacted on June 27, 1934, as one of
several economic recovery measures of the New Deal to get the nation
out of the Great Depression. It provided for the establishment of a
Federal Housing Administration (FHA). Title II of the Act provided for
the insurance of home mortgage loans made by private lenders, taking
the disaggregated risk in lending to low-income borrowers off private
lenders and managing the risk on a national scale with a government
agency to take advantage of the law of large numbers, a theorem in
probability that describes the long-term stability of a random
variable. Title III of the Act provided for the chartering of national
mortgage associations by the FHA administrator. These associations were
to be independent corporations regulated by the administrator, and
their chief purpose was to buy and sell the mortgages insured by the
FHA under Title II.
Only one association was ever formed under this authority. On February
10, 1938, this association, called National Mortgage Association of
Washington, became a subsidiary of the Reconstruction Finance Corp, a
government corporation. Its name was changed that same year to Federal
National Mortgage Association (Fannie Mae). By amendments made in 1948,
Title III of the US National Housing Act became a statutory charter for
Fannie Mae.
Before the Great Depression, affording a home was difficult for most
people in the US. At that time, a prospective homeowner had to make a
down payment of 40% and pay the mortgage off in three to five years.
Until the last payment, borrowers paid only interest on the loan. The
entire principal was paid in one lump sum as the final “balloon”
payment. Lenders could demand full payment of the outstanding loan at
any time of the lender’s choosing, often at time least advantageous to
borrowers. This allowed lenders to use foreclosures as a means to take
over desirable properties.
During the 1920s boom time in real estate, a rudimentary secondary
mortgage market had come into being. The stock-market crash of 1929
ended the real-estate boom and forced many private guarantee companies
into insolvency as home prices collapsed. As economic conditions
worsened, more and more borrowers defaulted on mortgages because they
couldn't come up with the money for the final balloon payment or to
roll over their mortgage because of low market value of their homes.
To help lift the country out of the Great Depression, Congress created
the FHA through the National Housing Act of 1934. The FHA’s insurance
program protected mortgage lenders from the risk of default on
long-term, fixed-rate mortgages. Because this type of mortgage was
unpopular with private lenders and investors, Congress in 1938 created
Fannie Mae to refinance FHA-insured mortgages.
As soldiers came home from World War II, Congress passed the
Serviceman's Readjustment Act of 1944, which gave the Department of
Veterans Affairs (VA) authority to guarantee veterans' loans with no
down payment or insurance premium requirements. Many financial
institutions considered this arrangement a more attractive investment
than war bonds.
By revision of Title III in 1954, Fannie Mae was converted into a
mixed-ownership corporation, its preferred stock to be held by the
government and its common stock to be privately held. It was at this
time that Section 312 was first enacted, giving Title III the short
title of Federal National Mortgage Association Charter Act.
By amendments made in 1968, the Federal National Mortgage Association
was partitioned into two separate entities, one to be known as the
Government National Mortgage Association (Ginnie Mae), the other to
retain the name Federal National Mortgage Association (Fannie Mae).
Ginnie Mae remained in the government, and Fannie Mae became privately
owned by retiring the government-held stock. Ginnie Mae has operated as
a wholly owned government association since the 1968 amendments. Fannie
Mae, as a private company operating with private capital on a
self-sustaining basis, expanded to buy mortgages beyond traditional
government loan limits, reaching out to a broader income cross-section.
By the early '70s, inflation and interest rates rose drastically. Many
investors drifted away from mortgages. Ginnie Mae eased economic
tension by issuing its first mortgage-backed security (MBS) guarantee
in 1970. Investors found these guaranteed MBSs highly attractive. Also
in 1970, under the Emergency Home Finance Act, Congress chartered the
Federal Home Loan Mortgage Corp (Freddie Mac) to buy conventional
mortgages from federally insured financial institutions. The
legislation also authorized Fannie Mae to purchase conventional
mortgages. Freddie Mac introduced its own MBS program in 1971.
Fannie and Freddie charters give these GSEs exemptions from state and
local taxes, allow them relatively meager capital requirements, and
provide them with an ability to borrow money at lowest possible rates
to lend at near market rates. Over the years, this advantage has served
not to lower home prices and mortgage payments to help low-income
buyers, but to enrich debt securitizers and brokers. Each agency now
has a $2.25 billion credit line with the Treasury, set nearly 40 years
ago by Congress at a time when Fannie had only about $15 billion in
outstanding debt. It now has total debt of about $800 billion, while
Freddie has about $740 billion. Today the two companies also hold or
guarantee loans with face value of more than $5 trillion, about half
the nation’s mortgages. Market analysts estimate that the market value
of this liability may be less than 50% unless the housing market
recovers. In other words, the GSEs face a $3.5 trillion exposure to
default if they cannot raise new funds in the credit market.
In the early 1980s, the US economy spiraled into deep recession.
Interest rates were high while house prices while falling, remained
beyond the reach of many low- and moderate-income buyers because income
growth stayed stagnant. The US economy faced a dual problem of income
deficiency and money devaluation. In this poor housing market
environment, Ginnie Mae, Fannie Mae and Freddie Mac all created
programs to handle adjustable-rate mortgages. The Ginnie Mae guaranty
is backed by the full faith and credit of the United States. Today,
Ginnie Mae guaranteed securities are one of the most widely held and
traded MBSs in the world. Ginnie Mae has guaranteed more than $1.7
trillion in MBSs. Historically, 95 percent of all FHA and VA mortgages
have been securitized through Ginnie Mae. Ginnie Mae is a guarantor, a
surety. Ginnie Mae does not issue, sell, or buy MBSs, or purchase
mortgage loans. Ginnie Mae is not in financial distress.
Fannie Mae is another story. Many of the innovative mortgage options
introduced during the early 1980s to revive the weak housing market in
a recession were exploited to fuel a housing bubble with excessive
liquidity provided by the Federal Reserve, helping low- and
middle-income buyer to buy homes their stagnant income could not
afford. Fannie continues to operate under a congressional charter that
directs it to channel its efforts into increasing the availability and
affordability of home ownership for low-, moderate- and middle-income
Americans. Yet Fannie Mae receives no government funding or backing,
and it is one of the nation’s largest taxpayers as well as one of the
most consistently profitable corporations until now. The company has
evolved to become a shareholder-owned, privately managed corporation
supporting the secondary market for conventional loans. Its
congressional mandate of keeping homes affordable has since been
largely forgotten in favor of an unprecedented boom in the housing
market. Yet it continues to operate under a congressional charter that
provides it with low-cost funds with only perfunctory oversight from
the US Department of Housing and Urban Development and the US Treasury.
Fannie Mae has two primary lines of business: Portfolio Investment, in
which the company buys mortgages and mortgage-backed securities (MBSs)
as investments, funding those purchases with debt, and Credit Guaranty,
which involves guaranteeing the credit performance of single-family and
multi-family loans for a fee. During the housing bubble which it
essentially helped create with the Fed easy money, Fannie was highly
profitable, with high returns for happy shareholders and lucrative
compensation for its executives. Above all, it provided a continuous
stream of income and profit for Wall Street and central banks around
the world while US homeowners were led down a treachery path of
eventual foreclosure. According to data from the Council on Foreign
Relations, foreign central banks own $925 billion of debt in the two
GSEs. China tops the list with $420 billion in Freddie and Fannie debt;
Russia and Japan come in second with a combined $407 billion in GSE
debt. Others countries that hold the debt include Singapore, Taiwan,
and several cash-rich countries in the Persian Gulf.
Fannie’s Portfolio Investment business includes mortgage loans
purchased throughout the US from approved mortgage lending
institutions. It also purchases MBSs, structured mortgage products and
other assets in the open market. The corporation derives income from
the difference between the yield on these investments and the low
subsidized costs to fund the purchase of these investments, usually
from issuing debt in the domestic and international markets. Fannie Mae
has $3.46 trillion in MBSs outstanding today, held by a dispersed
network of investors, including foreign central banks, topped by
China’s.
The GSEs now only pay lip service to accomplishing its mission to
provide products and services that increase the availability and the
affordability of housing for low-, moderate- and middle-income buyers
by operating in the secondary rather than the primary mortgage market.
Fannie Mae purchases mortgage loans from mortgage lenders such as
mortgage companies, savings institutions, credit unions and commercial
banks, thereby replenishing those institutions’ supply of mortgage
funds. Fannie Mae either packages these loans into MBSs, which it
guarantees for full and timely payment of principal and interest, or
purchases these loans for cash and retains the mortgages in its own
portfolio. Yet Fannie’s role in recent years has been to supply the
housing bubble with excess liquidity released by a wayward central
bank, by buying at a profit economically unsound mortgages that
depended on a continuing spiral of rising home prices way beyond
reasonable projection of home buyer income growth. It has turned the US
from a nation of homeowners into a nation of foreclosed homes.
Fannie Mae is now one of the world’s largest issuers of debt
securities, the leader in the $14 trillion US home-mortgage market.
Fannie Mae’s debt obligations are treated as US agency securities in
the marketplace, which is just below US Treasuries and above AAA
corporate debt. This agency status is due in part to the creation and
existence of the corporation pursuant to a federal law, the public
mission that it allegedly serves, and the corporation’s continuing ties
to the US government through a weak oversight link. It benefits from
the appearance, though not the essence, of being backed by sovereign
credit that borders on outright fraud and protected by the doctrine of
too big to fail.
Fannie Mae debt obligations receive favorable treatment from a
regulatory perspective. Fannie Mae securities are “exempted securities”
under laws administered by the US Securities and Exchange Commission to
the same extent as US government obligations. Also, Fannie Mae debt
qualifies for more liberal treatment than corporate debt under US
federal statutes and regulations and, to a limited extent, foreign
overseas statutes and regulations. Fund managers who buy GSE debt are
protected from fiduciary challenges.
Some of these statutes and regulations make it possible for
deposit-taking institutions to invest in Fannie Mae debt more liberally
than in corporate debt and other mortgage-backed and asset-backed
securities. Others enable certain institutions to invest in Fannie Mae
debt on par with obligations of the United States and in unlimited
amounts. Fannie Mae uses a variety of funding vehicles to provide
investors with debt securities that meet their investment, trading,
hedging, and financing objectives, not all of which serves the public
interest. Fannie Mae is able to issue different debt structures at
various points on the yield curve because of its large and consistent
funding needs. As the Treasury retired 30-year bonds, these GSE
agencies stepped in to fill the void in long term finance.
The privatization of Fannie Mae and Freddie Mac was an ideological
move. It was financially unnecessary as sovereign credit could have
funded the entire low-, moderate- and middle-income housing-mortgage
needs with no profit siphoned off to private investors and brokers.
These agency debt instruments played a crucial role in developing and
sustaining the credit bubble in the US that is now coming home to
roost.
In fact, the funding risk of both agencies was questioned, among many
others, by the voice of free market capitalism, the Wall Street
Journal, on February 20, 2002 in an editorial about Fannie Mae’s and
Freddie Mac’s safety, soundness and financial management,
characterizing both agencies as risky, fast-growing companies that
“look like poorly run hedge funds”… “unduly exposed to credit risk with
large derivative positions”, and that they “use all manner of
derivatives” and “are exposed to unquantified counterparty risk on
these positions.” Such concerns would have been avoided if both
agencies had been funded directly with government credit, and the cost
of housing to low-, moderate- and middle-income Americans would have
been lower. As it happens, the government is now faced with the
prospect of having to bail out these GSEs with public funds. This
problem was detailed in my September 14, 2002 AToL article: Perils
of the debt-propelled economy.
The term “undercapitalization” for financial institutions is merely a
sanitized euphemism for insolvency. The real source of the current
market turbulence is more than just the waywardness of runaway GSEs
sidetracked from its public purpose. It is another symptom of the
failure of central banking. The world is now witnessing the slow but
steady collapse of the central banking regime that came into being in
the US in 1913, which has since failed to fulfill its mandate of
managing the monetary system to maintain price stability and full
employment. Dysfunctional monetary policies adopted by all central
banks, led by the US Federal Reserve, have allowed the market to take
capital out of free market capitalism to turn it into a gigantic Ponzi
scheme.
In the 1990s, the original congressional intent for the GSEs was
distorted from making homeownership affordable to low- and
moderate-income families, to a new role of GSE of supporting a housing
bubble that enables families to buy home at prices with mortgage their
income cannot service. The profit from housing price appreciation went
mostly to mortgage originators and banks which bought and sold MBS to
investors who also profited from buying debt with debt collateralized
by the debt they bought. Capital suddenly became only a notional value
in the market of debt derivatives. Homebuyers bought homes with
mortgages with no downpayment, banks and mortgage brokers sold the debt
securitizers who sold complex securitized debt instruments to
institutional investors who borrowed money to buy more using the
acquired securitized instruments as colaterals. The GSEs also became
very profitable, leaving homeowners to default on their mortgages as
the market turns on them. The whole transaction cycle did not require
any capital.
Fannie Mae and Freddie Mac, ranked Aaa by the world’s leading
credit-rating companies, are now being treated by derivatives traders
as if they were rated five levels lower because the issuers are
pitifully undercapitalized for the size of the debt they issue. Credit-default
swaps tied to $1.45 trillion of debt sold by these two biggest
allegedly US-backed mortgage finance companies are trading at levels
that imply the bonds should be rated A2 by Moody’s Investors Service
standard. The price of contracts used to speculate on the
creditworthiness of Fannie Mae and Freddie Mac and to protect against a
default has doubled in the past two months.
Traders are disregarding the government’s implied guarantee of GSE debt
as credit losses grow and concern rises about the GSEs not having
enough capital to weather the biggest housing slump since the Great
Depression. Washington-based Fannie Mae has lost 80% of market
capitalization value in the first half of 2008 on the New York Stock
Exchange; and McLean, Virginia-based Freddie Mac lost 70%. The two GSEs
reported combined operating losses of more than $11 billion, and have
raised more than $20 billion new capital since December 2007. After
Lehman Brothers Holdings Inc. released a report on June 7, 2008 saying
a new accounting rule may require the GSEs to raise another $75 billion
in new capital, Freddie Mac shares dropped another 18% and Fannie Mae
fell 16%. Still, the Office of Federal Housing Enterprise Oversight
(OFHEO), the regulator of these GSEs, declared them as adequately
capitalized in regulatory terms. The companies’ existing congressional
charters give the Treasury the authority to buy as much as $2.25
billion in each of their securities in the event of possible default,
against a total liability of over $5 trillion. The works out an equity
injection of less than half-a-cent on each dollar of liability.
Credit-default swaps tied to the senior debt of Fannie Mae and Freddie
Mac climbed 35 basis points to 70 basis points since May 1, 2008. A
basis point is 0.01 percentage point.
The cost to protect the companies’ subordinated debt from default rose
at a faster rate. That debt is rated Aa2 by Moody’s. Credit-default
swaps on Fannie Mae’s subordinated notes jumped 103 basis points to 190
basis points since May 1, while contracts on Freddie Mac’s subordinated
notes rose 102 basis points to 190 basis points.
The median credit-default swap on debt rated Aaa by Moody’s was 26
basis points as of July 8, 2008. It was 76 basis points for debt rated
A2, and 180 basis points for debt rated Baa3, the lowest
investment-grade ranking. The costs likely reflect counterparty risk,
or the risk that the bank or securities firm on the other end of the
contract fails. For most companies, the counterparty risk embedded in
credit-default swap costs would not be as pronounced because the risk
of a default on the underlying debt would be greater than that of the
bank backing the protection. In the case of Fannie Mae, Freddie Mac and
other companies with Aaa ratings, the default risk for lower-rated
banks is greater.
Credit-default swaps are financial instruments based on bonds and loans
that are used to speculate on a company's ability to repay debt. They
pay the buyer face value in exchange for the underlying securities or
the cash equivalent should a borrower fail to adhere to its debt
agreements. A rise indicates deterioration in the perception of credit
quality; a decline, the opposite. A basis point on a contract
protecting $10 million of debt for five years is equivalent to $1,000 a
year.
On January 11, 2006, in AToL I wrote in Of Debt, Deflation and
Rotten Apples:
In the US, where loan
securitization is widespread, banks are tempted
to push risky loans by passing on the long-term risk to non-bank
investors through debt securitization. Credit-default swaps, a
relatively novel form of derivative contract, allow investors to hedge
against securitized mortgage pools. This type of contract, known as
asset-back securities, has been limited to the corporate bond market,
conventional home mortgages, and auto and credit-card loans. Last June
[2005], a new standard contract began trading by hedge funds that bets
on home-equity securities backed by adjustable-rate loans to sub-prime
borrowers, not as a hedge strategy but as a profit center. When bearish
trades are profitable, their bets can easily become self-fulfilling
prophesies by kick-starting a downward vicious cycle.
The US charter and the GSEs’ role in guaranteeing about 46% of the $12
trillion US mortgages outstanding led to expectations that the
government would stand behind the agencies’ debt. Standard & Poor's
assigned the debt top ratings, citing the agencies’ “explicit and
implicit support” from the government.
The bailout of Bear Stearns Cos. arranged by the Federal Reserve in
March signaled to the market that the government would not allow the
GSEs to fail or default on its debts. It is clear evidence of the moral
hazard effect on the financial market from bailing out one institution.
With all the exposure that all banks and non-bank institutions and
central banks have to Fannie and Freddie debt default, the ripple
effect through the whole financial system would be unbelievable if they
were allowed to fail. It was also clear evidence of the “too big to
fail” doctrine.
The risk surrounding Fannie Mae was reflected in the GSE’s latest sale
of $3 billion of two-year benchmark notes at higher yields over
benchmark rates than in previous offerings. The
3.25% notes, which mature August 12, 2010, priced to yield 3.27%, or 74
basis points more than comparable US Treasuries. The company in June
2008 sold $4 billion of 3% notes maturing July 12, 2010, that priced to
yield 3.036%, or 65 basis points more than Treasuries.
The government has been leaning on the GSEs to help revive the home
mortgage market. Congress lifted growth restrictions on the companies,
eased their capital requirements and allowed them to buy bigger,
so-called jumbo mortgages, to spur demand for home loans as private
lenders fled the market. The decision to use Fannie
Mae and Freddie Mac as part of a $300 billion housing stimulus plan
strengthened perceptions of the government’s support of the GSEs. Their
share of new conforming mortgages, or loans of $417,000 or less, almost
doubled to 81% in the first quarter of 2008, according to the Office of
Federal Housing Enterprise Oversight (OFHEO), the regulator. It appears
that the fire engines caught on fire on its way to the scene of the
fire.
Merrill Lynch analyst Kenneth Bruce said in a report that the “highly
levered financial institutions” would have pretax credit-related losses
of $45 billion, suggesting the Fannie and Freddie are going to have to
raise more capital but the market does not think they are going to be
able to raise capital when they need to, at a cost they can live with.
The NY times reported on the night of July 13, 2008 (Sunday)
discussions among senior U.S. government officials had heated up with
respect to the US taking over mortgage giants Freddie Mac and Fannie
Mae before markets opened in Asia. The structure being contemplated is
a “conservatorship”, which is permitted under a 1992 law, and is one
that would essentially wipe out the two GSEs’ respective equity, while
allowing their loans to be managed.
Conservatorship is another fancy term of nationalization. The scheme
allows the government to pretend the GSEs’ liabilities were not its own
even after it assumes them. A finding from the Office of Federal
Housing Enterprise Oversight, the enterprises’ regulator, that the GSEs
are “critically undercapitalized” would be needed for conservatorship
application. Up to now, OFHEO has sent out the opposite message to the
public. It will have to announce a 180-degree “correction” to shift
quickly from “adequately capitalized” to “critically undercapitalized”
for the government’s proposal to work.
But unlike 1933 in the days of the New Deal when deficit financing was
an operative option to revive the economy because the government was
relatively free of debt, the US in 2008 is already deeply in debt,
having operated with deficit financing in boom time for more than two
decades. Estimates suggest that fro each 10%
decline in Freddie/Fannie assets value, a loss of $150 billion would
result, equivalent to the cost of the Iraq War to date. And Fannie has
lost 80% of market capitalization and Freddie has lost 70% to date. By
assuming the GSEs’ combined $5 trillion liabilities, the US
government’s total obligations would soar from $9.5 trillion to $14.5
trillion. This will raise the per capita national debt from $31,250 to
$47,650. The added debt is one and a half times the Bush Administration
proposed 2008 fiscal budget of $3.1 trillion. While the agencies own
housing-related assets that roughly match their liabilities, the
still-collapsing housing market makes their value uncertain. This will
unavoidably force the dollar to fall and dollar interest rates to rise.
Meanwhile, the turmoil is impeding or even paralysing the GSEs in their
crucial life-support role for the housing market.
An analyst’s early July report from Lehman Brothers, an investment bank
itself on the brink of collapse, provoked the market panic over the
GSEs. Lehman, a major player in the mortgage-backed securities market,
lost as much as 20% in intraday trading on talk that PIMCO, the world’s
largest bond trader, no longer was conducting business with the Wall
Street firm. Then William Poole, a respected former chief of the St
Louis Federal Reserve, now a private investment advisor since July1,
2008, observed that Fannie and Freddie were technically insolvent in Q1
2008 on a mark-to-market basis. Such information was not news, and had
no bearing on the GSEs’ solvency in regulatory terms. In a 2006 speech,
Emil Henry, then a Treasury assistant secretary, likened a failure of
one of the GSE companies to a “single gunshot setting off an
avalanche.” Yet the new unsettling attention on two market leaders of
overwhelming scale in an uncertain climate threw financial markets into
a downward spin.
Fannie and Freddie were the original inventors of mortgage-backed
security, a key cause of the housing bubble and its subsequent
deflation. These GSEs received credit and recognition for ingenuity in
unbundling risk and reselling mortgage-backed securities to buyers of
varying risk appetite in the global market. It was the secret behind
the US housing boom and the enabling idea behind the structured finance
market. Alan Greenspan, former Federal Reserve chairman, praised it
ceaselessly as an ingenious breakthrough that did much to widen home
ownership. But the development weakened the mortgage originators’
oversight of loan quality. Greenspan accepted the risk as part of the
natural phenomenon of “bad loans are made in good times”. The backing
of GSE enabled securitization of “ninja” mortgages (no income, no job
or assets), loans that no one would buy if they were not guaranteed by
the government. Thus the fault did not lie with mortgage originator for
they would not be able to issue shaky mortgages unless there was a
market for them. GSE abuse of alleged government guarantee had rendered
market discipline inoperative, allowing the system to go on a wide
joyride that was bound to crash of a cliff. Because of their complexity
and broad distribution, when securitized debts default, restructuring
is almost impossible. There is no effective fire break once the fire
began and quickly engulfed the whole market.
The sooner the need for systemic restructure is acknowledged and acted
upon, the better it would be for the long-term health of the economy,
or the future of regulated market capitalism itself. However, hybrid
solutions of quick fix to paper over seismic financial faults are being
proposed to enable the evasion of responsibility and for political
advantage in an election year.
Treasury Secretary
Henry Paulson said Friday (July
6, 2008) the government would
support the GSEs “in their current form as they carry out their
important mission.”
On Sunday, the Treasury
issued a statement indicating that “its main focus was still on
supporting Fannie and Freddie in their current form. Fannie Mae and
Freddie Mac play a central role in our housing finance system and must
continue to do so in their current form as shareholder-owned companies.
Their support for the housing market is particularly important as we
work through the current housing correction. GSE debt is held by
financial institutions around the world. Its continued strength is
important to maintaining confidence and stability in our financial
system and our financial markets. Therefore we must take steps to
address the current situation as we move to a stronger regulatory
structure.”
Regulatory reform while necessary cannot be backdated. There are $5
trillion of outstanding debt instruments written under problematic
regulatory oversight that need to be dealt with. Expressions of support
for the “current form” that has proved wanting by a wide margin, a new
line of credit to support bad loans and a proposed unlimited injection
of capital by government that would surely face congressional
opposition, is the prescription to muddle through a major structural
rupture.
The ability of the GSEs to raise new capital and credit from private
sources is totally dependent on government support. Thus the plan to
support these GSEs in distress will be much more costly if it must be
done through private profit incentives. The outcome is likely to be a
new contraction in the supply, and increase in the cost, of mortgage
finance – further lessening the chances of an early recovery in the
housing market and the wider economy. Private profit incentive
overwhelming public interest got the GSEs in trouble. How can more
private profit incentives be expected to get them out of trouble?
The Fed has announced it will allow Fannie Mae and Freddy Mac to borrow
from its discount widow, normal open only to commercial banks and since
March 2008 open also to investment banks as part of the bail out of
Bear Stearns. Under a three part proposal by the Treasury, the Fed will
also be given a consultative role in setting capital requirements and
other regulatory standards for Fannie and Freddie, as part of an
evolution to be the top regulator and overseer of the nation’s
financial system. Former Fed chairman Paul Volcker expressed concern
that by expanding its role of lender of last resort to institution
beside commercial banks that previously were not allowed to hold
positions in equities, the Fed may have opened itself up to moral
hazard dangers if large institutions believe their adventurous behavior
would be bailed out by the Fed. With the Fed, whose perspective tends
to align with those of its member banks, taking over many of the
regulatory powers of the Security Exchange Commission whose mandate was
originally to protect the interest of small investors, the public
interest may face further diminished protection. Yet the financial
market has irreversibly changed with the emergence of structured
finance in which loan securitization has taken loans that once must
stay in the balance sheets of issuing banks, are now securitized and
sold by brokers to institutional investors worldwide. A major broker
default, such as Fannie and Freddie, will be as damaging as a major
money-center bank failure and cause catastrophic collapse of the credit
market.
In 1968, President Lyndon Johnson, as part of his Great Society
program, turned Fannie into a shareholder-owned company as part of a
national housing policy to make finance capitalism finance the
nationalization of housing. It was the beginning of corporate market
socialism in the name of populist economic democracy. The public could
only benefit if corporate and financial institutional interest could
profit first. And the public must pay if market capitalism fails
systemically, absolving the losses of wayward corporations and
financial institutions.
In 1970 the savings and loan industry, envying the huge profit made by
commercial and investment banks from Fannie Mae, called for and
received congressional approval for a GSE of their own and Congress
created Freddie Mac. Like the Urban Renewal program of the 1950s, the
GSEs served a coalition of interest that included liberals who wanted
to help low-income households, real state developers who wanted
guaranteed demand, home builders who wanted a guaranteed market, local
politicians who wanted tax revenue from redevelopment, banks who wanted
lucrative risk-free loan proceeds and congressmen who wanted campaign
contribution from mortgage lenders.
Low-income voters were first dazzled by the new homes they were able to
acquire with no money down and with monthly payments financed with home
equity loans as house prices rose. They acted like Pinocchio in
Pleasure Island that would soon turn them into jackasses to be sold to
work in salt mines. The financial institutions were
comforting their pangs of conscience over taking loans off their
balance sheets as soon as they made them by excusing themselves with
the idea that they were making low-cost mortgage available to millions
of homebuyers. Neoliberal economists were celebrating the US miracle of
mass capitalism that does not need capital. The program of passing
unsustainable loans to faceless investors benefited also land
speculators, home builders, real estate agents, investment bankers,
structured financiers and household furnishers. Since the main thrust
of the GSE program was to help low- and moderate-income homebuyers,
opposition was considered undemocratic.
Yet everyone knows that the GSEs face an interest rate risk in their
long term mortgages if interest rate should rise over the loan period.
To protest itself from interest rate risks,
the GSEs use derivatives to hedge against interest rate risk.
The Office of Federal Housing Enterprise Oversight (OFHEO) was created
by the House Banking Committee chaired by Texas populist Henry Gonzalez
in 1992 with minimal power to regulate the two giant GSEs on the ground
that GSEs were institutions intended to support the national policy of
a nation of homeowners by making housing loans affordable and should be
exempt from regulation regulating commercial insitutions. The problem
of this good policy intention was that during the era of neoliberal
ascendancy, the light regulatory environment was used to negate a more
fundamental economic law: the need to increase worker income to match
mortgage payments, subsidized or not. The GSEs have been financially
successful because they combine private sector appetite for profit with
access to government-backed credit at below market rates. It was a way
to nationalize housing through the free market capitalism. The problem
was that financial manipulation cannot replace the need for adequate
income growth. The mismatch of income with asset price is the
definition of a financial bubble. People were buying homes with cheap
credit at prices that their income could not afford. The more home
prices rose due to cheap credit, the more homeowner fell into the debt
trap. Yet in all the current talk about finding ways to deal with the
crisis, not one single voice is heard from official circles about the
need to increase worker income. Instead, false hopes on one-time
stimulant tax rebates are hailed as the magic bullet.
Suddenly this summer, Fannie and Freddie’s relatively anemic capital
supply is a serious concern for the market. In one week in July,
Fannie’s stock plummeted to $10.25, down 74% in 2008. Freddie’s shares
also dived, closing at $7.75, a loss of 77% this year.
Even as investors stampeding out of these battered stocks, the
sycophants of free market capitalism in Washington, led by Treasury
Secretary Henry Paulson and Federal Reserve chairman Ben Bernanke,
rushed to reassure the market, pointing out that the mortgage giants’
regulators had confirmed that the companies were “adequately
capitalized”, trying to give the impression that regulators had the
problem firmly in hand and that no new capital was needed by the GSEs.
But these two leaders had lost much credibility since in August 2007
when they voiced a similar mantra that problems in the mortgage market
were “contained” to subprime loans and would not spread beyond.
Christopher Cox, SEC chairman, tried to calm investors by telling them
that Bear Stearns passed financial muster only days before it required
a Fed engineered bail out by JP Morgan Chase with Fed loans.
More than capital adequacy is at risk. Credibility of the team with
responsibility for the nation’s monetary system and its financial
market is heading for a meltdown. Unfortunately. credibility like
virginity is much easier to lose than to regain. See my June 17, 2006
AToL article: America’s
Untested Management Team.
Anxiety about Fannie and Freddie liability of over $5 trillion getting
too big for the funding authority of the Federal Reserve of a measly
$2.5 billion credit line has been a recurring concern in many quarters
in recent years. Even after both GSEs were found to be infested with
accounting irregularities (Freddie Mac in 2003 and Fannie Mae in 2004),
Congress failed to act, except to make the regulator require the GSEs
to hold 30% more capital than the minimum previously required, in
effect capping their ability to purchase mortgages when the housing
bubble was approach its peak. Still, Fannie and Freddie were allowed to
pose as high-growth companies whose shares are safe enough for widows
and orphans. GSE market share fell to 45% at the
peak of the housing bubble. After the bubble burst, it rose to 68% in
the first quarter of 2008.
After empty official assurances failed to convince the market because
it was plain for all to see that the two GSEs’ direct and guaranteed
liabilities were almost 65 times their regulatory capital at the end of
the first quarter of 2008. The near term priority was to restore the
rapidly fading confidence of buyers of Fannie’s and Freddie’s debt,
many of whom are foreigners. By increasing the GSEs’ credit line and
pushing for authority to inject fresh equity if necessary, the
Treasury’s proposed plan appears to be aiming at allaying fears of
widespread counterparty default and market failure. Freddie seemed to
have no serious problem offloading $3 billion of new paper on Monday,
July 14, although arm-twisting was rumored to have been needed to
persuade banks to buy it.
The bigger problem for Washington is that merely stabilizing Fannie and
Freddie is not enough. With US banks seriously distressed by the credit
crisis, the GSEs, which hold or guarantee 22% of the $24.3 trillion
outstanding debts borrowed by US households and the non-financial
sector, are a major source of credit. Yet the market is clearly
uncomfortable with the inability of the GSEs to maintain its
over-bloated balance sheet. The options are either to shrinking the
balance sheet drastically, thus exacerbating the credit crisis, or to
seek massive injection ofvnew capital, both requiring government action
at an unprecedented scale.
Despite these ad hoc measures, which may or may not receive
congressional approval, the whole world knows that credit capacity is
shrinking drastically in the market. There are rumors that the US is
pressing foreign central banks to acquire more GSE debt, but the market
is inundated with fear of new crises before the housing market
recovers. And the housing market is lying in a coma in intensive care
with an oxygen tank of new credit running near empty.
As the housing market collapses, both GSE companies are reporting steep
losses. But the subprime mortgage meltdown has also made the GSEs more
important than ever in holding up the housing finance sector. Since the
credit markets seized up, Fannie and Freddie have regained their
central role in mortgage finance after losing significant market share
to investment banks during the housing boom. They have issued the vast
majority of mortgage securities sold in the last six months, because
investors have lost confidence in deals put together by big investment
banks.
In February 2008, prodded by the Treasury, federal regulators announced
they were easing some restrictions on lending by Fannie and Freddie.
Then on March 19, 2008, the federal government announced that it was
easing those restrictions in an effort to calm the turmoil afflicting
the mortgage markets. Officials said the change could allow the two
GSEs to invest $200 billion more in mortgages.
Alarmed by the sharply eroding market confidence in the nation’s two
GSEs, the largest mortgage finance companies, the
Bush administration announced plans on Sunday, July 13 to ask Congress
to approve a sweeping rescue package that would give officials the
power to inject unlimited funds into the beleaguered companies through
investments and loans.
In
a separate announcement, the Federal Reserve said at the request of the
Treasury, it would make one of its temporary short-term lending
programs at the discount window available to the two GSEs, “to promote
the availability of home mortgage credit during a period of stress in
financial markets.” The program for the GSEs would end when Congress
approves the Treasury’s proposed plan.
Treasury secretary Henry Paulson announced dramatically Sunday on the
steps of the Treasury building: “The president has asked me to work
with Congress to act on this plan immediately. Fannie Mae and Freddie
Mac play a central role in our housing finance system and must continue
to do so in their current form as shareholder-owned companies. Their
support for the housing market is particularly important as we work
through the current housing correction.”
While officials in successive administrations, both Republican and
Democrat, have for many years repeatedly denied
that the trillions of dollars of debt Fannie and Freddie issued is
guaranteed by the government, the Paulson package, if adopted, would
bring the Treasury closer than ever to exposing taxpayers to
potentially huge new liabilities. The two GSEs are expected to face
significant new losses this year as the wave of housing foreclosures
continues and rises. Paulson seemed to suggest that there is no choice
but for the government to intervene. The proposed plan, requiring the
Treasury to be giving authority by Congress to command unlimited funds
to stabilize the GSEs, is predicated on the hope that the very
availability of unlimited funds would make it unnecessary to use them.
The investment and lending elements of the proposed plan are to last
two years.
Over the weekend, Treasury officials sought assurances from Wall Street
firms that the $3 billion auction on Monday by Freddie Mac of
short-term debt would go off without a hitch. While $3 billion is a
relatively small sum for an institution of Freddie’s size officials
said they did not want to risk even a small misstep that could set off
a new round of problems. Despite repeated assurances by top officials
that the companies had adequate cash to weather the current financial
storm, Fannie and Freddie had suffered a withering blow of confidence
the week before. As a result, Freddie was faced with an uncertain debt
offering on Monday. Should Fannie and Freddie fail, $5.3 trillion in
mortgage debt, representing about half of the outstanding mortgages in
America, would go unpaid. As it happened, the offering went smoothly
but everyone knew it was not a normal market.
Freddie Mac continued to try to raise capital from private
investors even after a government rescue plan for the troubled
mortgage firm and its sister company Fannie Mae was announced the
weekend before, indicating concern that the government plan may be
delayed in Congress. On Friday, July 18, Freddie Mac cleared one of the
last obstacles to raising new capital through a planned $5.5 billion
stock offering when it received approval to register with US securities
regulators. However, Freddie Mac’s ability to attract much-needed
capital from new and existing shareholders has been potentially
lessened by the possibility of a future government stake that might
place restrictions on the business. There is also little clarity with
regard to where in the capital structure the government might invest,
and how dilutive such a move would be to existing shareholders.
The Government’s rescue plan – which would allow the Treasury unlimited
powers until the end of 2009 to increase its credit line to Fannie Mae
and Freddie Mac and invest in their equity – met some strong vocal
resistance in Congressional hearings during the week before July 18.
While many expect Congress to have no option except to approve the
Paulson plan, a few skeptics were voicing their opposition in public
hearings. Senator Jim Bunning, a Republican from Kentucky, describe
Paulson as “asking for a blank check ... for this unprecedented
intervention in our free markets.” He also vows to try his best to stop
a proposal that would give the Federal Reserve sweeping new powers
aimed at protecting the nation’s shaky financial system. Bunning says
the Federal Reserve “can't be trusted with the power it already has.”
He says the Fed’s policies in recent years have contributed to economic
woes, including surging inflation, a declining dollar and the housing
bust.
“When I picked up my newspaper yesterday, I thought I woke up in
France. But no, it turns out socialism is alive and well in America.
The Treasury Secretary is asking for a blank check to buy as much
Fannie and Freddie debt or equity as he wants. The Fed’s purchase of
Bear Stearns’ assets was amateur socialism compared to this,” thundered
the Republican Senator against his own party’s Treasury secretary. In
US political discourse, socialism is a dirty word, albeit what Paulson
proposes is not anywhere near what socialism is commonly understood in
the rest of the world, but a scheme to use public funds to save debt
capitalism by frustrating the right to fail in market capitalism.
Ron Paul, Republican congressman from Texas, told Federal Reserve
Chairman Bernanke that the Federal Reserve is a “predatory lender”. But
he did not mention that by law, predatory lenders forfeit any right of
collection.
Lender liability is embodied in common and statutory law covering a
broad spectrum of claims surrounding predatory lending. It is a key
concept in environmental-cleanup litigation. If a lender knowingly
lends to a borrower who is obviously unable to make reasonable
beneficial gain from the use of the funds, or causes the borrower to
assume responsibilities that are obviously beyond the borrower's
capacity, the lender not only risks losing the loan without recourse
but is also liable for the financial damage to the borrower caused by
such loans. For example, if a bank lends to a trust client who is a
minor, or someone who had no business experience, to start a risky
business that resulted in the loss not only of the loan but of the
client trust account, the bank may well be required by the court to
make whole the client.
In the United States, although predatory lending is not defined by
federal law, and various states define abusive lending differently, it
usually involves practices that strip equity away from a homeowner, or
equity from a company, or condemn the debtor into perpetual indenture.
Predatory or abusive lending practices can include making a loan to a
borrower without regard to the borrower's ability to repay, repeatedly
refinancing a loan within a short period of time and charging high
points and fees with each refinance, charging excessive rates and fees
to a borrower who qualifies for lower rates and/or fees offered by the
lender, or imposing new unjustifiably harsh terms for rolling over
existing debt. Predation breaks the links between an economy’s
aggregate resource endowment and aggregate consumption and between the
interpersonal distribution of endowments and the interpersonal
distribution of consumption.
The choice by some to be predators decreases aggregate consumption,
both because the predators' resources are wasted and because producers
sacrifice production by allocating resources to guarding against
predators. Much of welfare economics is based on the concept of Pareto
Optimum, which asserts that resources are optimally distributed when an
individual cannot move into a better position without putting someone
else into a worse position. In an unjust global society, the Pareto
Optimum will perpetuate injustice.
Now, there is a close parallel in most Third World debts and
International Monetary Fund (IMF) rescue packages to the above
predation examples where sophisticated international bankers knowingly
lend to dubious schemes in developing economies merely to get their
fees and high interest, knowing that “countries don’t go bankrupt”, as
Walter Wriston, former chairman of Citibank, once famously proclaimed.
The argument for Third World debt forgiveness contains large measures
of lender liability and predatory lending. Debt securitization allows
predatory bankers to pass the risk to global credit markets,
socializing the potential damage after skimming off the privatized
profits. The housing bubble has been created largely by predatory
lending without any lender liability. The argument for forgiving Third
World debt is applicable to low- and moderate-income home mortgage
borrowers in the US as well. Lets hear some
proactive commitments from the presumptive candidates of both political
parties instead of empty populist campaign rhetoric.
July 20, 2008
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