Monday, 18 July 2011

08:34 – As expected, the Euro is getting hammered this morning. Yields on Spanish and Italian debt have jumped by about 0.2 percentage points already this morning, with worse to come. The EU authorities made a major blunder with their feel-good “stress test” results. They released the actual data, which means that investors could and did plug in their own assumptions and run them against that data. And the results aren’t pretty.

The two major phony assumptions made for the official bank test results were that no sovereign default would occur and that a 5% core capital requirement was sufficient. In reality, of course, there will be a default. In effect, Greece has defaulted already, with Portugal and Ireland teetering on the edge and Spain and Italy not far behind. Even without a default, using a more realistic 7% capital requirement puts the majority of European banks in bankruptcy and a so-called conservative 10% capital requirement puts all of them in deep, deep trouble. With a default, they’re toast.

Meanwhile, the higher yields on Spanish and Italian debt threaten their immediate solvency. For the Italians, for example, a 1% increase in yield costs them about €8.5 billion per year, so it doesn’t take much to wipe out the effects of the recent Italian so-called austerity measures. The EU authorities continue kicking the can down the road, most recently by delaying the crisis summit from last week until Thursday of this week. I was about to say that they’re running out of time, but the truth is that they’ve already run out of time. This will play out now no matter what they do Thursday.

This is devolving into a fight between the richer northern countries, which perhaps not coincidentally are all secular, and the poorer southern countries, which are all Catholic. I think a breakup of the Eurozone is a foregone conclusion, with the richer, productive northern countries refusing to continue to subsidize the poorer, unproductive southern countries. German citizens were never happy about the Euro to begin with, and there is now strong sentiment for abandoning the Euro and returning to the Deutschmark.

Meanwhile, Greece has begun uttering threats, including floating the idea of withdrawing from the Euro. Some threat. Greece reminds me of that scene in Blazing Saddles, where Bart takes himself hostage and threatens to shoot himself in the head unless everyone backs off. It worked for Bart, but it’s not going to work for Greece.


11:10 – Here’s a fascinating graph from Calamities of Nature of GDP versus belief in evolution that makes very clear just how much an outlier the US is.


13:24 – Geez. Talk about inflation. I was ordering some chemicals from one of my suppliers, but the website was misbehaving, timing out and dumping the contents of my cart. So I emailed the purchase order to them and called to follow up. As usual, we got into a discussion about stuff unrelated to the order.

He verified that everything on my list was in stock and ready to ship, but mentioned that he was having terrible problems restocking some chemicals. One of them is silver nitrate. All of his suppliers have plenty of it, but none are willing to sell any because the price of silver just keeps going up and up. And the potassium iodide situation is nearly as bad. Back when the Japanese reactor problem occurred, you couldn’t get potassium iodide for love or money. Every bit of it was being made into KI tablets. Everyone expected sanity to return once the Japanese scare was over, but it hasn’t. Since that event, the price of potassium iodide has literally quadrupled to quintupled, and there’s no relief in sight.

None of that really surprised me, but some of the chemicals in short supply and/or experiencing major price jumps are so commonplace and cheap that I had trouble believing there is actually a shortage. For example, ammonium acetate. Ammonium acetate? Geez. You make the stuff by neutralizing glacial acetic acid with concentrated ammonia, both of which are cheap and available literally by the tanker load, and evaporate the water. There’s no possible way there should be a shortage of ammonium acetate, and yet there is.

14:15 – Oh, my. Things are suddenly even worse, with evidence that the “contagion” is now extending to France and even Germany. The price of CDSs for both nations jumped today, with France jumping from 114 to 123 basis points, and Germany from 60 to 64.

A CDS (credit default swap) is basically an insurance policy against a debtor defaulting, at which point the debt holder is paid the face value and in return signs over the (bad) debt to the CDS issuer. The premium for a CDS is specified in basis points, or one one-hundredth of 1%. Right now, Greece CDSs are at 2500+ basis points, or more than 25%. In other words, insuring €1 billion of Greek debt involves paying premium of €250 million. Does that mean that Greek debt is currently worth 75% of face value? Not at all. The CDS premium reflects the fact that CDS issuers are still expecting some sort of bailout for Greece. Absent that, the current CDS premium on Greek debt would probably be at 9000+ basis points and possibly 9900+ basis points. Essentially no one outside the EU authorities really expects Greece to survive this mess. They’re treating Greece as though it had already defaulted, and rightly so.

The scary thing right now is that CDS prices on French and German debt are increasing substantially. They’re still relatively small, at only a few percent of CDS premiums on Greek debt, but they’re increasing rapidly in percentage terms, and that indicates that investors are at least somewhat concerned about the likelihood of a French or even German default. As someone commented, if investors start looking with concern at France, it’s game over for the Euro.

24 Comments and discussion on "Monday, 18 July 2011"

  1. brad says:

    The Euro-zone has a serious debt problem. Let’s not let Schadenfreude make us forget about the problem in the US. Just as a minor reality check, a quick look at the development of the US-dollar and the Euro against a third currency: In the past five years, the Euro has lost 26% of its value. The dollar has lost 35% of its value. In other words, as bad as the Euro is, the dollar has lost even more value.

    Even the northern European countries have utterly failed to meet the financial obligations required of them by the monetary union – all of them have run with higher deficits than allowed. One hopes that this entire misadventure will cause them to realize that debt is a serious problem, and to take the debt-limitations seriously.

    The problem to date has been the lack of any penalty for violating the limits. The problem is who or what to penalize – there’s no point in demanding money from the country – one needs to penalize the decision-makers.

    Here’s how one could do this in the USA: Require a balanced federal budget. In any year with a deficit budget (or where no budget is passed), remove all majority-party members of Congress from office, and forbid them ever holding a public office again. This way, in the case of a genuine emergency, the legislator can sacrifice their careers to pass a deficit budget. Otherwise, it must not really be so important…

  2. Roy Harvey says:

    A really good idea would be to limit purchase/ownership of credit default swaps to organizations holding the bonds that the swaps offset. That way they are insurance, as they started out being, rather than pure bets, as they are today.

  3. Robert Bruce Thompson says:

    Ah, but the financial markets themselves are and always have been nothing more than pure gambling, so why should CDSs be any different? I think it’s always a mistake to interfere with free markets, and the EU is learning that now, in spades.

  4. Paul Jones says:

    I like Brad’s suggestion…especially if we can backdate it 30 years.

  5. Robert Bruce Thompson says:

    Well, I suppose that’d be better than nothing.

    But I continue to favor a term limit of one. That is, once you’ve been elected to any office–local, state, or federal–you are not eligible to be elected to the same or any other office.

    The usual objection to that idea is that we’d have people with no experience serving in important elective positions. My argument is that experience in elected office is not a Good Thing, but a Very, Very Bad Thing. I’d much sooner have a successful CEO of a private company as US President than any politician.

  6. Chuck Waggoner says:

    Sovereign debt defaults are nothing new. Want to know about Greece? They officially defaulted on their national debt in 1826, 1843, 1860, 1893, and 1932.

    Spain? Wow! 1557, 1575, 1596, 1607, 1627, 1647, 1809, 1820 1831, 1834 1851, 1867, 1872, and 1882.

    Portugal? 1560, 1828, 1837, 1841, 1845, 1852, and 1890.

    Practically every European country has defaulted at least once; and quite a few, many times. Even the US is considered by some to have de-facto defaulted with Roosevelt’s actions in 1932.

    These were not catastrophes (by 1932, the Great Depression was already in full swing in the US), and there won’t be this time.

    The latest I hear from my German relatives and friends is that–if Italy talks seriously about defaulting, Germany, France, and a few others might start a new currency union, leaving the defaulters to sort out the future by themselves. Germany was strongly opposed to Italy joining the EU and it opposed Greece to a lesser extent. Merkel’s pleas for moderation are increasingly falling on deaf German ears, as the situation in Euroland worsens.

    More likely is that the stronger nations WILL bail out the suspects, and there will be hell to pay from now on for anyone who–in the slightest–steps over the line in the future.

    I do agree with one-term limits in the US, and would also add a ban on any lawyer from becoming a legislator. Today’s Wall Street Journal outlines how judges and lawyers in Indianapolis have allegedly established a cozy little arrangement with collection agencies, to put undue collective force on debtors being sued in small claims court in and around Indy. We need a Chicago-like Greylord investigation here. But it won’t happen. Things are now too far out-of-control on the judicial front for the law to be respected and obeyed by the legal profession, IMO. The fact that Martha Stewart is thrown in jail for committing no crime at all (is there a law passed that makes lying to the FBI a jail-time crime?), while letting Goldman-Sachs get away with raping the country of billions, if not trillions, is a clear signal that things are seriously and deeply-rooted wrong in the US.

    After my ex-pat experience, I definitely fear more for the US than Europe.

  7. Miles_Teg says:

    “Here’s a fascinating graph from Calamities of Nature of GDP versus belief in evolution that makes very clear just how much an outlier the US is.”

    Perhaps the others are outliers… The US has one of the highest GDPs in the world and doesn’t believe in evolution. Lots of economic basket cases have higher belief in evolution but much lower GDP (and other problems, as discussed.) Is this really a graph that believers in evolution want doing the rounds? Ken Ham must be gloating.

  8. Robert Bruce Thompson says:

    Not “one of the highest”. The highest, and by a huge amount, with second-place China at about 40% of the US number. Our GDP is also extremely high on a per capita basis, and number one among large countries. But the point is that if you plug our per-capita GDP into his best-fit equation, y = A(1-B/x), the US should be at around 80% on evolution, twice what it is. y = 101(1-9260/47275 ) = 80.4%+.

    Edit: Or, as Barbara points out, I could simply draw a vertical line at the US GDP on the x-axis and see where it intersects the closest-fit curve. Duh. I just don’t think that way…

  9. Don Armstrong says:

    Actually, all the I-countries seem to be at the high end of that scale – Italy, Iceland, Ireland, Iberia. Maybe it’s those that believe in evolution that go broke? Divine justice?

    I suppose, more to the point, there’s only one country on that graph that isn’t in Europe or immediately adjacent – the USA. No Australia, No New Zealand, not even Canada. On the other hand, no Mexico or Brazil or Chile or Argentina, and no Eritrea or Ethiopia or Burkina Faso. Talk about cherry-picking your data!

  10. Miles_Teg says:

    I meant to say per capita GDP. Obviously the US is the 800 Pound gorilla in the total GDP stakes but the graph had Per Capita GDP on the x axis so I assumed that the “Per Capita” part would be understood.

    If you look at the points you see Estonia, one of the most godless countries at the world, with high belief in evolution but low Per Capita GDP. Officially secular Turkey has low belief in evolution and very low GDP. A number of countries have fairly high belief in evolution but still much lower Per Capita GDP than creationist blighted America. I was surprised at the comparatively low percentage belief in evolution in Denmark, another secular country. I also expected its Per Capita GDP to be higher than the graph claims.

    Yes, you can fit a line to those points but the fit isn’t as good as I would have expected. If Ken Ham said “this graph is proof that belief in God, creationism and so on is the path to high Per Capita GDP” how would you refute him? The graph lends support to such a statement.

  11. MrAtoz says:

    I just read Borders is closing all of its brick and mortars. Anyone else confirm?

  12. Ralph says:

    Howdy,
    The Calamities graph was based on a simple question, and I am glad to see most people in the US have sense enough to answer the right way. I am a pro-technology, pro-science person, but I am observant enough of the world to have a good idea where Man came from.

    To MrAtoz, Borders does seem dead. There was a court filing in the Bankruptcy case today. It is not final yet, but pretty close. I don’t buy much from Borders these days. They closed down all the convenient stores, but I will still miss them. The only ray of hope I have is that maybe I will get a eBook reader cheap at the liquidation. I don’t expect it, because it will be run by a group that is not known for leaving much in the way of bargains in the store. I have been using a borrowed Kobo for a while and I think I like it.
    Good day,
    Ralph

  13. Miles_Teg says:

    “The Calamities graph was based on a simple question, and I am glad to see most people in the US have sense enough to answer the right way. I am a pro-technology, pro-science person…”

    I assume from this that you don’t believe in evolution. How then can you call yourself pro-science? The scientific evidence for evolution is simply compelling, creationism is not a scientific theory, and would never have been proposed except for its basis in Genesis. Scientific creationism, an oxymoron if ever there was one, is the scientific and educational equivalent of junk food.

  14. Miles_Teg says:

    “I just read Borders is closing all of its brick and mortars. Anyone else confirm?”

    I greatly regret the closure of real bookshops selling real books. I’ve spent many happy hours in them browsing and buying far more books than common sense would dictate, but then that’s my vice. I’ve visited the UK on holidays several times and hit Oxford for its wonderful, enormous bookshops. Lugging all those books back to Australia was a real pain, and people thought I was nuts to “waste” my holidays in bookshops. But I don’t regret it, although the people who I’ve tasked with finalising my estate in 30 or so years may not agree. I don’t really believe in all this newfangled technology. I have a Kindle but still prefer *real* books.

  15. Miles_Teg says:

    http://arstechnica.com/tech-policy/news/2011/07/lulzsec-takes-on-the-murdoch-empire-with-sun-hack-fake-death-claim.ars

    Damn hackers can’t even spell properly. That headline should be “Media Mogul’s Body Discovered”.

    Would be nice if it was true.

  16. Ralph says:

    Howdy,
    To Miles_Teg,
    I can say it because I understand what science is. And, I don’t accept that I have to choose between two sides of a false dichotomy. A quick google search turns up the following definition, “The intellectual and practical activity encompassing the systematic study of the structure and behavior of the physical and natural world through observation and experiment.”. There is nothing implicit or explicit in that to require than Man be descended from some prior creature. Science teaches us a lot about how the world operates and answers a lot of questions. It has easily proven its utility, but that does not mean it hold the answer to every question.

    So, yes, I am pro-science. And, I have no doubt that Man was put on this earth by a loving God.
    Good day,
    Ralph

  17. Ralph says:

    About Lulzsec, the thing I wonder about is whether the mis-spelled hadline was on purpose. It was childish, in any case. I am no fan of Murdoch, but as a hacker, I try to do no harm. The pleasure of hacking is the discovery of how things work. Just tonight, I made an old Buffalo router more useful by hacking its firmware. No harm done, and I own the router.

  18. Robert Bruce Thompson says:

    I can say it because I understand what science is. And, I don’t accept that I have to choose between two sides of a false dichotomy. A quick google search turns up the following definition, “The intellectual and practical activity encompassing the systematic study of the structure and behavior of the physical and natural world through observation and experiment.”. There is nothing implicit or explicit in that to require than Man be descended from some prior creature. Science teaches us a lot about how the world operates and answers a lot of questions. It has easily proven its utility, but that does not mean it hold the answer to every question.

    So, yes, I am pro-science. And, I have no doubt that Man was put on this earth by a loving God.

    Well, clearly you understand nothing about science or you could not make such a comment. There is no more uncertainty that humans evolved from earlier primates than there is that the sun will rise tomorrow.

    You are anti-science.

  19. BGrigg says:

    And naive.

    Would this loving God of yours, be the same one that killed my wife with cancer at age 49? Or is it the loving God that allows bastards like Hitler and Stalin to run amok under the “out” of free fucking will?

    Or is it the omnipresent and all powerful God that requires the services of thousands of Angels? Just why an omnipresent and all powerful God needs help is rather surprising to me, but you religious types seem to fall for that.

  20. Chuck Waggoner says:

    My son’s first roommate in college is in biological sciences. He says as he continues along that course, he is becoming more and more convinced that there may not be the high likelihood of life elsewhere in the universe as he had been taught and previously thought. He says Earth seems to have had some mighty, mighty fortunate circumstances that came together at the right time for human evolution. He now doubts the probability of the necessary ingredients happening at the right time in the right order for life as we know it to evolve elsewhere. If even a couple Earth events had happened differently–we would not be here.

  21. Robert Bruce Thompson says:

    Oh, my. What you’re referring to is simple creationist garbage. It’s best known as Hoyle’s fallacy, although in fact the fallacious arguments predate Hoyle considerably.

    I usually illustrate this fallacy by talking about bridge hands, and the probability of drawing a hand that contains all 13 spades, which with truly random dealing is expected to occur once in every 635,013,559,600 deals. (In fact, it occurs much more frequently because some people think it’s funny to slip in a stacked deck.)

    Humans being what we are, if we draw a hand of all 13 spades, we think of it as something extremely special and extraordinary. In fact, the probability of drawing all 13 spades is exactly the same as the probability of drawing any other specific assortment of 13 cards. It’s the same with this creationist argument. It mistakes the way things are with the way things must be, making the tacit assumption that the way things are is something special. It’s not.

    Yes, from the parochial perspective of humans, things are just ideal. Temperatures cycle around the freezing point of water, there’s just the right amount of oxygen in the air, the planet happens to be exactly the right distance from the sun to keep us happy, and so on and so on.

    But those things are important only to us. Life can (and does) exist under far different conditions, environments in which the temperature is so high or so low that mammals could not survive, environments in which there is no oxygen, and so on.

    But when creationist talk about life, what they’re really talking about is human life. They consider human life to be special, which in a scientific sense it’s not. We’re just another life form as far as biology is concerned. Had things been a bit different, we might not have become the dominant (by our standards) life form on the planet. There might not have been any bipedal primates at all, or any primates at all, or even any mammals at all. If not for the extinction event, dinosaurs might be the dominant life form on the planet, and with 65 million more years of evolution, it’s reasonable to expect that they might have developed intelligence that would equal or surpass our own.

  22. Ralph says:

    To Robert Bruce Thompson,
    It is pretty silly to call me anti-science, but it is your website. If you want to use your own definitions of the words and ignore reality, that is your choice.

    To BGrigg,
    Your foul mouthed response is not worth commenting on. I was willing to engage in civilized discussion, but apparently, that is off limits here.
    Good day,

  23. BGrigg says:

    So long Ralph. You might think about how a man may feel losing his wife, and being told that God is ever so loving before casting dispersion on his vocabulary. Don’t let the door hit you on the way out.

  24. Miles_Teg says:

    “He says Earth seems to have had some mighty, mighty fortunate circumstances that came together at the right time for human evolution. He now doubts the probability of the necessary ingredients happening at the right time in the right order for life as we know it to evolve elsewhere. If even a couple Earth events had happened differently–we would not be here.”

    An Elder at my church is a retired Geology professor and also (obviously) a believer. He says that the conditions and various constants in the universe made it inevitable that intelligent life would evolve. There’s no reason to believe that intelligent life has not evolved elsewhere, we just haven’t discovered it yet.

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