Sunday, July 17, 2011

Carmageddon, free markets, and the PIIGS crisis

Residents of the Los Angeles metropolitan area have known for almost two months that this weekend would be our worst traffic nightmare: the two-day closing of a key stretch of the 405 freeway. Signs have been posted everywhere with the warning, even as far away as San Diego. And what happened? Absolutely nothing. In fact, traffic hasn't been so good for as long as I can remember. Why? Because almost everyone stayed home to avoid the traffic.

If you want a good example of how powerful free markets can be, this is it.

If you want a reason to not worry about the looming PIIGS sovereign debt crisis, this is it.

When people have access to information and an incentive to act on it, they will.

The world has known since April of last year that the governments of Portugal, Ireland, Italy, Greece, and Spain were in a bind and might not be able to meet their outsized debt obligations. For many months markets have been bombarded with the news that if one of the PIIGS defaults, it could trigger a default contagion that could bring down other PIIGS and perhaps the entire European banking system. Only those who have been in a coma could not know by now that this has the potential to be Debt Armageddon.

How many people are likely to be blindsided by a Greek default? Not many, I think, because the price of Greek debt already reflects something like a 40% default "haircut." How seriously could European banks be affected by a default? It would be painful, but it's quite likely to be far less than a catastrophe, as suggested by 2-yr Euro swap spreads of 70 bps. Would a PIIGS default present a serious problem for the U.S. economy? Not likely at all, as suggested by 2-yr U.S. swap spreads of 30 bps.

The reality of a PIIGS default is likely to be much less than the world fears, because the world has had a long time to prepare for it and most of the ill effects have already been priced in by the market.

5 comments:

  1. This comment has been removed by the author.

    ReplyDelete
  2. I confess, even as an Angeleno, I had not made the PIIGS--Carmageddon connection.

    I suspect Scott Grannis is right--the market has already anticipated PIIGS default.

    However, I still feel there is something deeply wrong when nation-states go into default, barring wars or huge natural disasters.

    If your nation can welch on a debt, why not you or your corporation? Why pay taxes? Especially if rich people don't?

    This could be absolutely corrosive to society.

    While I want a small government, a government that no one respects is a terrible result: See Afghanistan and 75 percent soldier AWOL rates, or northern Mexico and with mass homicides de jour.

    I am deeply outraged that "advanced" nations such as PIIGS have come to this.

    ReplyDelete
  3. Also, Euro central bankers sem to taking a tight money policy even as their economy sags. Same for the USA.

    In the Far east, the central banks are spurring growth.

    The Far East is growing, and Euro and the USA are struggling.

    ReplyDelete
  4. I do not think it has anything to do with the PIIGS. The global marketplace is moving onto to the next set of polluted and leveraged sovereign balance sheets.

    I think China is the canary in the coal mine. They can lie about actual numbers all they want but eventually the pain of the lie filters into the real global numbers at some point.

    ReplyDelete
  5. Personally, I believe that if it weren't for the peripheral EU country debt crisis, speculators would be attacking the US Dollar and long dated bonds with a vengeance driving them down hard. Since US growth is disappointing and short term interest rates are expected to be extremely low for quite some time, the only thing supporting the US Dollar is FEAR!!

    When the EU finally tackles the PIGS bond problems, I expect the US Dollar and long dated bonds to fall - which is actually a good thing since such a fall will force Congress to finally act on our deficit and debt problems.

    ReplyDelete