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Where is the next financial crash in America & Europe coming from? The problems with forecasting a financial crash.

By Sikander Hayat


The problem with forecasting a financial crash is that no two crashes are the same. Causes could range from bingeing on collateralised debt obligations (CDOs) as the largest banks and insurance companies did before the crash of 2007/2008 (which lead to the collapse of Lehman Brothers and countless smaller market players) to run on the banks to rigidly sticking to Gold standard in the early 1900s. It is possible that remedy for one disaster 


results in another disaster which was not envisaged at the time of enacting such remedy. 
We know crashes do happen and will continue to happen despite our efforts to contain the risk. It is also true that we can moderate the risk but we cannot hope to eliminate the risk. We can shift the risk from highly regulated markets to markets where attitude to regulation is blasé and sometimes actively risk seeking in order to snatch the business from other parts of the world.


This is where the world of shadow banking comes into picture. In a nutshell, shadow banking comprises the invisible part of the iceberg.  These are the entities which are not regulated by the regulators as these entities do not directly touch the consumer business. This is a fallacy as Collateralised Debts Obligations (CDOs) showed so clearly in the last 


crash. To regulate some parts of the financial system and leave other parts to behave as they were in Wild West of the financial world does not resolve the issue.  The creation of special purpose vehicles to transfer the risk off balance sheet does not reduce the risk as shown time and time again. Enron was a classic example of off balance sheet risk fallacy. 


It is true that risk can be insured but great crash of 2007 also showed that ING was pricing the risk at such a low price that it compelled the protagonists to take more risk. In the end, if all financial intuitions are buying each other’s risk in a circular motion, who is insuring who.
On the eve of the crash of 2007, nobody knew how much of toxic assets were on the balance sheet of their counterparties. How much direct or indirect exposure counterparties had to 



these toxic assets. There was no visibility, which lead to ceasing of credit circulation and overnight lending rates jumped to such an extent that banks like Northern Rock found it extremely hard to borrow from market. Northern Rock’s business model was running on short term borrowing and credit crunch made it hard for them to turn to market so they ended up going Bank of EnglandAll banks are now stress tested for potential vulnerabilities 



in a major crisis and capital ratios have been increased. All this has been done to stop what happened last time but next crisis will not be coming from the same direction. Possibly and if history is any guide, it will be something entirely new.
It is not the matter of if but when the next crash will happen.  What will start the next crash is a trillion dollar question (literally).

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