Karel Brůna from University of Economics on lessons to be learned from tumultuous September 2008

Source: Dukascopy Bank SA
© VSE
Since the onset of the financial crisis central banks around the globe have turned to a policy of slowly feeding the financial industry with cheap money in order to prop up national economy. What effects do you see of this ultra-loose monetary policy on the financial market and its stability in the long-term?
In the first phase, the policy of cheap money helped financial market to gain a huge amount of liquidity demanded by banks due to interbank market freeze and deep distortions in other segments of money market. It stabilized the market and reduced a panic behavior within a time of collapses of big banks in U.S. banking market. This policy was a brilliant mix of overall and structural liquidity management policy of the Fed. Later phases with outright purchases of state and mortgage backed bonds was a policy directly oriented on a cost of long-term financing either on a side of government or on a side of private sector, especially households. It enables to speed up a fiscal expansion in time of private consumption slow down and to reduce a financial leverage through low-cost refinancing simultaneously with faster credit redemption due to increased private savings. It seems to me that all private debts in balance sheets of financial intermediaries can be seen less risky after that, but huge growth of public debt in the U.S. is simply a trade-off between sustainability of private and public economy. At this moment I see balancing of economic growth/employment recovery included a rapid decline in fiscal deficit/GDP as the main challenge for a final phase of the policy of quantitative easing that will inevitably need a smooth decline in Fed's outright purchases of the bonds and limitation of Fed's balance sheet. The U.S. government must start to live without this "doping" from Fed's sources and to restore its sustainability position in world debt markets. 

What is the most important lesson to be learned from tumultuous September 2008, when Lehman Brothers declared bankruptcy, dragging the industry and the rest of the world to the brink of ruin and what some thought would be the end of the world as we know it?
In my opinion the most important lessons to be learned are quite simple: 
credit risk is the most important risk in the financial world, 
credit risk is a part of any single financial instrument, although it seems there is no risk at all,
credit risk must be managed properly in all parts of financial company starting from simple instruments and ending with complex synthetic instruments and transactions, 
mathematical models can help you to manage a credit risk but hardly help you to measure a real exposure to credit risk, 
financial market regulation and supervision cannot be a solution of fast growth of indebtedness and credit risk exposure but can be useful analytical tool for evaluation of weak part of financial system and potential global financial stability imbalances, 
facing a credit risk is normal part of life, so no fear is needed when financial institution is prepared to deal with that risk.

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