Ponzi Projects; China Banking CEO Warns on Shadow Banking; Incredible China Banking Statistics

October 19, 2012

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"If you give away enough free money, eventually people are going to find something to do with it." ~ Dylan Grice

Ponzi projects: cash flow less than servicing costs, profits from selling appreciating assets, insensitive to rising interest rates ~ Minksy

Research:

Black Monday Recap – HistorySquared

Bank capital adequacy, narrow liquidity ratios, and lagged house price growth forecast bank crises ~ Barrell, Davis, Karim, Liadze (2010)

Currency crises lead to rapid reversals to the current account (deficit to surplus) Milesi-Ferretti, Razin (1998)

that’s one way to do it, unhealthy as it is. 

Randy Saaf at Quant Invest talks machine learning, statistics, and twitter ~ Alpha Genius, more videos from the conference

How Do You Spot A Genius? ~ Scientific American

The 50 greatest #war films of all time ~ TimeOut

Columbia Data Science course, week 7: talk with Hunch CEO ~ mathbabe.org

The psychology of hindsight bias ~ PsychScience

Aggregate demand = income + change in debt, says Steve Keen

So, right now, when Keynesians say we need to boost aggregate demand, they are saying we need to solve a problem of too much debt, with more debt.

U.S.

Amex says customers increased debt 8%.

Keynesians rejoice. What are the odds income keeps pace with this?

Variations in state government assistance #infographic ~ Columbia Data Science Blog

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World:

Eurozone on Track to Be the Shortest Currency Union in History, says Felix Zulauf ~ CFAInstitute

  • Zulauf doubts central bankers can manage to avoid the 5% to 7% inflation that would trigger a bond crisis

Canada Household Debt Approaches US Bubble Levels ~ Mish

CFA Poll results: how long do you think low rates can persist ~ CFAInstitute

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Deutsche Bank sees 6-8% GDP growth in Asian Frontier markets – Myanmar, Laos, Cambodia, Bangladesh (PDF) ~ Deutsche Bank

Foreigners under attack In Greece ~ businessinsider

Wasn’t the $EURUSD meant to unify and prevent violence? that’s working out well.

List by Country: Current Account Surplus and Deficits to GDP ~ tradingeconomics

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Jeremy Grantham: Timber Investments Set To Soar (NASDAQ:WOOD, NYSE:WY, NYSE:PLC) | ETF DAILY NEWS 

China:

China had about 10.4T yuan in wealth management products, about 11.5% of total bank deposits, at the end of June this year ~ Charlene Chu,

Bank of China Chair Xiao Gang warns of systemic risk from shadow banking ~ the Diplomat

Shocking, would be akin to a Morgan Stanley CEO warning in 2007, which never happened of course.

China Investment Corp.’s Gao Xiqing does an admirable job laying out the bullish case for China ~ CFAInstitute

Sales of China Wealth Management Products soared 43% 1H of 2012 to 12.14T yuan ($1.9 trillion). ~ CN Benefit

similar to CDOs & CLOs 

Inter-bank China loans account for 43% of total outstanding loans, 70% higher than at the end of 2009, banks rollover debt to avoid NPLs

It’s only going to take one major bankruptcy in China’s banking system, then no one will lend to each other, then it ends

China’s fixed asset "investment" rises 20.5% in the 1st nine months ~ xinhua

bubbles can grow bigger #chinaisagiantenron

Profits in Chinese SOEs are down 16%; Excavator sales down 35%, says Adrian Mowat, JP Morgan, who is concerned about future employment

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