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Why Financial Repression Will Fail

Excessive leverage and risk in the financial system, e.g., using customer funds to speculate, never ends well. Stock market crashes, bank and investment firm failures or economic recessions are all potential consequences. Following the failure of the United States to regulate over the counter (OTC) derivatives...

Posted to Hera by Ron Hera on Fri, Nov 16 2012
Filed under: Filed under: Federal reserve, CPI, deflation, inflation, GDP, IMF, Great Depression, CDS, unemployment, debt monetization, too big to fail, International Monetary Fund, Gross Domestic Product, Consumer Price Index, MBS, mortgage backed securities, over the counter derivatives, European Central Bank, ECB, Baltic Dry Index, sovereign default, bank failure, credit default swaps, BDI, monetary policy, OMT, recession, stock market crash, liquidity, QE3, quantitative easing III, systemic collapse, outright monetary transactions, market intervention, stagflation, tax increases, austerity measures, savings, U.S. Treasury, bank credit, stagnation, economic opportunity, Federal Reserve Chairman Ben Bernanke, instability, entrepreneurship, public funds, jobs, financial crisis, operation twist, bond yields, living standards, financial repression, Carmen M. Reinhart, OTC derivatives. Glass-Steagall Act, interest rates, net loss, middle class, consumer incomes, innovation, economic recovery

Financial Crime Is A Systemic Risk

Famed Austrian economist Ludwig von Mises wrote in his seminal work, Human Action (originally published by the Yale University Press in 1949), that “There is no means of avoiding the final collapse of a boom brought about by credit expansion. The alternative is only whether the crisis should come...

Posted to Hera by Ron Hera on Tue, Oct 23 2012
Filed under: Filed under: Federal reserve, inflation, BRIC, Gold, IMF, OPEC, CDS, OTC derivatives, unemployment, Ben Bernanke, Brazil, debt monetization, RMB, U.S. dollar, International Monetary Fund, European Central Bank, ECB, Austrian economics, crude oil, LIBOR, mortgage fraud, securities fraud, Baltic Dry Index, sovereign default, state sponsored terrorism, FASB, bank failure, credit default swaps, HFT, BDI, monetary policy, money laundering, debt levels, European Monetary Union, OMT, SDRs, debt downgrade, forclosure fraud, GAAP, Australia, zero percent interest rate policy, collapse, recession, stock market crash, High-Frequency Trading, gross notional amount, Ludwig von Mises, consumers, liquidity, deficit spending, Greece, Italy. unfunded liabilities, United Arab Emirates, Russia, QE3, quantitative easing III, South America, London Interbank Offered Rate, hyperinflation. gross credit exposure, Generally Accepted Accounting Principles, systemic collapse, EMU, SML. Special Drawing Rights, mark-to-market rule, Africa. Sistema de Pagamentos em Moeda Local, renminbi, ZIRP, Japan, ISDA, Human Action, sovereign debt crisis, Spain, ATS, India and China, Financial Accounting Standards Board, over the counter, Automated Trading Systems, International Swaps and Derivatives Association, Iran, South Africa, Europe, depression, financial markets, Portugal, Organization of the Petroleum Exporting Countries, outright monetary transactions, Los Zetas, UAE

La función social de los Credit-Default Swaps

Por Philipp Bagus. (Publicado el 29 de junio de 2010) Traducido del inglés. El artículo original se encuentra aquí: http://mises.org/daily/4502 . Siempre que el gobierno crea un problema, hay muchas posibilidades de que acuse a los especuladores de ser los responsables. [1] En la...

Posted to Mises Daily en español by euribe on Tue, Jun 29 2010
Filed under: Filed under: crisis, Philipp Bagus, CDS, Islandia

OTC Derivatives: Failed Banks or Failed Nations?

Economic bubbles are not recognized by those inside of them, and the entire Western world has become quietly trapped inside the largest economic bubble in history. The global financial crisis that began in 2008 has been attributed to sub-prime mortgage lending and mortgage backed securities (MBSs), such...

Posted to Hera by Ron Hera on Tue, May 11 2010
Filed under: Filed under: CEA, S 3217), Alan Greenspan, option, CDS, VaR, Barney Frank, Commodity Exchange Act, Brooksley Born, OTC derivatives, forward, collateralized debt obligation, Warren Buffett, Commodity Futures Modernization Act of 2000, Restoring American Financial Stability Act of 2010, Monte Carlo Simulation, swap, Value at Risk, synthetic CDO, Robert Rubin, credit default swap, Chris Dodd, George Soros, Larry Summers