Mnuchin Blames Volcker Rule, High-Speed Trading for Volatility

Discussion in 'Wall St. News' started by ajacobson, Dec 19, 2018.

  1. sle

    sle

    Actually, banks not providing liquidity is exactly what the rule is all about. It is designed to prevent undue risk-taking by systematically important institutions. There are plenty of liquidity providers that are not systematically important like hedge funds.
     
    #11     Dec 19, 2018
    murray t turtle and Simples like this.
  2. MKTrader

    MKTrader

    Simply saying what "it's about" or what it's designed to do is tautological. The devil is in the details.
    https://www.brookings.edu/opinions/the-volcker-rule-is-still-a-bad-idea/
     
    #12     Dec 20, 2018
  3. sle

    sle

    It's an opinion and it brings up some valid points, but there are flaws in any approach and Volcker rule is not an exception. However, there is certainly evidence that when the banks were allowed to warehouse risks, they have fucked it up big time (having worked as a prop trader at multiple major IBs, I've witnessed it first-hand).

    The general logic is that the banks are systemically important. Preventing them from directly warehousing risk does probably decrease liquidity, but that's the cost we (as an economy) are willing to bear to avoid bank failures. Pretty much any other approach like regulatory capital, systematic risk stress-tests etc would have very similar implications.
     
    #13     Dec 20, 2018
    Sig and Simples like this.
  4. Simples

    Simples

    Banks are margins of failure. Last resort is more printing or outright confiscation of assets.
     
    #14     Dec 20, 2018
  5. ajacobson

    ajacobson

    @sle

    Just looking for a guess - how much of the liquidity in equities and equity derivs would you guess has been moved/removed under the Volker rule.
     
    #15     Dec 20, 2018
    They likes this.
  6. They

    They

    #16     Dec 20, 2018
  7. maxinger

    maxinger

    We love volatility.

    We can't earn $$$ when market is dead / not moving.
     
    #17     Dec 20, 2018
  8. newwurldmn

    newwurldmn

    I would wager it didn't reduce it much. Explicit prop groups were killed off (or transferred to hedgefunds) but risk taking within the customer books were still allowed under the rule.

    I personally always got the sense the rule was a red herring and distracted from real reform. That's why banks didn't fight it. They knew they got off easy.
     
    #18     Dec 20, 2018
  9. Sig

    Sig

    I seem to remember they were also in the mood to reduce their prop trading anyway at the time given the volatility it introduced to their earnings?
     
    #19     Dec 20, 2018
  10. newwurldmn

    newwurldmn

    Managers loved prop trading. it typically had a higher return than their core businesses which required more infrastructure. I was trading an embedded prop book and our combined pnl was 10% of the entire group (but we were 4 people and the group was 50 people and a huge technology infrastructure).

    It did add volatility which punished the stocks' PE's (with the exception of Goldman)
     
    #20     Dec 20, 2018