Help Wanted: Risk Management

I have never done this and hate to bust it out on Valentine’s Day, but fact is, I could use some help.

So many Risks, so few Resources (some of you will get this) with which to address them. I can’t remember ever scanning the landscape and feeling so overwhelmed. And I’m officially asking for reinforcements.

Meantime duty calls, and it devolves to me to inventory what hazards appear in within my field of vision. I state upfront that this is likely less than complete rendering.

In perhaps the most telegraphed military action since Queen Anne’s time (and that nasty War of Spanish Succession) Russia is about to attack the Ukraine. Published reports suggest that the only thing that is (temporarily) holding Putin back is a promise to his buddy Xi (and, presumably, to NBCUniversal) to delay deployment until the grim spectacle of the XXIV Winter Olympiad has run its course. Other sources suggest that Vlad the Invader won’t hold out until its dénouement on the 20th. The (episodically reliable) Germans say that the invasion begins Wednesday.

Elsewhere, Canadian Roads are said to be shut down in protest of, well, I’m not precisely sure. Trudeau has sent in the Mounties to end the spat. As others have pointed out, much of the U.S./Canadian border, has been closed for the better part of two years, and now Trudeau is using the military to open it up… …for, why? And, if as is probable, the unrest border expand southward, it will do so with an excess that only we Americans are able to gin up.

Truly spooky CPI figures dropped on Thursday, causing a rout in risk assets, which took our equity indices down to the proximate vicinity of where they were trading last July – now underwater between 4.5 and > 11% for the year.

Credit benchmarks are at multi-year lows.

What financial instruments, you might ask, are at multi-year highs? Well, to name a few – with no economic impact on anyone: Crude Oil, Corn and (if you dare to look) Soybeans:

Beans in the Teens? Well, Yes (Until They Hit Their 20s):

In the wake of the above-mentioned Inflation Tape Bomb, market jaws were flapping in frenzied fashion about an emergency rate hike. Perhaps in result, Madame X 10 Year Yields breached the karmic level of 2%. But then, as predicted in this space, they backed off like a little bitch to a demurer 1.94%. Still and all, and in shocking assault to all that is holy, the Italian Government now pays more than we do to service its long-term debt. I mean, c’mon. America is now viewed as a more reliable obligor than good ole Italy? Since when?

The University of Michigan Consumer Sentiment Index came in at a ten-year low, registering at barely half the level recorded immediately prior to the lockdowns:

A little disclaimer is in order here. As a proud Badger, I carry a combination of anger, distrust and (yes) grudging admiration for anything emanating out of Ann Arbor.

But I think it behooves us to take this product of Wolverine statistical analysis seriously. It is based upon 500 calls they make to individuals who (presumably at any rate) are consumers. To check, well, on their sentiment.

It also bears mention that the index is benchmarked against how surveyed folks was feeling in Q1/66. Just when we was escalating in Vietnam. Right as the Beatles were embarking on what would be their final tour. One month before “The Flintstones” aired its final episode.

Life was pretty sweet back then, in fact, according to the chart, it barely has ever registered better.

But everyone should understand that as of last week, it ain’t even 2/3rds good.

And if that weren’t enough, SEC Chair Gensler recently dropped a > 600-page proposal for incremental regulation of virtually every aspect of human endeavor but saving the sharpest point of his spear for the investment markets. He wants those toiling in these realms to disclose all expenses, all compensation. Wants to put a big fat target on the back of short sellers — by revealing their identities as well as what they are short and how much.

I ask you, ladies and gentlemen, is a wholesale gift to the Reddit/GameStop crowd Good Government?

Now, I certainly ain’t looking to lock horns with the Commandant of the Securities and Exchange Commission (lord knows I learned that lesson when he was Chair of the Commodity Futures Trading Commission), but guys like him really get under my skin. As a matter of public record, he banked nine figures as a partner at – you guessed it – Goldman Sachs, where, before setting out to make the world safe from the evils of Wall Street, he gorged himself on the benefits offered in those realms.

Very nice to have booked transgenerational wealth before embarking on a 15-year odyssey of biting the hand that has fed you.

I have not read where the good Chairman has weighed as to whether members of Congress should sustain the privilege of trading stocks, so perhaps he has held his tongue on this matter. If so, good on him.

I myself am somewhat ambivalent on the topic. And will say no more about it. Or about Gensler. Or the SEC. Or Goldman Sachs.

But gosh oh mighty, they’s sure making it tough on the investment world and I urge everyone to proceed with caution. Even before the new proposed SEC regs, which, after all, are subject to 60 days of public comment before the Commish renders its final judgment.

In the meanwhile, investors have weighed in on the above-mentioned drekage, by selling off pretty hard these last few sessions. My reckoning is that these tidings notwithstanding, their hissy fit will soon dissipate. The world that is awash in liquidity, a significant portion of which must find its permanent home in the capital economy.

To wit: the money supply (M2) has nearly doubled since the lockdowns and has tripled over the last decade:

And the Fed itself is likely to demonstrate happy feet, to reverse course at the first signs of trouble. If you doubt this, turn your mind back to late ’18, when Chair Pow’s hint at rate normalization caused a Christmas market rout so deep that by the following January, he was on his knees begging investors to forgive him. All of which ought to hold up valuations for a spell, at least relative to the specter of a crash.

Which I don’t believe will happen. But it’s gonna be a rocky, volatile ride. Maybe with no letup – at least for a while.

In the short term, I will be keeping a close eye on next week’s PPI figures, whether 10 year yields yet again surge through 2.0% (and hold their higher ground), and (of course) whether and when those pesky Russians breach the Ukrainian border.

And, for anyone who cares, tomorrow marks the (increasingly) dreaded 45-day window for quarterly hedge fund redemptions. If hedgie CFOs are currently avoiding their phones/inboxes, given the putrid performance emanating from their shops, they come by this inclination honestly.

It’s all making me tired. And I could use some help with all this infernal risk management I’m compelled to do. If you’re interested, you know where to find me.

But fair warning.

There are easier ways to make a living.

TIMSHEL

Posted in Weeklies.