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RBM
04-08-2009, 09:04 AM
Ten principles for a Black Swan-proof world (To view links or images in this forum your post count must be 2 or greater. You currently have 0 posts.)

I haven't read the link yet, but here's the excerpt (To view links or images in this forum your post count must be 2 or greater. You currently have 0 posts.-491464) that I have read. At first glance it looks to me like a good set of principles. Course there's a lot more to consider past this point.

1. What is fragile should break early while it is still small. Nothing should ever become too big to fail. Evolution in economic life helps those with the maximum amount of hidden risks – and hence the most fragile – become the biggest.

2. No socialisation of losses and privatisation of gains. Whatever may need to be bailed out should be nationalised; whatever does not need a bail-out should be free, small and risk-bearing. We have managed to combine the worst of capitalism and socialism. [snip]

3. People who were driving a school bus blindfolded (and crashed it) should never be given a new bus. [snip] It is irresponsible and foolish to put our trust in the ability of such experts to get us out of this mess. Instead, find the smart people whose hands are clean.

4. Do not let someone making an “incentive” bonus manage a nuclear plant – or your financial risks. [snip] It is the asymmetry of the bonus system that got us here. No incentives without disincentives: capitalism is about rewards and punishments, not just rewards.

5. Counter-balance complexity with simplicity. Complexity from globalisation and highly networked economic life needs to be countered by simplicity in financial products. [snip]

6. Do not give children sticks of dynamite, even if they come with a warning . Complex derivatives need to be banned because nobody understands them and few are rational enough to know it. [snip]

7. Only Ponzi schemes should depend on confidence. Governments should never need to “restore confidence”. [snip]

8. Do not give an addict more drugs if he has withdrawal pains. [snip] The debt crisis is not a temporary problem, it is a structural one. We need rehab.

9. Citizens should not depend on financial assets or fallible “expert” advice for their retirement. [snip] We should learn not to use markets as storehouses of value: they do not harbour the certainties that normal citizens require. Citizens should experience anxiety about their own businesses (which they control), not their investments (which they do not control).

10. Make an omelette with the broken eggs. [snip] Let us move voluntarily into Capitalism 2.0 by helping what needs to be broken break on its own, converting debt into equity, marginalising the economics and business school establishments, shutting down the “Nobel” in economics, banning leveraged buyouts, putting bankers where they belong, clawing back the bonuses of those who got us here, and teaching people to navigate a world with fewer certainties.

Then we will see an economic life closer to our biological environment: smaller companies, richer ecology, no leverage. A world in which entrepreneurs, not bankers, take the risks and companies are born and die every day without making the news.

In other words, a place more resistant to black swans.

Edit: after reading the link, it is obvious the excerpt is true to the original.

Indy
04-08-2009, 01:03 PM
I really liked his book "Fooled by randomness" in which he also discussed his Black Swan idea. This list is a blunt way of recommending policy, without argumentation, but I can agree with 1, 4, 6 and 8.

He really loves railing against the establishment, but many of his insights turned out be relevant, so I don't blame him.

Banning CDSs and fundamentaly changing the incentive structure have become important ideas and he has been clamoring for it for the past few years.

deinotes
04-08-2009, 02:08 PM
Ten principles for a Black Swan-proof world (To view links or images in this forum your post count must be 2 or greater. You currently have 0 posts.)

I haven't read the link yet, but here's the excerpt (To view links or images in this forum your post count must be 2 or greater. You currently have 0 posts.-491464) that I have read. At first glance it looks to me like a good set of principles. Course there's a lot more to consider past this point.



Edit: after reading the link, it is obvious the excerpt is true to the original.
Don't think 6 is a good rule just because something is complex doesn't makes it automatically dangerous.
There will always be found something new to upgrade the leverage.

RBM
04-08-2009, 02:13 PM
I really liked his book "Fooled by randomness" in which he also discussed his Black Swan idea. This list is a blunt way of recommending policy, without argumentation, but I can agree with 1, 4, 6 and 8.

He really loves railing against the establishment, but many of his insights turned out be relevant, so I don't blame him.

Banning CDSs and fundamentaly changing the incentive structure have become important ideas and he has been clamoring for it for the past few years.

I know enough history to know empires change and civilizations fail.

I expect most of these principles will be ignored. The US will continue the downward slide, all the while , the elite and their admirers, will
deny complicity.

I have seen arguments that claim the Roman fall was 5oo years long. Regardless, I expect the slide to be several years minimum, with a further bifurcation of culture/class to develop.

Sequoia
04-08-2009, 02:59 PM
I'm not sure I agree with #9 as regardless of whether retirement is a fixed pension or a self directed IRA or the like, money would still be invested and often it is the employer limiting the options on what funds can be invested in. That is the main problem. I'm not sure there is any way to eliminate risk.

The rest of it I do agree with as well as this assessment:

I know enough history to know empires change and civilizations fail.

I expect most of these principles will be ignored. The US will continue the downward slide, all the while , the elite and their admirers, will
deny complicity.

I have seen arguments that claim the Roman fall was 5oo years long. Regardless, I expect the slide to be several years minimum, with a further bifurcation of culture/class to develop.

I wish it were otherwise, but I've been saying the same thing for a few decades now and what has happened is in line with that assessment.

phej
04-08-2009, 07:57 PM
Why does Taleb need 10 principles? You can reduce it to two:

(1) Make sure the incentives of the agent align with the principal's goals; and

(2) Make sure that liabilities and obligations are transparent. One question to ask is, "If everything goes wrong, what's the maximum loss?"

(1) makes sure that people don't steal from others w/o full disclosure and that financial institutions are not acting like transaction processors when they are in fact investing in risky things. (2) makes sure that institutions do not become too big to fail (like AIG, FNM, and FRE)

RBM
04-08-2009, 09:09 PM
Why does Taleb need 10 principles? You can reduce it to two:

(1) Make sure the incentives of the agent align with the principal's goals; and

(2) Make sure that liabilities and obligations are transparent. One question to ask is, "If everything goes wrong, what's the maximum loss?"

(1) makes sure that people don't steal from others w/o full disclosure and that financial institutions are not acting like transaction processors when they are in fact investing in risky things. (2) makes sure that institutions do not become too big to fail (like AIG, FNM, and FRE)

Hey, bud, I chased up his email for you so you can tell him yourself - but there's a string or two attached:

You are welcome to send me a very brief email at gamma [at] fooledbyrandomness [dotcom]. You would do me a favor if you waited a while as I am not in an online mode and have 1500 neglected letters in my inbox (so please just send mail for pressing matters). Concise messages are much preferable (say a maximum < 40 words) as I will not be able to read long letters. Please do not 1) send me your papers or other “interesting material” to read, 2) ask finance questions (not my specialty, 3) make me to rewrite sections of my books (I write books, not emails), 4) ask for a list of “other interesting books to read”, 5) ask me to provide career or educational advice, 6) send me passages from Tolstoy or the Ecclesiast on luck and randomness, 7) send me the list of typos in my drafts. Note that I almost always reply (but ONLY to short messages), time permitting (but once) –even to nasty emails. Finally, note that, thanks to my new keyboard, I sometimes reply in Arabic, particularly to academics.

Go for it !!

Storm
04-08-2009, 10:38 PM
I think we could actually cut his ideas down to two:

1. Let losers lose

2. Don't put stupid people in charge.

Easier said than done.

phej
04-09-2009, 02:11 PM
Hey, bud, I chased up his email for you so you can tell him yourself - but there's a string or two attached
Go for it !!

I did, but I got this:


Dear correspondent;

Owing to the crisis, and the flood of email messages, I stopped replying to emails outside of the strictly personal or extremely important/urgent.

I apologize for the inconvenience.

Best,
Nassim

RBM
04-09-2009, 03:02 PM
I did, but I got this:

Where there a will, there's a way - start your own blog on it !