Who Gets Thrown Under The Bus In The Next Financial Crisis?

Submitted by Charles Hugh-Smith of OfTwoMinds blog,

The speculative excesses and political power of Wall Street pose a strategic threat to the Deep State, and as a result a showdown between the Deep State and the surface machinery of governance that has been captured by Wall Street is looming.

The basic idea of the Deep State is that the visible machinery of governance–electoral politics and the Federal Reserve–doesn't set strategic policy, it ratifies and implements decisions made behind closed doors. In Mike Lofgren's definition, the Deep State is "effectively able to govern the United States without reference to the consent of the governed as expressed through the formal political process."

In my analysis, the Deep State is the National Security State which enables a vast Imperial structure that incorporates hard and soft power–military, diplomatic, intelligence, finance, commercial, energy, media, higher education–in a system of global domination and influence.

The Dollar and the Deep State (February 24, 2014)

Ukraine: A Deep State Analysis (February 27, 2014)

Like any other bureaucracy, the Deep State is prone to group-think, the tendency to join the prevailing "herd" in accepting a dominant paradigm and narrative that identifies key dynamics and sets priorities.

Group-think responds to both success and failure. In the case of the Deep State, key elements of the neo-conservative paradigm have been discredited. The Rise and Fall of the Failed-State Paradigm: Requiem for a Decade of Distraction (Foreign Affairs)

(Anyone seeking a public reflection of the current thinking within the Deep State would do well to read Foreign Affairs, with an emphasis on reading between the lines.)

For the sake of argument, let's assume the leaders of the U.S. Deep State are not complete morons. Granted, that is quite a stretch, given that these are the people who gambled the lives of thousands of American troops and trillions of dollars in treasure on discretionary wars in Iraq and Afghanistan.

But it is also reasonable to assume that the neo-conservatives who naively assumed that residents of Baghdad would not only welcome their foreign liberators with baskets of flowers but would magically reconstruct the social institutions that had been systemically destroyed by Saddam over the previous 30 years–yes, those neo-con nincompoops– have been quietly put to pasture on their mini-estates in Northern Virginia.

In other words, it is reasonable to assume that the Deep State has accepted that "mistakes were made" and flushed those responsible for the previous decade's disasters.

The Deep State undoubtedly has its own niceties and protocols, but it is by necessity ruthlessly Darwinian: failure is not only always an option, it is inevitable as a systems-level consequence of tightly connected, interactive complex systems; such failures are known as "normal accidents," catastrophes resulting from seemingly small miscalculations and miscues that cascade into systemic crises.

As a result, incompetence cannot be rewarded lest the Deep State itself suffer the consequences.

The Deep State's prime directive is to preserve the Deep State itself and the nation it depends on for its survival. My analysis starts by identifying the vectors of dependency. (To the best of my knowledge, I am the first to use this term in this context.) The Deep State depends on the survival of the U.S. nation-state, but the nation-state does not depend on the Deep State for its survival, despite the certainty within the Deep State that "we are the only thing keeping this thing together."

Strategy is one thing, responding to crisis is another. The surface government (elected officials, regulatory agencies, the Federal Reserve, etc.) responds to crisis in two basic ways: it chooses whatever short-term politically expedient fix reduces the immediate political pain (also known as "kicking the can down the road") and it sacrifices the interests of politically weak groups to protect its cronies and fiefdoms.

This crisis-response triage requires that somebody gets thrown under the bus. In the 2008 financial crisis, the Fed threw savers and the bottom 95% under the bus to funnel hundreds of billions of dollars–what was previously paid in interest–to the banks to rebuild their broken balance sheets. The Fed also provided limitless liquidity to bank trading desks and financiers to skim billions from carry trades, effectively channeling the nation's financial resources to enrich its cronies, the top 1/10th of 1%.

The Deep State must take a longer view, and make strategic triage decisions. All sorts of people, groups and policies are routinely tossed under the bus–foreign leaders, resistance groups, civil liberties, etc.–as the Deep State adjusts to long-term developments and crises with strategic consequences.

Many Deep State decisions and policies are barely noticed, even though they are completely public. For example, the U.S. Deep State recognized that the dissolution of the Soviet Union opened an extremely dangerous door to nuclear weapons falling into non-state hands. So the U.S. spent tens of billions of dollars helping secure the thousands of Soviet nuclear weapons left in limbo after the breakup.

Though the Deep State's institutional bias is to focus on conventional national security issues, it must also monitor potential strategic threats created by issues such as climate change, immigration and Peak Cheap Oil. The financial crisis was apparently an unexpected and unwelcome distraction from the geopolitical Great Game, and the response of the Deep State was muted.
while the surface policies of the Federal Reserve and Federal government appear to serve the interests of the financial Elites, I am beginning to discern the possibility of a strategic Deep State response to the next (and inevitable) financial crisis.

This crisis is simple to summarize: the paper claims on wealth so far exceed actual wealth that something's gotta give. These claims include trillions of dollars in shadow-banking bets (derivatives and other leveraged claims all teetering on a tiny base of real collateral) and trillions of dollars in debt-based claims on future income.

Simply put, the vast majority of these claims will have to be zeroed out, i.e. these phantom-claim "assets" will be voided and declared worthless. This leads to the key question: who will the Deep State throw under the bus to preserve itself and the nation-state?

Once again, identifying the vectors of dependency clarifies the strategic priorities. As I pointed out in The Dollar and the Deep State, the pre-eminence of both the Deep State and the U.S. nation-state depend on the U.S. dollar remaining the key reserve currency in the global economy.

The collapse of the U.S. dollar would destroy the foundation of both the Deep State and the U.S. nation-state, hence my conclusion that the Deep State will not enable that collapse.

As for all the financial claims on real wealth that will have to go to zero value, let's identify the operative vector of dependency with a question: which scenario most threatens the Deep State: 50 million hungry Americans taking to the streets shouting, "we're mad as hell and we're not going to take it any more!" or 10,000 financiers losing a couple trillion dollars in phantom wealth?

In other words, the phantom financier claims of Wall Street now pose a strategic threat to the integrity of the U.S. and its Deep State.

The Deep State needs a functioning U.S. nation-state, and a mass uprising arising from the collapse of the state cannot be suppressed with a few whiffs of grapeshot. The collapse of global pre-eminence and state financing of food stamps and other social welfare programs directly threaten the Deep State.

The collapse of financier fortunes? While that would hurt some Yalie cronies, the Deep State is not Wall Street; it attracts those who prefer power to wealth and strategy to trading. I have no doubt whatsoever that the leadership of the Deep State would have no qualms about throwing bankers and financiers under the bus once they pose a strategic threat to the U.S. dollar and other financial interests vital to the Deep State, for example, keeping 300 million Americans distracted, placated and docile.

It's certainly not lost on the Deep State that a palpable hatred of bankers, financiers and the Federal Reserve is taking root across the land. I know this is outside the mainstream, but I think it is increasingly likely that the financial system's skimmers and swindlers are being recognized as potential strategic threats to the Deep State.

What is essential to the Deep State's survival and supremacy and what is not essential? Are 10,000 obscenely wealthy financiers essential? No. Between saving the U.S. dollar and making whole the $100 trillion in nominal-value bets made by financiers in offshore shadow-banking accounts–there's no contest.

Conventional wisdom has it that Wall Street dominates the state and the Fed. To the degree that these formal surface institutions can be influenced by lobbying, campaign contributions and plum positions, this is true. But these surface institutions only ratify and implement Deep State directives.

I know this sounds "impossible" within conventional narratives, but I am increasingly confident that the financiers' phantom claims on real wealth will be thrown under the bus in the next global financial crisis. Look at it this way: there's essentially nothing left to stripmine from the bottom 80%; most have been reduced to neofeudal debt-serfdom. Since the survival of the nation-state depends on the 80% remaining either passive or productive, the Deep State has a vital strategic interest in both the U.S. dollar and in maintaining the social welfare programs that enable the bottom 80%'s survival.

The Three-and-a-Half Class Society (October 22, 2012)

The Deep State also needs the top 20% to remain productive to maintain U.S. soft and hard power. Transferring trillions of dollars in real wealth to make good the claims of the financier class would require the stripmining of the whatever assets the top 20% still hold. This transfer would directly threaten both the nation-state and the Deep State.

The dominance of Wall Street over the formal, visible machinery of governance has persuaded many that Wall Street is the Deep State. I believe this is a serious misread of the real Deep State. As I noted in The Dollar and the Deep State, to even discern the outlines of the Deep State requires a senior military position or national-security civilian equivalent.

Those writing knowledgeably about Wall Street and finance typically show near-zero knowledge of high-echelon U.S. military and national-security assets, policies and networks, so this blind spot is understandable.

It's widely assumed that Wall Street rules the roost in both the mainstream financial media and in the alternative financial blogosphere. In my view, the speculative excesses and political power of Wall Street pose a strategic threat to the Deep State, and as a result a showdown between the Deep State and the surface machinery of governance that has been captured by Wall Street is looming.

Though everyone who is convinced the U.S. dollar will go to zero is confident that Wall Street will emerge victorious from the next financial crisis, I am convinced of the opposite: the Deep State will do whatever it takes to eliminate strategic threats to the integrity of the Deep State and the nation it depends on for its power and survival. In a financial crisis that threatens the dollar and the Deep State, the phantom claims of Wall Street's financier skimmers, scammers and swindlers will be tossed under the bus with few qualms. The triage might even be performed with a certain relish.

Put another way: we've reached Peak Wall Street and it's all downhill from here.


    



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S&P Spikes On Massive Volume As Russia Denies “Ultimatum”

While the news actually broke earlier, once the headline that Russia denies an “ultimatum” threat to assault the Ukrainian fleet hit Reuters, the algos smashed USDJPY higher and that lifted stocks on a huge volume spike ($3.7bn notional in first minute) up to near VWAP.

Reuters:

  • RUSSIAN BLACK SEA FLEET SAYS IT HAS NO PLANS TO LAUNCH ASSAULT ON UKRAINIAN MILITARY UNITS IN CRIMEA – INTERFAX NEWS AGENCY

Bloomberg:

  • *RUSSIAN DEFENSE MINISTRY SAID TO DENY UKRAINE ULTIMATUM

 

 

Interestingly, no follow-through and not even enough juice to hit VWAP… despite USDJPY’s best efforts to get S&P futures back to that balance point…

 

Charts: Bloomberg


    



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Russia Denies It Has Given Ukraine An Ultimatum, Calls It “Utter Nonsense”

Just released from Vedomosti, google translated for most linguistic impact:

Russian Defense Ministry denies reports appeared that the Ukrainian military in Crimea delivered an ultimatum .

 

Today the agency ” Interfax-Ukraine” reported, citing a source in the Defense Ministry of Ukraine , that the commander of the Black Sea Fleet of Russia Alexander Vitko an ultimatum Ukrainian soldiers in the Crimea . According to the source agency , if, prior to 5:00 am Tuesday Ukrainian soldiers ” do not give up , start a real assault units and parts of the Ukrainian Armed Forces around the Crimea.”

 

The official representative of the Russian Defense Ministry called Message agency ” utter nonsense ” and said that any ultimatums Ukrainian military in the Crimea was not put.

 

Head of Naval Forces of Ukraine in Sevastopol Crimean authorities busy loyal soldiers about half ( in its territory is located a few buildings ), another half remains under control VMSU says Ukrainian officer , with no clusters of armed men and now there is no activity , but about the ultimatum he heard nothing.

Hmmmm, whom to believe…


    



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The Biggest Component Of CPI – Rent – Is Now The Highest Since 2008: What Does This Mean For Broad Inflation?

Even as the Fed laments that inflation as measured by either the hedonically adjusted CPI, or the PCE deflator measure (which on any given month is whatever a seasonal adjustment excel model says it is), is persistently below its long-term target of 2%, one component of the broader CPI basket has quietly continued risen to new multi-year highs. That would be the so-called owners’ equivalent rent (OER), which is the biggest component of the CPI, and measures imputed costs of renting one’s own home: it is currently the highest it has been since 2008.

 However, while it accounts for a whopping 23.9% of the CPI basket, OER has a far smaller share or 11.3% of the Fed’s preferred inflation metric, the PCE deflator.

Bank of America observes that over long periods of time OER and the rest of the CPI should tend to move together, reflecting overall inflation — that is, changes in the purchasing power of a dollar. However, in recent years that has been anything but the case, with OER now the highest since the Lehman crisis and rising ever higher even as the Non Shelter Core CPI continues to decline.

To be sure, the surge in rent prices to record highs is nothing new, and should be familiar to Zero Hedge readers. After all we presented just this a few short months ago:

 

 

Still, this divergence between rising rental inflation and disinflation in everything else has led Bank of America to ask whether as some analysts expect, an abrupt reversal in inflation is due with surprises to the upside. BofA cites said analysts who point to “special factors” that have either temporarily depressed inflation or are poised to jump higher very soon. Some of these stories have difficulty explaining why inflation has been so low for the past few years — those are rather persistent “temporary” factors.

At this point BofA points out that while in the short-term the divergence between the series is indeed notable, over the longer-term the two datasets eventually converge:

That co-movement can be seen clearly in Chart 1: since the user cost concept of OER was incorporated into the CPI in 1983, the correlation between the annual inflation rates in OER and the non-shelter core CPI has been 0.63. This strong positive relationship largely reflects the general downward trend in inflation since the  early 1980s, as the Fed consolidated the credibility gains from the Volcker disinflation and as other macro factors (such as globalization and the decline of collective bargaining and wage indexation) helped restrain price growth.

 

Look a little more closely at Chart 1, however, and it becomes apparent that there are several periods in which OER goes up — at least for a short time — but then reverts back to trend. Thus, it can be a misleading indicator of inflationary pressure in the medium term. More importantly, these times are typically ones in which the rest of the core CPI index falls as OER rises. This pattern is particularly clear in Chart 2. Since the peak of the housing bubble, the correlation between OER and non-shelter core CPI inflation actually has been negative: -0.29, in fact.

What is Bank of America’s conclusion about this

We can make this intuition more rigorous by separating the two inflation series into a longer-run trend and a cyclical component. The low-frequency trend in inflation likely varies over time, as inflation expectations and more persistent economic factors (such as globalization, as noted above) are not constants. We estimate these trends using an unobserved components model over the full sample of available data. Not surprisingly, the time-varying trends are highly correlated: 0.79. This correlation coefficient is larger than for the two individual series as the model isolates the common long-run determinants of inflation.

 

Conversely, the cyclical components as identified by this procedure are negatively correlated, albeit not significantly so for the full sample: about -0.03. Looking just at the post-bubble period, the correlation drops to -0.33. Thus, if anything, high OER has been an indicator of lower, not higher, inflation. What is going on? In a nutshell: tight household budget constraints.

And there you have New Normal Paradox 101.

In its attempt to reflate asset prices at all costs, and succeeding with both the stock market and new housing bubble if not so much wages and the broad economy, the Fed has made housing unaffordable for the vast majority of the population (confirmed further by the plunge to 15 year lows in mortgage applications), forcing Americans to scramble for rental housing, sending rents to all time highs. This can be is seen in the OER. The problem is that with so much of monthly discretionary spending going to rental, it means there is far less in free cash flow available to be used for other purchases. Which also means that inflation away from rents is declining and getting lower with every month almost as a result of the surge in rents!

Continuing with Paradox 101: if indeed the Fed wants to stimulate broad inflation and boost the economy with a stable and achievable 2% inflationary target, it should pop the housing and rental bubbles, and send prices for this component of the CPI basket plunging, affording consumers more discretionary cash flow for other purchases.

Sadly, the Fed, comprised of clueless economist PhD hacks, will never figure this out, and instead will ponder and wonder how it is possible that month after month even more broad deflation appears to be setting in. Of course, it only needs to look at the culprit – every period the incremental inflation is being eaten up by the monthly rental paycheck. Sadly, it won’t, and certainly not before it is too late, and this too housing bubble bursts uncontrollably. By then, then there will be bigger fish to fry, than wondering where all the inflation has gone.


    



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European Stocks Plunge, Led By Germany (And Banks)

Perhaps surprisingly, Germany’s DAX index was the weakest in Europe today as the Russia-Ukraine debacle escalates, underperforming high-beta “safe-havens” like Spain and Italy (which also fell rather notably). Despite the 2.5% to 3% declines across all major European equity markets, sovereign bond spreads barely budged! Seriously, Italian and Spanish bond spread rose a mere 5bps on the day. European banks collapsed 3.6%, its biggest drop in 6 months. EURCHF continues to collapse, now at 14 month lows (-200 pips today) as 2Y Swiss rates close at -11.4bps (the lows of 2014).

Germany was the worst of the major European indices…

 

…led by a collapse in banks…

 

Charts: Bloomberg


    



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IMF Gets A Warm Welcome In Spain

Despite near record low bond yields, a surging stock market and a leadership proclaiming victory, the people of Spain appear upset at the IMF’s appearance in their nation. Around 2,000 people protested in Bilbao today as the IMF (member of the infamous Troika) overturning cars and windows, graffiti-ing “IMF Out!” and held banners saying “Troika Go Home”, denouncing economic policies that welcome austerity measures and the introduction of cuts.

 

While Christine Lagarde, who attended, lauds the progress (and demands more); perhaps it is the record unemployment, record suicides, record homelessness, and record loan delinquencies that tarnish the rose-colored glasses that ‘the powers that be’ would prefer the general public to see the world through.

 


    



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After Ukraine, Is This Country Next?

Yields on Belarus government bonds have surged to near 10% this morning (up 130bps) and the “managed” Belarus Ruble has leaked further to new record lows against the US Dollar. One can’t help but wonder what message the Russian actions are sending to other Eastern European nations but one thing is clear, capital is not comfortable there as bonds see the biggest price drop in almost 3 years.

Belarus Bonds seeing major outflows…

 

Charts: Bloomberg


    



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Weekly Sentiment Report: Headwinds

Somewhere along the way, I have heard the old stock market adage that the technicals break with the news. I am sure investors are sitting at home on this Sunday evening wondering how the events in Ukraine will play with the markets come Monday morning.

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Despite the new all time highs in the SP500, it has been my contention for the past 3 weeks that we are in a NEUTRAL market environment. A neutral market environment implies that the markets will be ruled by overbought and oversold conditions, and after going straight up for the prior 2 weeks and becoming overbought, the markets seem to flatten out last week. We start this week with the SP500 futures opening down about 1%. I am sure the dip will be bought and anyone of a number of reasons will be given*. And it wouldn’t surprise me to see the SP500 turn positive, so we can all breath a collective sigh of relief that the world is saved yet once again.

Three weeks ago we had a sell signal, and although the market is at new highs, our sell signal was not followed by a buy signal. What would constitute a buy signal? If investors had turned extremely bearish on equities following January’s sell off, then we can say that this is a meaningful bottom that should lead to higher prices. Buyers short circuited January’s sell off repeating a pattern that has been in place since 2012 where dips have been shallow as investors have anticipated Federal Reserve intervention, which seemed to be timed to limit investors’ angst because the markets had pulled back almost 5%. Oh my gosh! In any case and as the data shows, a market that fails to periodically clear itself of the weak hands (i.e., those investors late to the rally) is a weak market, and with 1 buy signal in 2013 alone (when historically over 23 years of data there have been 2.5 per year), this market is vulnerable.

In essence, one day doesn’t make a market. By our measures, the upside should remain limited. In addition, to our neutral market environment, corporate insiders continue to be extremely bearish, and higher prices will only produce more selling leading to further bearish extreme readings in the “smart money” indicator (see figure 3 below).

 

*Reasons why stock market is higher:

1) the USA is the cleanest shirt (safe haven) in the laundry

2) the Fed is ready to act

3) Europe won’t be effected by the turmoil

4) this is a buying opportunity

5) the USA can fill the natural gas void

 

The Sentimeter

Figure 1 is our composite sentiment indicator. This is the data behind the “Sentimeter”. This is our most comprehensive equity market sentiment indicator, and it is constructed from 10 different variables that assess investor sentiment and behavior. It utilizes opinion data (i.e., Investors Intelligence) as well as asset data and money flows (i.e., Rydex and insider buying). The indicator goes back to 2004. (Editor’s note: Subscribers to the TacticalBeta Gold Service have this data available for download.) This composite sentiment indicator moved to its most extreme position 10 weeks ago, and prior extremes since the 2009 are noted with the pink vertical bars. The March, 2010, February, 2011, and February, 2012 signals were spot on — warning of a market top. The November, 2010 and December, 2012 signals were failures in the sense that prices continued significantly higher. The current reading is neutral.

Figure 1. The Sentimeter

fig1.3.3.14

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Dumb Money/ Smart Money

The “Dumb Money” indicator (see figure 2) looks for extremes in the data from 4 different groups of investors who historically have been wrong on the market: 1) Investors Intelligence; 2) MarketVane; 3) American Association of Individual Investors; and 4) the put call ratio. The indicator shows that investors are NEUTRAL.

Figure 2. The “Dumb Money”

fig2.3.3.14

Figure 3 is a weekly chart of the SP500 with the InsiderScore “entire market” value in the lower panel. From the InsiderScore weekly report: “A market-wide Sell Bias continues to strengthen, however there is some seasonality to the selling as Q1 is when the majority of companies issue restricted stock awards and stock option grants. This results in elevated selling levels at many companies as insiders time their sales to coincide with award and grant vestings. Taking a more granular look at the activity; the Sell Bias is strongest within the S&P 500 and the Healthcare, Materials and Technology sectors. Insiders in the closely-watched Transportation and Semiconductor industries are each displaying Strong Sell Biases. While selling levels are increasing, they’re not unusually high at the moment and, as we expressed earlier, there is a seasonal aspect to some of the selling.”

Figure 3. InsiderScore “Entire Market” value/ weekly

fig3.3.3.14

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