Hacker Newsnew | past | comments | ask | show | jobs | submitlogin

Reserve requirements are pretty silly. Many countries never had them.

What you want to keep banks afloat are capital buffers, not reserves.

Expressed differently: reserves are like cash in a vault (or electronic equivalents). What you want instead is a big buffer of equity in the capital structure, so that shareholders can absorb huge losses long before creditors do.

In regulatory terms something like this is called 'minimum capital adequacy ratio'. But it's generally better to set up the rules of the game so that banks naturally want to have more of an equity cushion, instead of giving them strict rules on capital buffers but leave lots of incentives to work around those rules.

As an example of incentives: many tax codes around the world let you pay interest with pre-tax money but dividends have to be paid with post-tax money. (That's simplified, since there's lots of different taxes.)



Slightly ironic that you comment about the silliness of reserves on a post about insolvency of a bank that likely had little reserves


Right, but reserve requirements are in the order of a few percent, certainly not enough to prevent a bank run, or preventing you from being insolvent when the bonds you're holding went down in value by 20% due to interest rate movements. At the end of the day what you actually care about is whether you have more assets (cash or equity) than liabilities.


Reserves are but one tool in the arsenal and it's also for tightly managing the maximum leverage. If all your assets are not cash-equivalent and they fluctuate in value then there is no maximum leverage that can be guaranteed a priori and there is operational risk.


Yes, reserve requirements don't guarantee any maximum leverage either.

Suppose your assets are 50 dollar reserves and 50 dollar investments.

The liability side of your balance sheet is 20 dollars of equity and 80 dollars deposits. For a leverage ratio of 1:4.

If the investments drop 10 dollars in value (to 40 dollars), your leverage ratio goes to 1:8.

If the investments drop 20 dollars in value (to 30 dollars) your leverage ratio goes 1:infinity.

If your investments drop below 30 dollars (say to zero), you are insolvent.

Yes, reserves are a tool that banks can use. But that doesn't mean that legal minimum reserve requirements are a good idea.


Reserve money and insurance are very silly until you need them.


Rubber duckies are very silly, until you need them. (Afterwards, too.)

Just to be clear: the problem is that SVB didn't have enough loss absorbing equity. If they had more, they wouldn't be insolvent.


Why? I don't see any irony here.

The bank also had very few chocolate coins (probably none), but that doesn't mean requiring them to hold more of those in their vault would have improved matters.

The problem is that the bank is insolvent; not so much that the bank is out of liquidity.

If they were solvent, someone would lend them the liquidity they need.


I get that other countries are also doing this but “oh this bag is equities is safe because it’s diverse” proving to be false all the time feels like a good argument against this logic.

Granted if SVB had all these bonds that would pay out “guaranteed” that feels pretty strong


The problem was specifically that they were not diverse, though?

And, absence a run, they were somewhat safe. They effectively concentrated all of their risk in this category. And then got hit there


How are they proving to be false all the time? The FDIC said the last bank they took over was in 2020.


What I was glibly saying was that “we have securities X Y and Z that are in aggregate worth T dollars at current market prices, thus this is like we have T liquid dollars” shortcuts have lead to so many problems when macro economics happen.

I am being glib, though I am very wary of the safety of things that aren’t just like… cash. “We haven’t had to take over a bank for 2 years!” Isn’t as much of a vote of confidence in a system as I’d like.


I’d be curious to hear why such a cadence (let’s say 15 years) is an acceptable price to pay in your book. Do you think this system leads to such substantive increases in American standard of living that it’s worth giant banks toppling do often?


Just treat these leveraged entities like SEC would have brokerages treat margin accounts. There are different leverage ratios counted depending on the risk of the position and if you don't maintain margin you get called and liquidated. Such regulations should be uncontroversial but I guess SVB lobbied for infinite margin and then used it!


What makes you think they had infinite margin? (Or lobbied for it?)

They had assets on their balance sheet that lost in value. They lost enough value to wipe out all the equity, and become insolvent.

Very similar to how your brokerage account can go to zero, if you trade on margin.

The brokerage liquidating your account is pretty similar to the FDIC taking over SVB.

(Yes, in a technical sense SVB went to infinite leverage for a brief moment. Just your brokerage account can go to zero if the market moves faster than your broker pre-emptively liquidates your stuff.)


>Expressed differently: reserves are like cash in a vault (or electronic equivalents). What you want instead is a big buffer of equity in the capital structure, so that shareholders can absorb huge losses long before creditors do.

That sounds like a Ponzi scheme. Wiki:

>A Ponzi scheme (/ˈpɒnzi/, Italian: [ˈpontsi]) is a form of fraud that lures investors and pays profits to earlier investors with funds from more recent investors.


Sure, so when the market goes down and depositors want their money back, they can't.


Pick a bank that only invests in stuff you think won't go down in nominal (!) value.

Like eg a money market fund that sticks to short term government debt. Or a 'narrow' bank.


Kind of happens anyway if there is a bank run, and doesn't happen if there isn't a bank run.




Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: