05.18.12

Jamie Dimon’s Real Mistake

Posted in Blog at 11:46 pm

J.P. Morgan's $2 billion and rising mistake in what was supposedly a hedging strategy is a perfect example of what can happen when an otherwise extremely capable and effective chief executive gets stretched too thin. Dimon did, mostly, the right thing. He faults himself for not having micro-managed the Chief Investment Office as much as he micro-managed everything else, but (a) he trusted its head, who had proven herself again and again, and (b) the positive results coming from it had justified his trust. In retrospect, all those positive results should have flashed a red light, because hedging operations are not supposed to generate profits, at least not consistently. But this is the same mistake that was made by almost every other business, financial or otherwise, which suffered a blow-up over the past twelve years. Even the best manager can't be everywhere, and it is difficult and usually inadvisable to attempt to fix that which doesn't appear to be broken. What this incident demonstrates, yet again, is that these highly complex derivative strategies, when multiplied by a legion of traders, of quant analysts, each pursuing a different concept, and the competing executives who each acquire a stake in the success of their particular group, become too complex for any human being, or small group of human beings, even aided by the best information technology in the world, to manage. Read more [...]

05.01.12

Wal-Mart and Risk Management

Posted in Blog at 11:34 am

"If everything seems to be going well, then you've overlooked something." —From the so-called "Laws of Perversity," corollaries of Murphy's Law:  'If something can go wrong, it will.' If the reports of investigative journalists prove to be true, Wal-Mart has been pursuing a policy of "See no evil, hear no evil, speak no evil," with respect to criminal corporate misbehavior in its Mexican subsidiary.  As a result, the company is now in big trouble, (and its share price has taken a big dive), Read more [...]