Was the Fed-Organized Bailout of LTCM Favorable?

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Was the Fed-Organized Bailout of LTCM Favorable?

In September 1998, the Federal Reserve of New York intervened to rescue Long-Term Capital Management (LTCM), a very prominent hedge fund on the brink of collapse. The Fed followed this course of action because it wanted to prevent any dire consequences that would affect world financial markets should the hedge fund be allowed to fail. The incident induced an open-ended extension of the Fed’s responsibilities without congressional authorization. Furthermore, the benefits gained through the U.S. Federal Reserve’s intervention in the rescue of LTCM may have been lower than anticipated. Although it did not provide any public money for the salvation operation, the costs, in terms of ‘moral hazard’ as well as the indirect implication of Crony Capitalism, are perhaps greater than those initially perceived.

Long-Term Capital Management was a hedge fund company founded by John Meriwether in 1994, in cooperation with Nobel Prize in economics winners Myron Scholes and Robert Merton who resided on its board.[1] Hedge funds are essentially large, unregulated, private investment pools for wealthy individuals and institutions. They are not limited by the portfolio composition and leverage (how much they borrow compared with their capital) restrictions put on other types of investment vehicles.[2] This company had developed a sophisticated computer model to take advantage of arbitrage deals usually with U.S., Japanese, and European sovereign bonds.

[1] Brennan, Deirdre, Long-Term Capital Management: Technical Note on a Global Hedge Fund, Thunderbird, 1999

[2] Prabhu, Siddharth, Long-Term Capital Management: The Dangers of Leverage, Duke University, 2001

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...San Jose State University, 2001

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