Skip to content

Comment on 'Black swans' and 'perfect storms' become lame excuses for bad risk managementparent

Comments

The problem is not restricted to banking.

The problem is that any two competitors X and Y, in any field.

If X does not plan for low-probability failure and Y does, then Y will not have the additional inefficiency/overhead and so X will out-compete Y.

If the time frame for low-probability failure is long enough, and if being out-competed means the end of your business, then an efficient market means that risks which typically take longer than time T to manifest will not be handled, where T is the time for X to out-compete Y, given their advantage.

What's your point? Customers will choose the mix of cost and risk that makes them comfortable.

I guess that my point is that anyone who thinks that a market will give them long-term stable institutions/companies is wrong.

I think that conclusion is likely to be surprising/controversial to some/many people.

> I guess that my point is that anyone who thinks that a market will give them long-term stable institutions/companies is wrong.

Definitely. It's a complex, dynamic system that requires enormous amounts of failure, misattribution and foolish optimism to work.

The beautiful thing is that it turns these human inevitabilities from negatives into positives.

AboutSource Built by g1lg1l

Hackerly is an independent reader for Hacker News, built on the public HN API. Not affiliated with Y Combinator.