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When Genius Failed: The Rise and Fall of Long-Term Capital Management

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When Genius Failed: The Rise and Fall of Long-Term Capital Management

by Roger Lowenstein

Random House Publishing Group | October 9, 2001 | Trade Paperback

With a new Afterword addressing today's financial crisis

A BUSINESS WEEK BEST BOOK OF THE YEAR

In this business classic-now with a new Afterword in which the author draws parallels to the recent financial crisis-Roger Lowenstein captures the gripping roller-coaster ride of Long-Term Capital Management. Drawing on confidential internal memos and interviews with dozens of key players, Lowenstein explains not just how the fund made and lost its money but also how the personalities of Long-Term's partners, the arrogance of their mathematical certainties, and the culture of Wall Street itself contributed to both their rise and their fall.

When it was founded in 1993, Long-Term was hailed as the most impressive hedge fund in history. But after four years in which the firm dazzled Wall Street as a $100 billion moneymaking juggernaut, it suddenly suffered catastrophic losses that jeopardized not only the biggest banks on Wall Street but the stability of the financial system itself. The dramatic story of Long-Term's fall is now a chilling harbinger of the crisis that would strike all of Wall Street, from Lehman Brothers to AIG, a decade later. In his new Afterword, Lowenstein shows that LTCM's implosion should be seen not as a one-off drama but as a template for market meltdowns in an age of instability-and as a wake-up call that Wall Street and government alike tragically ignored.

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      helpful to you?
    M.Y. Ho

    Rating: 4/5

    GREED and GREED

    M.Y. Ho

    10 years ago

    This is a book about GREED. It is very interesting to see how the partners of LTCM tried to squeeze out the outside investors when the hedge fund was making money.

Details

From the Publisher

With a new Afterword addressing today's financial crisis

A BUSINESS WEEK BEST BOOK OF THE YEAR

In this business classic-now with a new Afterword in which the author draws parallels to the recent financial crisis-Roger Lowenstein captures the gripping roller-coaster ride of Long-Term Capital Management. Drawing on confidential internal memos and interviews with dozens of key players, Lowenstein explains not just how the fund made and lost its money but also how the personalities of Long-Term's partners, the arrogance of their mathematical certainties, and the culture of Wall Street itself contributed to both their rise and their fall.

When it was founded in 1993, Long-Term was hailed as the most impressive hedge fund in history. But after four years in which the firm dazzled Wall Street as a $100 billion moneymaking juggernaut, it suddenly suffered catastrophic losses that jeopardized not only the biggest banks on Wall Street but the stability of the financial system itself. The dramatic story of Long-Term's fall is now a chilling harbinger of the crisis that would strike all of Wall Street, from Lehman Brothers to AIG, a decade later. In his new Afterword, Lowenstein shows that LTCM's implosion should be seen not as a one-off drama but as a template for market meltdowns in an age of instability-and as a wake-up call that Wall Street and government alike tragically ignored.

From the Jacket

Praise for Roger Lowenstein's national bestseller Buffett: The Making of an American Capitalist

"A delightful portrait . . . Mr. Lowenstein has done a masterly job."
-- The New York Times Book Review

"A significant contribution to the craft of biography as well as an illuminating and comforting story for investors everywhere."
-- Chicago Tribune

"The singular achievement of Lowenstein's excellent biography... is that it burnishes the Buffett myth while deconstructing it with heavy doses of reality."
-- Barron's

"Lively, smoothly written, and elaborately researched, Buffett is likely to stand as the definitive biography."
-- Business Week

"Thoroughly researched and perceptive . . . a highly readable account."
-- Financial Times

"Lowenstein has accomplished something remarkable."
-- Los Angeles Times


From the Hardcover edition.

About the Author

Roger Lowenstein, author of the bestselling Buffett: The Making of an American Capitalist, reported for The Wall Street Journal for more than a decade, and wrote the Journal''s stock market column "Heard on the Street" from 1989 to 1991 and the "Intrinsic Value" column from 1995 to 1997. He now writes a column in Smart Money magazine, and has written for The New York Times and The New Republic, among other publications. He has three children and lives in Westfield, New Jersey.

Bookclub Guide

Q: Do you know if anyone from Long Term Capital Management has read WHEN GENIUS FAILED? Have you heard from any of them?

A: Yes. Some of Meriwether's former partners, who are partners with him now in a new venture, asked me to make changes because they thought sections of the book would be harmful to their future fund-raising efforts. We, of course,
carefully reviewed and re-reviewed the accuracy of everything in the book but followed a "let-the chips fall where they would" policy with regard to what the reverberations would be.

Q: Was there any way to predict the demise of LTCM by looking at their investment style in the 1990s? Was anyone paying attention?

A: No - they had been a big success in the [19]90s. That was part of the problem. Their models looked backward and, based on that prior success, they invested as though they thought they couldn't lose.

Q: Could LTCM have done more effective damage control to save the fund or did events spiral too quickly?

A: No - that was also part of the problem. Being so self-confident they also got way too big in positions, meaning that once the trouble hit it was impossible to get out without rocking the market even more. They were trapped.

Q: John Meriwether's September 1998 letter to investors (informing them of their incredible losses) was surprisingly optimistic. Do you think he was being disingenuous at the time?

A: No. He believed his trades were good trades- that's why he had gotten into them. As it turned out, they weren't nearly so good as he thought - many have yet to recover. But that aside, he forgot that even good trades can go the
other way. This is what the book calls "the human factor." When people panic, markets don't resemble what's in a computer model. They go where the most nervous trader takes them.

Q: Why do you think the government has filed this incident away and refuses to address it in terms of regulation or legislation while Alan Greenspan simultaneously calls for less regulation?

A: We live in a time of unprecedented prosperity and bullishness. Regulations change (as during the New Deal) when times are bad. When times are good, nobody cares.

Q: The hubris you describe in WHEN GENIUS FAILED is more than most of us can imagine. Should the public treat Meriwether's recent contrition (during interviews) as sincere?

A: You know, I wasn't in the room. It's certainly notable that he said nothing for two years and then issued a mea culpa two weeks before the book came out. But then, he has always been a private man. Perhaps he was being sincere but also self-interested - as are most of us most of the time.

Q: What is the lesson in WHEN GENIUS FAILED for the average American and investor?

Don't believe the future will look like the past. History rhymes, as Twain said, it doesn't repeat. Moreover, don't think that more "sophisticated" investors possess some magic formula or key. They don't, nor do all their computers and their "models." And finally, whenever someone is so confident that they run huge amounts of leverage-more than 30 times debt to equity in this case - run the other way. The one feature that does repeat, although in different forms, throughout financial history is that the people who get into trouble are the people who run up too much debt to survive a rainy day.

Q: Somehow it makes sense that LTCM was based in the secret, monied playground of Greenwich, Connecticut. Maybe a bunch of guys from Jersey would have handled this better.

A: Well I have a strong bias for Jersey guys, as you know. But I think what was important wasn't the Greenwich locale per se but the partners' distance from Wall Street. Seclusion fed the partners' already inflated sense of superiority. If they had been rubbing elbows a little more with guys downtown, who knows?

Trade Paperback

October 9, 2001

Random House Publishing Group

English


0375758259
9780375758256

From the Critics

"A riveting account that reaches beyond the market landscape to say something universal about risk and triumph, about hubris and failure."-The New York Times

"[Roger] Lowenstein has written a squalid and fascinating tale of world-class greed and, above all, hubris."-Business Week

"Compelling . . . The fund was long cloaked in secrecy, making the story of its rise . . . and its ultimate destruction that much more fascinating."-The Washington Post
 
"Story-telling journalism at its best."-The Economist

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