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Monday, January 04, 2010

RISK AND REALITY: Part 3: Updating Our Prediction, One Year Later -- After The Fall Of Lehman Brothers


Risk and Reality with Dr. Franco Oboni


http://www.riskope.com/

Measurements of Magnitude


In the wake of the Lehman Brothers' unprecedented fall, as we had discussed previously, we decided to conduct a risk assessment of the potential for various factors relating to the probability of a domino-effect recession throughout the world. In the previous issues we talked about our prediction of the length and other impact variables of the recession which were to follow the catastrophic event. In this issue, we don't have to talk about the likelihood of the "earthquake." We want to talk about its severity, i.e. -- just how deep would the "crack" be?

As a measurement of the probable Depth of Recession, we selected the “loss of service and control” in a “G20- type country” system, rather than by using the usual financial indicators. As a matter of fact, the review of 200 years of socio-economic history clearly shows that finance and societal well-being do not always precisely follow the same time scales.

We used simple terms to define the damage, to allow readers to easily get a mental image of what we meant when we defined the various increasing levels of “loss of service and control” as follows:


1. The Blues, which corresponds in our case to the Status Quo, i.e. the state of affairs in November 2008, i.e. wide-spread budget cuts in the non- key services, for example, starting with culture, the arts, then spreading to to education; some protests and visible, newsworthy discontentment;

2. Generalized Poverty, high rate of unemployment (up to 10%-12%), poor to non-existent maintenance of civil systems, reduced health programs, reduction of salaries of public officers, increased protests, some criminality increase, and some increase in the level of violence;

3. Severe Impoverishment, extreme rate of unemployment (over 12%), severe reductions of public transportation offered, gradual replacement of police forces with armed forces patrolling, reduction of state-managed retirement plans, with more widespread and vociferous generalized protests and criminality increase, significantly escalating levels of violence;

4. Catastrophic Disruption (of Order and Quality of Life), global rioting, wide-spread criminality and sacking, and critical loss of control.


Reportedly, some countries in the G20 group had already passed the Status Quo level one year ago, but as we were developing this study for a “generalized” country within the group, we did not focus our attention on those particular cases.

Using the above four "Depth Of Recession" categories, it appears that a country in:

TB: the Blues, can be considered as a lightly damaged system;

GP: Generalized Poverty can be considered as in critical state, but still functioning; while a country having -

SI: Severe Impoverishment or CD: Catastrophic Disruption can be considered as in a “failed system state”.


The paucity of available data, quite common in our practice in any industry we work for, did not deter us from defining probabilities (which of course were not based on "proper" statistics, as they were not available).

To do the job, we used specific methods we have developed in the past (Appendix 2 in “Improving Sustainability through Reasonable Risk & Crisis Management" F. Oboni & C. Oboni, ISBN 978-0-9784462-0-8”, 2007), and used for many years while performing risk assessments around the world for a wide array of industries, but ironically, never for banks.


Based on the criteria that “the future does not equate to the past”, we adjusted historical durations and rates of occurrence, taking into account possible compounding of the (then) present recession with other future potential crises, such as oil reserves depletion and water scarcity, climate changes, and certain other variables which would have to, of necessity, be included in a forecasting model.

Interestingly enough, several months prior to the publication of this article, many people were beginning to speak about a possible “double dip” recession.

[Series To Be Continued]

- This article was written by internationally-acclaimed risk evaluation expert Dr. Franco Oboni, and edited by Douglas Castle for The National Networker Newsletter.


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