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       ROGER LOWENSTEIN

       WHEN GENIUS FAILED

       The Rise and Fall of Long-Term Capital Management

       Copyright

      Fourth Estate

       An imprint of HarperCollinsPublishers 1 London Bridge Street London SE1 9GF www.harpercollins.co.uk

      First published in Great Britain by Fourth Estate in 2001

      Copyright © Roger Lowenstein 2001

      Roger Lowenstein asserts the moral right to be identified as the author of this work

      A catalogue record for this book is available from the British Library

      All rights reserved under International and Pan-American Copyright Conventions. By payment of the required fees, you have been granted the non-exclusive, non-transferable right to access and read the text of this e-book on-screen. No part of this text may be reproduced, transmitted, down-loaded, decompiled, reverse engineered, or stored in or introduced into any information storage and retrieval system, in any form or by any means, whether electronic or mechanical, now known or hereinafter invented, without the express written permission of HarperCollins

      HarperCollinsPublishers has made every reasonable effort to ensure that any picture content and written content in this ebook has been included or removed in accordance with the contractual and technological constraints in operation at the time of publication

      Source ISBN: 9781841155043

       Ebook Edition © DECEMBER 2013 ISBN: 9780007375790 Version: 2018-07-31

       Dedication

       To Maury Lasky and Jane Ruth Mairs

       Epigraph

      Past may be prologue, but which past?

      –HENRY HU

      Contents

       Cover

       Title Page

       Copyright

       Dedication

       Epigraph

       Introduction

       THE RISE OF LONG-TERM CAPITAL MANAGEMENT

       4 Dear Investors

       5 Tug-of-War

       6 A Nobel Prize

       THE FALL OF LONG-TERM CAPITAL MANAGEMENT

       7 Bank of Volatility

       8 The Fall

       9 The Human Factor

       10 At the Fed

       Epilogue

       Notes

       Index

       Author’s Note and Acknowledgments

       About the Author

       Other Works

       About the Publisher

       Introduction

      The Federal Reserve Bank of New York is perched in a gray sandstone slab in the heart of Wall Street. Though a city landmark building constructed in 1924, the bank is a muted, almost unseen presence among its lively, entrepreneurial neighbors. The area is dotted with discount stores and luncheonettes—and, almost everywhere, brokerage firms and banks. The Fed’s immediate neighbors include a shoe repair stand and a teriyaki house, and also Chase Manhattan Bank; J. P. Morgan is a few blocks away. A bit farther to the west, Merrill Lynch, the people’s brokerage, gazes at the Hudson River, across which lie the rest of America and most of Merrill’s customers. The bank skyscrapers project an open, accommodative air, but the Fed building, a Florentine Renaissance showpiece, is distinctly forbidding. Its arched windows are encased in metal grille, and its main entrance, on Liberty Street, is guarded by a row of black cast-iron sentries.

      The New York Fed is only a spoke, though the most important spoke, in the U.S. Federal Reserve System, America’s central bank. Because of the New York Fed’s proximity to Wall Street, it acts as the eyes and ears into markets for the bank’s governing board, in Washington, which is run by the oracular Alan Greenspan. William J. McDonough, the beefy president of the New York Fed, talks to bankers and traders often. McDonough wants to be kept abreast of the gossip that traders share with one another. He especially wants to hear about anything that might upset markets or, in the extreme, the financial system. But McDonough tries to stay in the background. The Fed has always been a controversial regulator—a servant of the people that is elbow to elbow with Wall Street, a cloistered agency amid the democratic chaos of markets. For McDonough to intervene, even in a small way, would take a crisis, perhaps a war. And in the first days of the autumn of 1998, McDonough did intervene—and not in a small way.

      The source of the trouble seemed so small, so laughably remote, as to be insignificant.

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