ABOUT THE AUTHOR

Donald R. Van Deventer, Ph.D.

Don founded Kamakura Corporation in April 1990 and currently serves as Co-Chair, Center for Applied Quantitative Finance, Risk Research and Quantitative Solutions at SAS. Don’s focus at SAS is quantitative finance, credit risk, asset and liability management, and portfolio management for the most sophisticated financial services firms in the world.

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Kamakura Blog: Mr. Smith Goes to Wall Street and Buys a Rolex

05/25/2010 07:51 AM

In the classic 1939 film “Mr. Smith Goes to Washington,” the legendary Jimmy Stewart plays a naïve Westerner who was appointed U.S. Senator and then has to learn the realities of Washington the hard way.  What would have happened if Mr. Smith instead had gone to Wall Street today? This blog presents one possible script.

Mr. Smith boarded his plane out West and set down at Newark Airport three hours later.  He was so excited about his first trip to Wall Street that he dropped his bags in the hotel and took a cab right to the corner of Wall and Broad Streets, or as close as he could get with all the security these days.  He was wide-eyed with amazement.  He was surrounded by hundreds of people walking purposely, even rudely by his sensibilities, to get somewhere in a hurry.  Mr. Smith didn’t have any special agenda on this trip.  He just wanted to learn what Wall Street was really like, because he was sure it couldn’t really be as bad as the newspapers said it was.

Before he could decide what to do, he heard someone calling out to him.  “Hey, Mister, do you want to buy a watch?  I’ve got one Rolex Yacht Master watch left to sell.  I want to go home and I’m willing to sell this $8,000 watch for $15 so I can leave now.”

Mr. Smith was so surprised, he said, “Hello there, I’m Jefferson Smith and I’ve just arrived in New York from out West.  Pleased to meet ya.  And your name is?”

“My name is Vampire Squid,” said the watch man.  “I know it’s a strange name but everyone knows me by that name on Wall Street.  Now what do you think of this watch?”

“Why that’s a mighty fine watch,” said Mr. Smith.  “Are you sure that it’s a real Rolex? I can’t believe that you’d sell it for only $15. That’s quite a bargain.”

At this point Mr. Squid turned to two men on his right.  He gave a one dollar bill to each of them, and he turned back to Mr. Smith.  “Sir, these gentlemen are the Moody Brothers, Standard Moody and Poors Moody.  They’re experts in rating watches.  Just ask them whether this is real or not and they’ll tell you.”

Mr. Smith shook hands with Standard Moody and Poors Moody and said, ”Gentlemen, what a piece of good luck for me that you’re standing right here at the very time I need an expert opinion on a watch. Can you tell me what you think?”

Standard & Poors Moody replied in unison, “We are expert in ratings watches and it is our opinion that this is indeed an $8,000 Rolex Yacht Master watch.”

Mr. Smith turned back to Mr. Squid and said, “It’s very helpful to get an expert opinion at exactly the time I most needed one.  That’s really helpful and I just might be tempted to fork over $15 for the watch.  But I am still not sure.”

Mr. Squid turned to a man on his left, and he paid him a dollar.  “Let me introduce my friend here.  He’s French.  His name is Credit de Fault Swap.  He’s in a very interesting business.  Lots of times people aren’t sure whether they’ll like the watch after they take it home.  So if you pay him a dollar and then tomorrow if you decide you don’t like the watch, he’ll buy it from you for $8,000.  There’s no risk in this for you.”

“My, that’s a mighty fine proposition.  Just knowing Mr. Swap is willing to do that is all I need to know, since you and the Moody brothers have already told me it’s a real Rolex.  I’ll take one. Here’s my $15 dollars.”

Mr. Smith proudly admired his new watch all the way back to his hotel, confident that his first purchase on Wall Street was wildly profitable.  He was gazing at the watch later that evening when it simply fell to pieces, a mess of glass, metal and gears.  “Imagine that,” he thought, “A Rolex watch just falling apart like that.  I’ll just have to go to Mr. Squid and exchange it for another one.”

So the next morning he returned to the corner of Wall and Broad Street and saw Mr. Squid, the Moody brothers, and Credit de Fault Swap.  “Hello, gentlemen, might fine to see y’all again.  I’ve had a little trouble with that lovely Rolex watch you sold me yesterday and I was hoping to exchange it for a new one.”  Mr. Vampire Squid looked at him with disbelief and said to Mr. Smith, “Sir, I am in the business of selling watches, not buying them back.”

Mr. Smith was taken aback, but he realized he’d ignored Mr. Credit de Fault Swap for too long.  Mr. Smith turned to him and said, “Mr. Swap, I think now would be a very good time for me to buy that watch insurance from you.  Can I pay you that dollar you mentioned for the right to sell you the Rolex for $8,000?”  Mr. Swap smiled and said, “Mr. Smith, yesterday the price was a dollar for that insurance, but today the price has risen to $7,999.  Are you interested?”

Again, Mr. Smith was surprised.  He turned to Standard & Poors Moody. “Hello, boys, I remember you distinctly telling me yesterday that this was a real Rolex.  I think you gentlemen made a mistake and you should buy back this worthless watch from me for $15.”

“We’re sorry, Mr. Smith, but it’s a free country and we were just expressing our opinion on the watch.  It’s freedom of speech.  It wasn’t a recommendation to buy or sell a watch.  You’re responsible for that.”

Mr. Smith was about to stomp off when a very large African man about 6 feet 8 inches tall approached him.  “Sir, I was here yesterday when you bought that watch.  I feel sorry at your misfortune.  My name is Mr. Pimko Blackrock and I run a huge portfolio that’s invested in watches.  These gentlemen are disreputable and you should place your trust in me.  I know the watch market because my portfolio is so large, and you can trust me to tell you its real value.”

Mr. Smith was very relieved.  “At last, Mr. Blackrock, I’ve found somebody I can trust.  How much will you offer me for my Rolex?”

“I’m sorry to say, Mr. Smith, that you should have asked my advice yesterday.  This isn’t a real Rolex, it’s a fake, and now it’s broken.  The real market price for it now is only $2 dollars.”

Mr. Smith was shocked.  His triumph of yesterday had vanished.  What looked like a profit of $7,985 had turned into a loss of $13.  Dejected, he handed the watch to Mr. Blackrock, took his $2, and trudged sadly back to his hotel.

Mr. Blackrock smiled as Mr. Smith turned away.  Mr. Blackrock took 3 long strides over to Mr. Squid.  Without a word, Mr. Squid paid him $5 for the broken watch. In 30 minutes it would be fixed and history would repeat itself. Again. Again, and again.

Donald R. van Deventer
Kamakura Corporation
Honolulu, May 25, 2010

 

ABOUT THE AUTHOR

Donald R. Van Deventer, Ph.D.

Don founded Kamakura Corporation in April 1990 and currently serves as Co-Chair, Center for Applied Quantitative Finance, Risk Research and Quantitative Solutions at SAS. Don’s focus at SAS is quantitative finance, credit risk, asset and liability management, and portfolio management for the most sophisticated financial services firms in the world.

Read More

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