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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Risk Management Lessons from Lance Armstrong

01/11/2010 02:06 AM

After riding up Mauna Kea volcano yesterday, Lance Armstrong is getting ready to travel from the Big Island of Hawaii to Adelaide for the Tour Down Under and the start of the 2010 cycling season.  Thanks to a blog that I stumbled on over the holidays, it seems like a good time to appreciate the risk management lessons from Lance over the years.  That’s the subject of today’s post.

First of all, many thanks to the creators of this post of some of Lance’s greatest quotes: http://www.best-quotes-poems.com/quotations/323/lance-armstrong-quotes-sayings/

For those readers who want real time risk lessons from Lance, please follow @lancearmstrong on www.twitter.com or follow our real time risk commentary at www.twitter.com/dvandeventer, where we pick up many of Lance’s comments.  For anyone who has been asleep for the last 20 years, www.wikipedia.com has a comprehensive bio of Lance http://en.wikipedia.org/wiki/Lance_armstrong and, of course, so does www.livestrong.org  In today’s blog, we try to draw lessons from Lance about both risk management technology itself and the many battles one must fight, either as a risk manager or a risk systems builder, to be successful in identifying the best strategy for risk and return. We draw conclusions from Lance’s quotes, step by step.

Through my illness I learned rejection. I was written off. That was the moment I thought, Okay, game on. No prisoners. Everybody’s going down.  Lance Armstrong

Every reader of this blog has probably had similar experiences, although I hope they were less dangerous, to those that motivated Lance.  For me as a risk professional, the rejection was much less risky and much more mundane. Although I ultimately ran the funding department (treasurer with a lower case “t”) at First Interstate, I was rejected by First Interstate and its predecessors three times before I was finally hired.  I couldn’t even get a job interview on the grounds that the banking industry didn’t need the kind of quantitative training in risk management that I had to offer more than 30 years ago.  I didn’t have the passion for the business per se of Lawrence G. McDonald (A Colossal Failure of Common Sense, 2009), but the rejection motivated me with the same fire that Lance invokes in this quote: Game on. No prisoners, everybody’s going down.  Paul Volcker took care of this Darwinian process for me with a 21% prime rate in the early 1980s.

In March, 1990, I announced to Lehman Brothers Tokyo that I was leaving Lehman (then “Shearson Lehman American Express,” or “SLAX”) to form Kamakura.  The laughter was deafening.  My reaction was the same as Lance’s: “Okay, game on. No prisoners.  Everybody’s going down.”  It was quite a cast of characters, as we described in this blog post “Eulogy for Lehman Brothers-Hasta la Vista Baby” on September 15, 2009:

http://kamakuraco.com/Company/ExecutiveProfiles/DonaldRvanDeventerPhD/KamakuraBlog/tabid/231/EntryId/121/Eulogy-for-Lehman-Brothers-Hasta-la-Vista-Baby-Update-1.aspx

This time, as my good friend Larry McDonald chronicles, Dick Fuld took everyone down for me.  No one’s laughing now.

Next, through most of the early 1990s, Kamakura Corporation was partnered with Treasury Services Corporation, one of the leading risk vendors at the time.  Kamakura provided the high-end analytics and a “proof of concept” graphic user interface that has grown into Kamakura Risk Manager, recently ranked number 1 in asset and liability management and liquidity risk management in the RISK Technology Rankings 2009.  When Treasury Services was purchased by Oracle in 1997, the Treasury Services management team said “You’ll never make it.”  The clients said “Go for it.”  Thank God for the clients, because they were right.

We’ve chronicled the trials and tribulations of risk managers who’ve given good advice to management who won’t listen.  Lance has given the best advice: Okay, game on. No prisoners. Everybody’s going down.  For some members of senior management, the end result will be convictions for securities fraud.

It’s nice to win. I’ll never win again. I may have to take up golf – take on Tiger.  Lance Armstrong

It’s hard to compare what risk managers do with 7 victories in the Tour de France.  Our victories are quiet, giving good advice and having someone years later say “Thanks, you were right.” The victory is doing the right thing.  That’s reward enough.  We don’t need the applause.  That’s why I don’t have to play golf with Tiger for my second career.  Instead, I’ll play for a roomful of kids in my second career as a rock and roll ukulele player.

A boo is a lot louder than a cheer. If you have 10 people cheering and one person booing, all you hear is the booing.  Lance Armstrong

Risk managers get booed all the time.  They get booed by people like this dufus, who vented on a blog of one of the best risk managers of all time:

“Will these Nerds (sic) ever learn? You can’t determine credit risk through mathmatical (sic) models. Just look at all the people with good credit scores who are defaulting on their home loans because they lost their  jobs. Models can tell you what happened in the past but there are too many variables to predict the future. They are only as good as the input and a lot of that is just assumptions, not proven data.”

This is example of the worst type of critic, those who argue that if you can’t foresee risk perfectly, you shouldn’t even try.  Nassim Taleb, the Jay Leno of the risk management business, is a very funny commentator of this ilk. Nassim’s so entertaining that his books are well worth reading, even though he’s completely wrong.  A more primitive type of booer is the line guys and senior management whose bonuses are threatened when risk gets measured correctly.  When money is at stake, the passion of the opposition is just as virulent, and just as wrong, as the people who booed Lance to 7 Tour de France victories. There’s only one way to deal with it: Okay, game on. No prisoners. Everybody’s going down.

I figure the faster I pedal, the faster I can retire.  Lance Armstrong

One legend of the risk management technology business once said to me: “This business is just like surfing.  If you get too far out in front of the wave, you lose momentum and the wave eats you up.  If you get too far back in the curl, the wave eats you up.  You have to be just in the right spot in the wave.” He should know better than to use a surfing analogy with someone who remembers when the Beach Boys were boys.  There’s more to being in the right spot on the wave.  You have to be able to surf when you get there.

When Robert Jarrow joined Kamakura as Managing Director of Research in 1995, we immediately began working on the integration of credit risk with market risk, asset and liability management, and liquidity risk.  We were way out in front of the wave, but we could see from Japan collapsing all around us that this was a key to successful surfing.  If we missed one wave, we’d catch the next one (2007-2009).  Lance is right—don’t wait.  Don’t stall the board and wait for the wave. Go hard or go home.

If children have the ability to ignore all odds and percentages, then maybe we can all learn from them. When you think about it, what other choice is there but to hope? We have two options, medically and emotionally: give up, or Fight Like Hell.  Lance Armstrong

When it comes to risk management technology, we can never stop trying to get better, and we can never stop helping those who need to understand risk to have that understanding.  Lance has seen tens of thousands of cancer victims do their best no matter what the odds of success are.  For those of us in the risk business, we have a much easier challenge, but the nature of the challenge is the same.  We will never cure all diseases, and we’ll never eliminate all unreasonable risks, but we have to try anyway.

Pain is temporary. It may last a minute, or an hour, or a day, or a year, but eventually it will subside and something else will take its place. If I quit, however, it lasts forever.  Lance Armstrong

In putting in place a state of the art risk management architecture (people, information, and technology), one needs a lot of patience, time and money.  Institutions and individuals who don’t have the patience to push through this pain are doomed to failure.  One group that has failed often is that group of vendors who relied heavily on debt or preferred stock with an explicit maturity.  Let’s say it has five years to mature—what if the pain instead is going to last seven years and then success will be assured?  An enormous number of quitters haven’t lasted long enough to find that out.  More on that in another blog post on risk management history.

Two things scare me. The first is getting hurt. But that’s not nearly as scary as the second, which is losing.  Lance Armstrong

What do we mean by “losing” in a risk management context?  Does it mean what happens when Vendor A beats Vendor B at ABC Company?  Of course not.  As is often said about countries and governments, companies get the risk management that senior management deserves.

Instead, “losing” is thinking that you’ve understood the risks correctly and measured them correctly, but you turn out to be wrong.  If that doesn’t scare you, you shouldn’t be in risk management.  If you aren’t scared of losing, you’ll never win the Tour de France.

Winning is about heart, not just legs. It’s got to be in the right place.  Lance Armstrong

What if you have the analysis, you have the information, and you have the risk systems in place?  That’s the legs in the cycling analogy.  Where does the heart come in?  In passionately advocating to management and the board what the implications are of the risk analysis that results.  Without that heart, without that passion, no one will take you seriously and the risk of institutional and personal failure is high.

If you worried about falling off the bike, you’d never get on.  Lance Armstrong

Just like getting hurt and losing, risk managers don’t always get it right.  The best football teams sometimes lose.  Lance didn’t win every race.  Senior management that doesn’t understand this needs to be replaced.  Risk managers who don’t understand this should find another job.  It’s all about getting on that bike and riding as hard as you can, no matter what.

It can’t be any simpler: the farewell is going to be on the Champs-Elysees.  Lance Armstrong

How true that is.  Just compare Larry Fink and Bill Gross with Charles Prince and Dick Fuld.  The race is over.

Pain is temporary. Quitting lasts forever.  Lance Armstrong

Worth saying more than twice.

The riskiest thing you can do is get greedy.  Lance Armstrong

How right you are.  Please note, former board members and senior management of places like Lehman Brothers, Bear Stearns, AIG, Citigroup, Bank of America, New Century, IndyMac and many others.

Thanks, Lance, for lots of important lessons.

Donald R. van Deventer
Kamakura Corporation
Honolulu, January 11, 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

ARCHIVES