TIP707: The Collapse of Long-Term Capital Management w/ Clay Finck

TIP707:长期资本管理公司倒闭事件暨克莱·芬克

We Study Billionaires - The Investor’s Podcast Network

教育

2025-03-21

1 小时 20 分钟
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In this episode, Clay explores When Genius Failed by Roger Lowenstein, the gripping story of the rise and fall of Long-Term Capital Management (LTCM).  Founded by Wall Street’s brightest minds, including Nobel Prize-winning economists, LTCM generated astronomical returns using complex mathematical models and extreme leverage—until a financial crisis in 1998 exposed its fatal flaws. Clay also discusses the dangers of overconfidence, the illusion of diversification, and why excessive leverage can be a ticking time bomb.  Additionally, he shares details on an exclusive value investing event hosted by TIP in Big Sky, Montana, in September 2025. IN THIS EPISODE YOU’LL LEARN: 00:00 - Intro 03:34 - How John Meriwether and a team of Wall Street’s brightest minds, including Nobel laureates, built a hedge fund that seemed invincible, using sophisticated financial models and extreme leverage. 25:55 - LTCM’s reliance on mathematical models that assumed markets behaved rationally, leading them to underestimate the possibility of extreme events. 48:30 - How the Russian debt default triggered widening credit spreads, exposing LTCM’s overleveraged positions and leading to catastrophic losses. 54:49 - Why LTCM’s failure posed systemic risks to the global financial system, forcing the Fed to coordinate a rescue with major Wall Street banks. 01:08:17 - The dangers of excessive leverage, overconfidence in financial models, and the mistaken belief that markets always revert to historical norms. 01:15:09 - How to attend our new value investing event in Big Sky, Montana, bringing together passionate investors for deep discussions and meaningful connections. And so much more! Disclaimer: Slight discrepancies in the timestamps may occur due to podcast platform differences. BOOKS AND RESOURCES Join the exclusive TIP Mastermind Community to engage in meaningful stock investing discussions with Stig, Clay, Kyle, and the other community members. Lowenstein’s book: When Genius Failed. Mentioned book: Big Mistakes. Related Episode: Listen to TIP514: Permanent Supply Chain Disruptions that Will Destroy the Economy w/ Jim Rickards. Email Shawn at shawn@theinvestorspodcast.com to attend our free events in Omaha or visit this page. Follow Clay on X. Check out all the books mentioned and discussed in our podcast episodes here. Enjoy ad-free episodes when you subscribe to our Premium Feed. NEW TO THE SHOW? Get smarter about valuing businesses in just a few minutes each week through our newsletter, The Intrinsic Value Newsletter. Check out our We Study Billionaires Starter Packs. Follow our official social media accounts: X (Twitter) | LinkedIn | Instagram | Facebook | TikTok. Browse through all our episodes (complete with transcripts) here. Try our tool for picking stock winners and managing our portfolios: TIP Finance Tool. Enjoy exclusive perks from our favorite Apps and Services. Learn how to better start, manage, and grow your business with the best business podcasts. SPONSORS Support our free podcast by supporting our sponsors: Hardblock Found SimpleMining CFI Education The Bitcoin Way Unchained Netsuite Fintool Shopify Onramp Vanta TurboTax Fundrise HELP US OUT! Help us reach new listeners by leaving us a rating and review on Spotify! It takes less than 30 seconds, and really helps our show grow, which allows us to bring on even better guests for you all! Thank you – we really appreciate it! Support our show by becoming a premium member! https://theinvestorspodcastnetwork.supportingcast.fm Learn more about your ad choices. Visit megaphone.fm/adchoices Support our show by becoming a premium member! https://theinvestorspodcastnetwork.supportingcast.fm
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  • You're listening to tip.

  • Charlie Munger once said that smart men go broke in three liquor, ladies and leverage.

  • The story of Long Term Capital Management is a case study in the third.

  • In this episode, we're diving into the book When Genius Failed by Roger Lowenstein, which tells the incredible rise and catastrophic fall of one of the most famous hedge funds in history.

  • Founded by Wall Street's brightest minds, including Nobel Prize winning economists, Long Term Capital Management seemed invincible.

  • Until it wasn't.

  • Using complex mathematical models, they placed massive, highly leveraged bets, convinced the market would always behave predictably.

  • For four years, they raked in astronomical profits with almost no volatility, attracting capital from the biggest banks and investors in the world.

  • But in 1998, a financial crisis exposed the flaws in their assumptions, triggering a collapse so catastrophic that the Federal Reserve had to step in to prevent a broader financial meltdown.

  • During this episode, we'll also explore the dangers of overconfidence, the illusion of diversification, and why excessive leverage can be a ticking time bomb.

  • Markets don't always behave rationally, and as John Maynard Keynes warned, they can remain irrational longer than you can stay solvent.

  • During the last few minutes of the episode, I'll also be sharing details on a brand new exclusive event that TIP will be hosting in the mountains of Big Sky Montana in September of 2025.

  • So if small in person gatherings are of interest to you, then be sure to stick around until the end to learn more.

  • With that, let's dive right in.

  • Since 2014 and through more than 180 million downloads, we've studied the financial markets and read the books that influence self made billionaires.

  • The we keep you informed and prepared for the unexpected.

  • Now for your host play fink.

  • From 1994 to 1998, long term capital Management had been the envy of Wall street, putting up eye popping returns of more than 40% per year, with no losing stretches, minimal volatility and seemingly no risk at all.

  • It was run by a number of geniuses with PhDs who would arbitrage the market and had decades of experience doing so.

  • The fund amassed $100 billion in assets, with virtually all of it borrowed from bankers.