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Margin Call The Movie Margin Call Recounts Essay

Margin Call The movie Margin Call recounts a fictionalized version of the fall of Lehman Brothers in the autumn of 2008. The story centers around the trading floor, the company's exposure to toxic mortgage-backed securities and its responses to these challenges. The movie discusses and provides a framework for analyzing a number of financial concepts. This report will use Margin Call to discuss a number of different microeconomic concepts that are seen in the movie.

Market Failure

Lehman Brothers is ultimately a story of market failure, so this is a natural starting point for this analysis. Marker failure occurs when the "quantity of a product demanded by consumers does not equate to the quantity supplied by suppliers" (Investopedia, 2013). Market failure is evident in a number of ways, based on the story of the movie. For example, the traders are instructed to unload their positions in the toxic assets, but they fear that to do so would cost them the relationships with their clients. They must offload these positions because the positions are going to cause the company to go bankrupt, but must do so in a 'fire sale' manner because there is no market for them.

This situation bears several hallmarks of market failure. The first is that the fire sale implies that there is a mismatch between demand and supply of these MBS products. The market at present is in a state of equilibrium but if Lehman begins selling, that equilibrium state will be disrupted. This market failure causes several problems. There are social costs to the traders, who will lose their relationships in the industry. Such costs are not priced into the transaction and they are large enough that they factor into the market failure. Further, the market failure is brought about by information asymmetry. Lehman has knowledge about how bad these products are, and how they will bankrupt the company. Other firms in the industry do not have this information yet. Thus, they will buy the products not realizing this. When they do realize it, there will be market failure because nobody will want to buy the products and everybody will want to sell them. The result is that Lehman must unload the products as quickly as possible, before the inevitable market failure occurs. When the company cannot do this, it goes bankrupt. Thus, market failure occurs because of information asymmetry, and has strong social costs attached to it.

Supply,...

In the beginning, the MBS market was efficient. Demand and supply were aligned, and the prices and volumes reflected this. However, the demand for MBS products was actually based on information asymmetry. Basically, these products were marketed as AAA products when they were nothing of the sort, being highly exposed to changes in interest rates, real estate prices and the unemployment rate. When Lehman's traders learn this about the products, that is when they realize that they need to sell these products. Thus, unloading Lehman's position would take the supply out of line with the demand. Prices will be suppressed and the market will become inefficient. The change in supply will not result in a new equilibrium position in the market, however, because the massive selloff by Lehman will trigger questions at other firms, causing the information asymmetry to be revealed. This will bring the market back to equilibrium at a point where these products have very little value on the market, a status which is equivalent to their intrinsic value. The market had grown on the basis of being inefficient, and its actual efficient frontier was at quite a bit lower, since this is a niche product with a high risk level. However, firms had stockpiled this product, and that was going to cause a major economic collapse. The collapse itself was not the subject of the film, which instead highlighted some of the ways that market inefficiency created by information asymmetry resulted in banks taking excessive positions in these instruments.
Rationality

The movie also touches on the issue of rationality. Efficient market hypothesis argues that markets are efficient, and that market participants behave rationally. The behavior of the characters in Margin Call highlights some instances that can be analyzed for rationality. The first is interesting, in that when Eric is fired, he passes Peter the memory stick. At this…

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References

Investopedia. (2013). Market failure. Investopedia. Retrieved November 20, 2013 from http://www.investopedia.com/terms/m/marketfailure.as
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