Mega-frauds and incentives

Thursday, 24th January 2008

The "mega fraud" at SocGen is closely related to the problem discussed here. There is an agency problem that no-one seems to have a solution for. Large groups of people whose actions have a huge impact, from CEOs to proprietary traders, have incentives to behave in a way that serves neither society or shareholders.

The obvious solutions are drastic: reduce reliance on performance based bonuses as incentives, get out of proprietary trading and other businesses that are hard to manage, or hugely strengthen controls and management structures — the last would need to be far more extensive, and far more expensive, than past efforts at reform of either controls on traders or (to deal with the CEOs as well) corporate governance.

There are similar problems with hedge funds, as some economists have been warning for a long time, and with fund management in general. The fundamental problem is the inherent contradiction between devising incentives that:

  1. affect employee behaviour significantly on a short enough term for the results to be visible reasonably soon, and,
  2. investors and shareholders long term interests.