Conditional

A study, not a scroll of doom

Every instrument you can be exposed to was invented, and every one has failed somewhere.

That is not a doom argument — it is the opposite. If the arrangement you live inside was built by people at a particular moment for a particular reason, then it is a choice rather than a law of nature. It can be understood. And understanding is the only thing that has ever helped anyone act early instead of late. The future is not certain. Markets fail. Study is the difference between being surprised and being ready.

31 asset types85 documented collapses9 classesfrom c. 1780 BCE to 2023

The record itself

Before any instrument there had to be a way to say who owes what. Writing was invented for this.

Money

Tokens everyone agrees to accept. Every failure here is the moment the agreement was questioned.

Debt

Claims on someone else's future income. The oldest tradable promise, and the most reliably broken.

Ownership

Permanent divisible claims on what an enterprise earns. Younger than most people assume.

Commodities

The physical things, priced by weather, war, and the distance between where they are and where they are needed.

Real assets

Assets you can stand on. Illiquid, leveraged, and responsible for most systemic banking crises.

Derivatives

Contracts whose value comes from something else. Invented to reduce risk, repeatedly used to concentrate it.

Pooled vehicles

Vehicles that hold assets on your behalf. The convenience is real; so is the layer between you and what you own.

Modern constructions

Instruments younger than most people reading this. Short histories, so the failure record is thin rather than absent.

Every collapse, in order

Four thousand years, and the mechanisms rhyme.

Leverage against an asset assumed to keep rising. Borrowing in a unit you do not earn. A promise whose issuer decides whether keeping it is survivable. The instruments change; the failure modes are a short list.

  1. c. 1780 BCEBabylonThe ledger

    Debt jubilees written into law

    Hammurabi's code capped interest and voided debts after failed harvests; Mesopotamian kings periodically erased consumer debt outright.

    The oldest ledger-keeping societies built a release valve in. Perpetual compounding against people who cannot pay was understood as a stability problem four thousand years ago.

  2. 1023Song ChinaCurrency

    The first government paper money

    Jiaozi began as merchant receipts and were taken over by the state. Later Yuan issues were printed past their backing and collapsed.

    Paper money is a thousand years old and has failed repeatedly. The mechanism never changes: issuance outrunning the reason to accept it.

  3. 1315–1317Northern EuropeGrain

    The Great Famine

    Successive wet years destroyed harvests; grain prices multiplied and millions died.

    Commodity prices are a physical constraint expressed in numbers. A price spike in food is not an abstraction to most of the world.

  4. 1324CairoGold

    Mansa Musa's hajj

    The Malian emperor distributed so much gold crossing Egypt that the Cairo price reportedly stayed depressed for a decade.

    A store of value is only scarce until someone arrives with more of it. Supply shocks are not a modern invention.

  5. 1345FlorenceSovereign bonds

    Edward III defaults

    The English crown repudiated its debts to the Bardi and Peruzzi houses, both of which collapsed.

    Sovereigns default when repaying costs more than the reputational damage. This has never stopped being true.

  6. 1494VeniceThe ledger

    Double-entry standardised

    Pacioli published what Venetian merchants already used: every entry recorded twice, so an error announces itself.

    The innovation was not arithmetic but a structure where mistakes cannot hide. The same reason this app keeps raw rows append-only.

  7. 1494FlorenceBanks

    The Medici bank fails

    Overextended sovereign lending, particularly to the English crown, plus weakening control over branches.

    The most sophisticated institution of its century failed for the most ordinary reason: lending to borrowers who could refuse to repay.

  8. 1545–1700Potosí, BoliviaSilver

    The mountain that funded an empire

    Vast silver output financed Habsburg Spain and drove price inflation across Europe for a century.

    A monetary windfall is not the same as wealth. Spain imported bullion, exported inflation, and deindustrialised.

  9. 1621Banda IslandsSpices

    The Banda massacre

    The VOC killed or enslaved most of the Bandanese population to secure a nutmeg monopoly.

    The first multinational corporation's competitive advantage was violence. This belongs in the history of finance, not outside it.

  10. 1636Dutch RepublicLand

    Speculation follows the boom

    Land and property speculation accompanied the tulip episode, financed by the same credit expansion.

    Asset bubbles are usually credit events wearing an asset's clothes.

  11. 1637Dutch RepublicShares

    Tulip mania

    Bulb contracts traded at multiples of a craftsman's annual income, then collapsed within weeks.

    The first speculative mania arrived within a generation of the first stock market. Recency never explains a bubble.

  12. 1720London and ParisShares

    South Sea and Mississippi

    Two schemes to swap government debt for company shares inflated and burst in the same year.

    When a state and a speculative company are entangled, the state has an incentive to keep the story going.

  13. 1770sIndian OceanSpices

    The monopoly breaks

    French agents smuggled nutmeg and clove seedlings to Mauritius; cultivation spread and prices collapsed.

    A monopoly on a living thing has a shelf life. Scarcity enforced by control is not the same as scarcity.

  14. 1789–1797FranceSovereign bonds

    Assignats

    Revolutionary France issued debt against confiscated church land, then printed far beyond the collateral. The paper lost nearly all value in eight years.

    Backing an obligation with an asset does not help if you issue more claims than the asset covers. The failure is in the ratio.

  15. 1869New YorkFutures

    Black Friday

    An attempt to corner the gold market collapsed when the Treasury sold, ruining many participants.

    Corners depend on the counterparty being unable to deliver. When that counterparty can print, the corner ends.

  16. 1873United StatesSilver

    The Crime of '73

    Silver was dropped from coinage, contracting the money supply and deepening a depression that lasted years.

    Changing what counts as money redistributes wealth between debtors and creditors. It is always a political act.

  17. 1873PhiladelphiaCorporate debt

    Jay Cooke and the railroad bust

    The failure of a major railroad financier triggered a panic and a depression lasting years.

    Infrastructure debt is a bet that demand arrives before the interest does. Sometimes it does not.

  18. 1906San FranciscoInsurance

    The earthquake and fire

    Claims bankrupted a dozen insurers; Lloyd's paid in full, which built its reputation permanently.

    Insurance concentrates correlated risk. One event, every policy in the region, all at once.

  19. 1907New YorkBanks

    The Knickerbocker panic

    A failed copper corner triggered runs on trust companies; J.P. Morgan personally organised the rescue, which led to the Federal Reserve.

    Before there was a lender of last resort there was a man. Institutions are what happens after a crisis proves that cannot be relied on twice.

  20. 1913Owens Valley, CaliforniaWater rights

    The aqueduct

    Los Angeles acquired Owens Valley water rights through agents concealing their purpose, draining the valley's agriculture.

    Water rights are acquired quietly because the price changes the moment intent is known.

  21. 1921–1923Weimar GermanyCurrency

    Hyperinflation

    Prices doubled roughly every two days at the peak. Mark-denominated savings became worthless.

    Currency destruction is a wealth transfer from savers to debtors. It does not feel like a market event; it feels like everything costing more.

  22. 1926FloridaLand

    The land boom

    Lots sold sight unseen at escalating prices; a hurricane and a rail embargo ended it before 1929 arrived.

    Illiquid assets bought with leverage on the expectation of a greater buyer. This template has never gone out of use.

  23. 1929United StatesConsumer credit

    Buying on margin

    Investors borrowed up to 90% of a stock's price; falling prices forced selling, which drove prices lower.

    Leverage converts a decline into a cascade. The mechanism is mechanical, not psychological.

  24. 1929–1932New YorkShares

    The Great Crash

    US equities fell roughly 89% peak to trough and did not regain the 1929 nominal high until 1954.

    Twenty-five years to recover. Any plan whose worst case is a few bad years has not looked far enough back.

  25. 1933United StatesGold

    Executive Order 6102

    Private gold ownership was criminalised; citizens surrendered holdings at $20.67, after which the official price was raised to $35.

    The asset held to escape government reach can be reached by government. Confiscation risk is part of the instrument.

  26. 1930sUnited StatesMortgages

    The balloon that popped

    Short interest-only mortgages required refinancing every few years. When credit froze, mass foreclosure followed and the long fixed mortgage was created in response.

    The 'normal' mortgage is a deliberate policy artifact, designed after the previous normal failed catastrophically.

  27. 1963South Bend, IndianaPensions & annuities

    Studebaker

    The automaker's collapse left thousands of workers with a fraction of promised pensions, leading directly to ERISA.

    A promise from an employer is only as durable as the employer. Pension protection law exists because of this specific failure.

  28. 1971WashingtonCurrency

    The gold window closes

    The US ended dollar convertibility to gold; the world moved to floating fiat within two years.

    The monetary system every living person treats as normal is younger than most of their parents. It is an arrangement, and arrangements change.

  29. 1972Soviet Union and United StatesGrain

    The Great Grain Robbery

    The USSR quietly bought a large share of the American wheat crop; prices roughly doubled and fed into the decade's inflation.

    Information asymmetry in a physical market moves prices before anyone can react. Somebody always knows first.

  30. 1973GlobalOil

    The oil embargo

    OPEC's embargo quadrupled prices, triggering inflation, rationing, and a decade of stagflation.

    A single input can propagate into every price at once. Energy is not one category in a budget; it is inside all of them.

  31. 1974United StatesREITs

    The first REIT crash

    Mortgage REITs collapsed with the property downturn; the sector took a decade to recover.

    A liquid wrapper on an illiquid asset does not make the asset liquid. It relocates the mismatch.

  32. 1975New York CityMunicipal bonds

    Ford to City: Drop Dead

    New York came within hours of default; federal help arrived only after severe austerity conditions.

    Municipal support is discretionary and political. The backstop is a decision, not a rule.

  33. 1980GlobalGold

    The peak and the long wait

    Gold hit $850 in January 1980 and did not see that nominal level again until 2008 — in real terms, far longer.

    Inflation hedges can spend decades underwater. 'Eventually' is doing a lot of work in most gold arguments.

  34. 1980New YorkSilver

    The Hunt brothers' corner

    An attempt to corner silver pushed prices to roughly $50, then collapsed over 50% in a single day when exchange rules changed.

    Cornering a market means your exit has no counterparty. Leverage plus illiquidity has one ending.

  35. 1980–1990Latin AmericaSovereign bonds

    The lost decade

    Mexico's 1982 default triggered a regional crisis. Borrowing in a currency you cannot print turned a rate shock into insolvency.

    Currency mismatch is the recurring killer — the same error at national scale as at household scale.

  36. 1980sAmerican MidwestFarmland & timber

    The farm crisis

    Land values collapsed by more than half after a debt-fuelled boom; thousands of farms and hundreds of rural banks failed.

    Productive land is still bought with leverage, and leverage is still what breaks.

  37. 1986GlobalOil

    The counter-shock

    Saudi Arabia abandoned price defence and oil fell from $30 to under $10, bankrupting producers and contributing to the Soviet collapse.

    Producers are as exposed as consumers, in the opposite direction. Every price has two victims.

  38. 1987New YorkOptions

    Portfolio insurance

    Automated hedging strategies sold into a falling market, amplifying a one-day 22% decline.

    When many participants hold the same hedge, executing it simultaneously becomes the crash.

  39. 1989–1990United StatesHigh-yield debt

    The market seizes

    Drexel Burnham collapsed, the high-yield market froze, and leveraged deals financed at the peak defaulted en masse.

    A market that depends on one firm to make prices is not a market. Liquidity from a single participant vanishes when they do.

  40. 1989–1995JapanMortgages

    The land bubble

    Tokyo land prices reached levels implying the Imperial Palace grounds outvalued California; the collapse took decades to work through.

    Property collateral is only as good as the price assumption underneath it, and that assumption can be wrong for thirty years.

  41. 1989New YorkPrivate equity

    RJR Nabisco

    A $25bn buyout, then the largest ever, that became the case study in leverage and ego.

    Deal size correlates with cycle position. The biggest transactions cluster near the top.

  42. 1990–TokyoShares

    The Nikkei's long wait

    Japan's index peaked in late 1989 and took more than three decades to return to that level.

    'Stocks always recover' describes a specific market over a specific window. The counterexample is a G7 economy.

  43. 1990Tokyo and New YorkArt & collectibles

    The Impressionist bubble

    Japanese buyers using bank credit collateralised by art drove records, then the market fell sharply and works vanished from view for years.

    Illiquid assets bought with leverage. The template again, in a different costume.

  44. 1991JapanLand

    The land price collapse

    Japanese land values fell for over a decade, taking the banking system with them.

    When land is bank collateral, a property correction is automatically a credit crisis.

  45. 1992LondonForeign exchange

    Black Wednesday

    The pound was forced out of the European Exchange Rate Mechanism in a day despite enormous intervention.

    A government can lose to a market. Pegs work until defending them costs more than abandoning them.

  46. 1992LondonInsurance

    The Lloyd's asbestos crisis

    Long-tail liabilities ruined thousands of individual Names whose liability was unlimited.

    Risks can take decades to surface. A policy written in 1950 destroyed people in 1990.

  47. 1994Germany and SingaporeFutures

    Metallgesellschaft and Barings

    One firm lost over $1bn on a hedge whose maturities did not match its obligations; another was destroyed by one trader's futures positions.

    A hedge that does not match the exposure in timing is a new speculative position wearing a hedge's name.

  48. 1994United StatesSecuritisation

    The mortgage derivative blowup

    Rate rises destroyed structured mortgage products; several funds and a large county went bankrupt.

    Structured products fail on the risk that was structured away rather than the one that was hedged.

  49. 1996Tokyo and LondonIndustrial metals

    The Sumitomo copper affair

    A single trader accumulated a dominant position and hid roughly $2.6bn in losses over a decade.

    Physical commodity markets are opaque enough for one participant to distort them for years.

  50. 1997BangkokForeign exchange

    The baht breaks

    Thailand's dollar peg failed and contagion spread across East Asia within months.

    Currency pegs concentrate risk instead of removing it. The calm is real until it is not.

  51. 1997East AsiaConsumer credit

    Dollar borrowing, local revenue

    Corporate and bank borrowing in dollars against local-currency income unwound violently when currencies fell.

    Borrowing in a unit you do not earn in is the same error at every scale.

  52. 1998GreenwichOptions

    Long-Term Capital Management

    A fund run by the authors of options theory failed when correlations moved together in a way the models treated as near-impossible.

    Models are calibrated on periods that did not contain the event that breaks them. This is structural, not careless.

  53. 2001HoustonThe ledger

    Enron

    A ledger telling a story its own transactions did not support, sustained by entities built to keep obligations off the page.

    A record is only as good as what it refuses to omit. Every accounting scandal is ultimately a provenance failure.

  54. 2001HoustonCorporate debt

    Enron's bonds

    Investment-grade rated weeks before bankruptcy, leaving bondholders with pennies.

    A rating is an opinion produced by a firm paid by the issuer. Treat it as one input rather than a fact.

  55. 2000sUnited States and UKPensions & annuities

    The great de-risking

    Employers moved en masse from defined benefit to defined contribution, transferring longevity and market risk to individuals.

    Risk did not disappear; it was reassigned to the person least equipped to model it. That reassignment is why tools like this exist.

  56. 2006 & 2013European UnionCarbon credits

    Allowance prices collapse

    Over-allocation twice drove EU carbon prices near zero, removing any incentive to abate.

    In a market whose supply is set by policy, the political process is the fundamental. There is nothing else underneath.

  57. 2007–2009United States and EuropeConsumer credit

    The mortgage crisis

    Household debt was packaged and rated as though its risks were independent. They were correlated.

    The instruments were novel. The failure was not: too much borrowing against an asset assumed to keep rising.

  58. 2007United StatesMortgages

    Subprime

    Loans underwritten on the assumption prices would keep rising, bundled into securities rated as though defaults were independent.

    Correlation is the thing that kills portfolios. Every loan in the pool depended on the same house price assumption.

  59. 2007–2009GlobalPrivate equity

    The buyout hangover

    Deals financed at peak valuations with peak leverage went through bankruptcy across retail and media.

    Leverage is a bet on continuity. It performs beautifully until revenue pauses.

  60. 2007–2008GlobalGrain

    The food price crisis

    Rice and wheat spiked on export bans, biofuel demand, and energy costs, triggering unrest in dozens of countries.

    Commodity shocks propagate into political instability faster than into financial markets.

  61. 2007–2009GlobalSecuritisation

    CDOs

    Pools of subprime loans rated AAA on the assumption that regional defaults were independent. They were not.

    The rating measured the model. The model's correlation assumption was the entire product.

  62. 2008–Zimbabwe, Venezuela, Lebanon, ArgentinaCurrency

    The pattern continues

    Four currency collapses in two decades, each following deficit, monetisation, capital flight, abandonment.

    Not a historical curiosity. It is happening somewhere now, and the people it happens to were not more foolish than you.

  63. 2008–2015GlobalFarmland & timber

    The land rush

    Sovereign funds and institutions acquired agricultural land at scale after the food price crisis, often displacing existing users.

    When an asset is reclassified as an investment, the people already using it rarely benefit.

  64. 2008New YorkInsurance

    AIG

    An insurer's derivative unit wrote protection on mortgage securities without reserving as an insurer would; the rescue exceeded $180bn.

    Insurance written outside insurance regulation is still insurance, and still needs reserves.

  65. 2010New YorkIndex funds & ETFs

    The Flash Crash

    Several ETFs traded at pennies during a 36-minute dislocation; thousands of trades were cancelled after the fact.

    An ETF's price and its holdings' value can separate exactly when you most want to sell.

  66. 2012GreeceSovereign bonds

    The largest restructuring in history

    Roughly €200bn of privately held debt written down by more than half, inside a currency union that removed devaluation as an option.

    Inside the wealthiest bloc on earth, in living memory, the promise was renegotiated. 'Risk-free' is a modelling convenience.

  67. 2012–2016CaliforniaWater rights

    Drought pricing

    Water trading prices rose more than tenfold during severe drought, revealing the value of senior rights.

    Scarcity pricing in a necessity is politically unstable regardless of how sound the market design is.

  68. 2013DetroitMunicipal bonds

    The largest municipal bankruptcy

    $18bn in obligations restructured; both bondholders and pensioners took losses.

    A tax base can leave. Unlike a sovereign, a city cannot print and cannot stop residents from moving.

  69. 2014TokyoCryptocurrency

    Mt. Gox

    The dominant exchange lost roughly 850,000 bitcoin and collapsed.

    An asset with no counterparty risk, held at a custodian, has counterparty risk. The property is in the protocol, not in your account.

  70. 2015ZurichForeign exchange

    The franc unpegs

    The Swiss National Bank abandoned its euro floor without warning; the franc moved nearly 30% in minutes and several brokers failed.

    The most credible institutions can change policy overnight. 'Committed' is a statement about intent, not a guarantee.

  71. 2015–2016United StatesHigh-yield debt

    Energy high-yield

    Oil's collapse triggered a wave of shale defaults; a large fund blocked redemptions entirely.

    A fund promising daily liquidity on assets that trade rarely has made a promise it cannot always keep.

  72. 2016Puerto RicoMunicipal bonds

    Territory default

    Roughly $70bn of debt, much of it held by retail investors attracted by triple tax exemption.

    Tax advantages attract buyers who are not pricing the risk. The yield was compensation for something.

  73. 2018United StatesIndex funds & ETFs

    Volatility products fail

    Inverse volatility ETNs lost most of their value in a single session and were terminated.

    The wrapper being an ETF says nothing about the risk inside it. Some are broad ownership; some are leveraged bets.

  74. 2020United StatesCorporate debt

    The Fed buys corporate bonds

    In March 2020 the Federal Reserve announced corporate bond purchases for the first time, halting the selloff almost immediately.

    Central bank backstops now extend to private credit. That changes the risk you are actually holding, in ways not yet fully tested.

  75. 2020sGlobalPrivate equity

    Marks that do not move

    Private valuations declined far less than comparable public assets during drawdowns, because they are appraised rather than traded.

    Low reported volatility can mean low measurement frequency. Smoothness is not the same as safety.

  76. 2020New YorkOil

    Negative prices

    The May 2020 WTI contract settled at minus $37 — holders paid to have oil taken away, because storage was full.

    A price can go below zero when the thing is physical and holding it costs money. Models assuming positivity broke.

  77. 2020GlobalREITs

    Retail and office

    Mall and office REITs fell sharply as their tenants' business models were questioned in weeks.

    Property income is only as durable as the tenants' industries. Diversification across buildings is not diversification across demand.

  78. 2020ChicagoFutures

    The negative settlement

    The expiring WTI contract settled below zero because holders had nowhere to put physical oil.

    Physical settlement is not a formality. A contract obliges you to actually take the thing.

  79. 2021United StatesOptions

    Retail option volumes

    Short-dated option trading by individuals reached record share of volume, with substantial documented losses.

    An instrument designed to transfer risk works equally well for concentrating it, and the packaging rarely says which you are doing.

  80. 2021–2023OnlineArt & collectibles

    NFTs

    Digital collectibles reached billions in monthly volume, then fell by well over 90% with many collections effectively unsellable.

    A market whose only fundamental is what someone else will pay can go to zero and stay there, because there is no floor to arrive at.

  81. 2022LondonIndustrial metals

    The nickel squeeze

    Nickel more than doubled in hours; the LME cancelled several hours of executed trades.

    An exchange can void your profitable trades to protect the exchange. Counterparty risk includes the venue itself.

  82. 2020sCalifornia, Florida, AustraliaInsurance

    Insurers withdraw

    Major carriers stopped writing property cover in wildfire and flood zones entirely.

    Insurance requires the risk be estimable. When it stops being estimable, the market does not reprice — it leaves.

  83. 2022GlobalCryptocurrency

    Terra and FTX

    An algorithmic stablecoin lost its peg and erased roughly $40bn in days; a major exchange failed months later with customer funds missing.

    The failure modes were bank runs and misappropriation — the oldest ones in the book, in new packaging.

  84. 2023California and SwitzerlandBanks

    SVB and Credit Suisse

    A bank run executed at the speed of a group chat, and a 167-year-old institution absorbed over a weekend.

    The maturity mismatch that defines banking has not changed since Florence. Only the speed of the run has.

  85. 2023GlobalCarbon credits

    Offset quality

    Investigations found a large share of rainforest offsets from a major certifier represented no additional reduction.

    A credit is a claim about a counterfactual — what would have happened otherwise. Counterfactuals are unusually hard to audit.