Thursday, June 12, 2014

Morning dream

Thought for the day
“Reality is wrong. Dreams are for real.”
-          Tupac Shakur (American, 1971-1996)
Word for the day
Schmaltz (n)
Informal, exaggerated sentimentalism, as in music or soap operas.
(Source: Dictionary.com)
Teaser for the day
Pride of triumphant is fine, but it should not cross the line of hauteur.

Morning dream

In order to diminish deflationary pressures and weaken the common currency Euro and thereby stimulate economic growth, ECB announced some measures a few days ago. The most discussed of these was reducing the interest on ECB deposit facility to below zero percent.
Though at face value 1/10th of a percent is not much below zero percent and should not be a matter of additional concern for savers who are now used to earning negative return on their savings, the signals are worth taking note of.
It is conspicuous that like Fed, ECB is also past the trauma of financial crisis that repeatedly threatened the global financial system since 2008. The regulators now want participants to take risk. They want banks to lend more, businesses and household to borrow & spend more and save less.
The sharp decline in long term yields, despite US Fed tightening the policy stance, across Europe, USA and Japan is contrary to popular expectations. It could be a matter of concern for markets.
Conventionally, compression in yields is a negative growth signal. However, there is little evidence to suggest that economy is the USA, Japanese or European economies are likely to fare poorly in next couple of years at the least.
The lower yields therefore could be logically defined by shift in demand-supply curve of government bonds. With many governments simultaneously endeavoring to put their fiscal conditions in order, the supply of bonds is falling at a time when crisis struck households’ propensity to save is rising at fastest pace in recent decades. Consequently, the demand is outstripping the supply at much faster clip.
ECB might therefore be right in signaling its support for risk taking, lest the economy slips again into recession, this time led by higher savings and risk averseness, unlike 2008-10 a period which saw unsustainably high leverage and excessive risk taking materially damaging the financial markets.
There are many who believe that it is not long when Fed may also follow ECB below the ground Zero on deposit rates, despite continuing with moderation in bond buying program. This may be necessary to keep US exporters competitive against sharp decline in Euro.
Back home, we have heard some voices pleading the regulators and government to stimulate risk appetite of investors through a series of measure, including tax concessions, lower interest rates etc.
It would be interesting to see how RBI reacts to likely deluge of FII flows due to higher risk appetite fueled by fall in global yields and weaker USD and EUR.
In my view, a dramatic cut in rates to keep INR around 60/USD level would be in order. It is with this premonition I suggest a duration play on long bonds, after spending almost 4years exclusively in accrual products.
Gold may also warrant a re-look if my suspicion comes true.

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