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quinta-feira, janeiro 22, 2015

SOS EURO, ECB to the rescue

(ver em Português abaixo) 
The ECB announced today that it will buy € 60 Bln of assets each month until Sep-2016.

Unlike other central banks, which have  the key  monetary policy objective of keeping inflation within an acceptable band around 2%, the ECB is also being called on to revive the Eurozone economy and to save the single currency, the Euro.

As the ECB launches a new Quantitative Easing program, which can be seen as QE 2 European style, it will again increase its balance sheet to the level of € 3,000 Bln topped in 2012 with bank emergency funding, but which came down to close to € 2,000 Bln in 2014. That earlier QE 1 allowed banks of the most indebted countries such as Portugal to draw funds from the ECB to lend to local borrowers in order to enable them to "repay" the international creditors, including official creditors such as the EIB. This substitution of original creditors greatly benefitted the main creditors who had let too much, such as German, French, English and Spanish banks, and so had the support of those national authorities.

But if with the initial QE 1 ECB released many of the international creditors, debtors hardly received any debt relief, with the exception of the debt forgiveness granted to Greece. Since then, the increase in spreads and the fall in inflation has increased the real burden of debt in other indebted countries, which is generally recognized as an untenable situation.

We must reduce the real debt burden of the overly indebted borrowers, either through debt restructuring or through increasing their income, though inflation, exports, etc.  Instead, we live with "zombies", companies and banks that are hardly alive.

Strangely, countries like Germany which most benefited from such debt relief in the past have short memories of this, and are now the most insistent on defending their creditor rights, and on rejecting responsibility for their part in the European subprime credit bubble.

But a central bank is not a "jack of all trades" and monetary policy   cannot, alone, revive each of the 18 diverging Eurozone economies, much less in the current  "liquidity trap", when interest rates are near zero and increases in the money supply do not translate into increased economic activity or even into inflation.

What can be expected from the new Eurozone QE 2 is that the Euro, already at the minimum of 11 years, will depreciate, and the prices of financial assets such as equities and (risk free) bonds will increase.  Given the reliance on " trickling down ", reductions in the cost and increases in the volume of (risk-bearing) credit to the real economy are unlikely, as are increases in the most important "price" of all, nominal wages " in the distressed countries,

The 18 Eurozone countries are increasingly polarized and divergent, so increasing "low-risk” liquidity may help a little, but cannot guarantee boosting credit to real economies  where it is urgently needed, and upon which  debt repayment capacities depend.

The flood of liquidity in Frankfurt will reach Amarante in an eye-dropper.

This is because more (risk-free) liquidity does not guarantee more credit capacity, more bank capital or more abilty to evaluate projects and borrowers and to manage credit portfolios. Liquidity is general. Credit is specific, directed, takes risk, assumes losses and undertakes restructurings when needed. The are the true functions of intermediation which the Eurozone financial system is failing to carry out now.  

The ECB has been buying "covered bonds" from banks, backed by credit assets to the private sector and businesses. In 2014, the ECB bought € 30 Bln of bank bonds and less than € 3 Bln of asset securitizations. This was still very little, but it's still more than the d € 22 Bln of EIB Global Loans repassed by local banks to SMEs.  As the official development bank of the European Union, the EIB would be the institution specifically mandated to finance the real economy, but it hampered by a inappropriate “risk free” focus and by few “real financing” instruments such as export credit.

What is at stake is dramatic for the 18 countries of  the Eurozone and the EU overall, because  the continuing economic weaknesses   and deflation will provoke  more recession (the third in five years) and increase in the real burden of debt. 

But the new QE 2 Quantitative Easing is no panacea. What is missing is fiscal and budget stimulus in creditor and surplus countries.  Germany is even unwilling to borrow in order to invest in the badly needed renewal of their infrastructure. So the QE 2 will not solve the excessive debt problem nor the lack of income of the debtor countries, which requires an increase of exports and rebalancing intra-Eurozone trade.

Let us be clear:  The biggest threat to the Euro is the diverging fortunes and trade imbalances among the 18 Eurozone countries. 

Thus, the success of the new Eurozone QE 2 Quantitative Easing will be measured not in the falling yields of German bunds, but in the falling intra-Eurozone trade imbalances, not by the size of the ECB balance sheet, but by the availability of export credit to struggling exporters in Portugal, Spain and other indebted countries.

In the case of severe distress, in the Eurozone it has always been the debtors, or taxpayers, who  bear the costs of adjustment, rather than the creditors responsible for the credit bubble.  If Germany and other creditors could promote expansionary policies, and share the cost of adjustment of the excessive credit, this would separate the problem of credit from the problem of currency. After all, creditor countries need to undertake their own “structural reforms" as much as the debtor countries. 

Because the unsustainable debt is unsustainable, be it in Euros or in any other currency.

Saving the Euro is not enough. 

It is essential to Save Our  Societies, massacred by the very high unemployment and gripped by the lack of liquidity.

Mariana ABRANTES de Sousa 
PPP Lusofonia 
Portugal, 22-Jan-2015 

O BCE anunciou hoje que vai comprar €60 Bln de activos por mês até Set-2016. 

Ao contrário de outros bancos centrais, que tem como principal objectivo da politica monetária conter a inflação dentro de uma banda aceitável cerca dos 2%, o BCE é chamado a reanimar a economia da Eurozone e salvar a Moeda Única, o Euro.  
Com um novo programa de Quantitative Easing, QE 2 à europeia, o BCE volta  aumentar o seu balanço de tinha ultrapassado €3 000 Bln em 2012 com os financiamentos bancários de emergência, mas que desceu para perto de €2 000 Bln em 2014.  Aquele  QE 1 em tempo de crise permitiu que os bancos dos países mais endividados como Portugal  fossem buscar fundos ao BCE para emprestar às empresas para que estas pudessem "reembolsar" outros credores internacionais, inclusive o BEI.  Esta substituição de credores favoreceu bastante os principais credores, bancos alemães, franceses, ingleses e espanhóis, e por isso teve o apoio dessas autoridades. 

Mas se o QE 1 do BCE  libertou muitos dos credores internacionais, os devedores pouco beneficiaram, fora o perdão de divida concedida à Grécia.  E entretanto o aumento das spreads e a queda da inflação fez aumentar a carga real do endividamento nos outros países endividados, uma situação reconhecidamente  insustentável.

Ou reduzimos a carga real da dívida através da reestruturação ou através do aumento dos rendimentos, inflação, exportações, etc. Entretanto,  convivemos com "zombies", empresas e bancos que estão vivos,  mas pouco. 

Mas um  Banco Central não é “pau para toda a obra” e  a politica monetária a cargo da Autoridade Monetária não consegue, sozinha, reanimar a economia, muito menos nesta conjuntura de “liquidity trap”, quando as taxas de juro estão perto do zero e aumentos na massa monetária não se traduzem nem em aumento de actividade económica nem sequer em inflação.  

O que se pode esperar do novo QE 2 europeu é que o EURO continue a desvalorizar, já está nos mínimos de 11 anos, e que aumentem os preços dos activos financeiros como as acções e obrigações de baixo risco. Por muito eficaz que seja o "trickle down",  é pouco provável reduzir o custo e aumentar volume do crédito à economia real ou  aumentar o "preço" mais importante, os salários nos países sobre endividados. 

Nesta  Eurozone cada vez mais polarizada e divergente, o aumento de liquidez focada no "baixo-risco"  pode ajudar, mas não garante o aumento de crédito à economia real dos países mais endividados onde isso é uma necessidade premente, e da qual depende a nossa capacidade de reembolso da dívida.  


O enorme caudal de liquidez em Frankfurt vai chegar a conta-gotas a Amarante.  


Isto porque mais liquidez  (risk-free) não significa mais capacidade de crédito, nem mais capacidade de avaliar projectos e mutuários e de gerir carteiras de crédito.  Liquidez é avulso. Crédito é dirigido, toma risco,  assume perdas e faz reestruturações quando necessário. Tudo funções de intermediação que o sistema financeiro deixou de saber fazer.


O BCE tem estado a comprar "covered bonds", obrigações bancárias caucionadas com os activos do credito bancário ao sector privado  e empresas.  Em 2014, o BCE comprou €30 biliões de obrigações bancárias e menos  de €3 Bln de titularizações de activos.  Isto é pouquíssimo, mas mesmo assim é mais que os cerca de €22 Bln de Global Loans do BEI  repassadas pelos bancos locais às PME.  O BEI é o banco oficial de desenvolvimenta da EU que tem o mandato  específico de financiar a economia real. 

O que está em causa é dramático para a Eurozone e para a EU, pois a continuarem as quebras na actividade económica e a deflação teremos mais recessão (a terceira em 5 anos) e maior carga real da divida.

Mas o Quantitative Easing QE não é panaceia.  Falta um estímulo fiscal e orçamental nos países credores e superavitários, como a Alemanha,  que não quer endividar-se nem para investir na renovação da sua infraestrutura que tanto precisa.  Nos casos de distress, na Eurozone têm sido sempre os devedores, ou os contribuintes, a suportarem os custos do ajustamento, pouco  os credores responsáveis pela bolha de crédito. Por isso o QE 2  não vai resolver o problema de divida excessiva, nem o  da falta de receitas dos países devedores, que depende do aumento de exportações e do reequilíbrio comercial entre os 18 países da Eurozone. 

Se a Alemanha e os outros credores promovessem politicas expansionistas,  e partilhassem  como credores o custo do ajustamento do credito excessivo, poder-se-ia separar o problema do credito do problema da moeda.  Afinal também faltam "reformas estruturais" nos países credores que permitam isso.

Porque a  divida  insustentável é insustentável,  seja em Euros seja noutra moeda qualquer

Salvar o Euro não basta.  

É essencial salvar as nossas economias e sociedades, massacradas com desemprego elevadíssimo e apertos de liquidez depressivos.    

Mariana Abrantes de Sousa 
PPP Lusofonia 
Sources: 
Bloomberg  http://www.bloomberg.com/news/2015-01-21/ecb-said-to-propose-qe-of-50-billion-euros-a-month-through-2016.html
Credit writedowns https://www.creditwritedowns.com/2014/02/ecbs-next-steps-could-involve-suspending-smp-sterilization-instant-qe.html
Público http://www.publico.pt/economia/noticia/bce-avanca-para-compra-de-divida-de-60-mil-milhoes-de-euros-por-mes-1683029 
Economico http://economico.sapo.pt/noticias/compra-de-divida-soberana-pelo-bce-nao-viola-lei-europeia_209866.html


quarta-feira, janeiro 15, 2014

RTP dá a conhecer as PPP


A RTP fala nas PPP
Carlos Moreno:   Fazer obra sem ter que a pagar de imediato, é um grande trunfo eleitoral
Mariana Abrantes de Sousa (minuto 14-Janeiro, 20:28):  O Concedente oferece demasiados benefícios para atrair o parceiro privado. E que depois quando as coisas correm mal, se dá ainda mais beneficios.

http://www.rtp.pt/noticias/index.php?article=709625&tm=6&layout=122&visual=61

sábado, novembro 09, 2013

Draghi, deflation, dichotomy in the Eurozone

The Eurozone financial crisis is now 5th, or 6th year, depending on who's counting.
But remmember that "+2-2=0", "+12-12=0", and  "+20-20=0" so an overall "equilibrium" can hide a lot of pain and a lot of gain

But equilbria are not all alike, especially in a Single Currency Zone given the absence of the necessary adjustment mechanisms.    If a "+2-2=0" situation can be seen as routine, a  "+20-20=0"  situation is  a unmitigated disaster and sign of severe regulatory and market failure as rebalancing adjustments are pushed too far into the future.

So the the ECB's determination to overcome financial grid-lock in Europe is commendable, but not necessarily effective , because it does not necessarily promote the painful but necessary adjustments among both creditors and borrowers.

The ECB has been "doing all that is necessary" by 
(a) making funds available to net borrowers so they can repay their creditors  and 
(b) keeping short term Euribor interest rates low and now lower, with the cut from 0.5% to 0,25%.


Failing to put itself in the shoes of the net borrowers, the  ECB also sees deflation as a potentially good thing. Yes, if your incomes are steady or growing,  with lower prices "you can buy more stuff", but this  just shows  lack of appreciation for the divergence or dichotomy of fortunes within the Eurozon,  which is worrying in an European institution.  Price deflation can be a good thing, unless the "price" that is being deflated is your salary.  Lower short term interest rates provide some debt relief  for variable rate borrowers (such as housing mortages in some countries), but not for Goverments who generally issue fixed rate bonds.

And the ECB emergency funding, such as the 3-year LTRO launched in 2011,  has not protected banks in net borrowing countries from the ravages of asset impairments and loan losses as local borrowers weaken further and further in real terms. Greek banks continue to rely on the ECB to fund 18% of their assets, Portuguese banks 10% and Italian banks 6%.  The interest rate cuts may help to soften the blow of the stress tests scheduled for 2014, but just a very little bit. 


The recycling of funds from the ECB to the local banks  to international creditors, including the EIB, can be seen in the following example.  The EIB financed up to 50% of one (or several) toll road concession 10-15 years ago. Being very risk averse,  it provided only the funding and it required a payment guarantee, on first demand, covering principal, interest and eventual penalties, from a bank syndicate including local banks. A decade later, the economic disaster shrunk traffic to 30-50% of the original traffic projections, making a mockery of the original traffic due diligence, including that of the EIB.  Because the EIB did appraise the traffic studies thoroughly, even though it was protected from the traffic risk by bank guarantees from top rated banks.   

But local banks have been on the front lines of the econmic crisis.  As their bank credit ratings collapsed,  the EIB called on the local bank guarantors to cash collateralize the payment guarantees,  for those PPP projects which the EIB analysed thoroughly.   Having lost access to the interbank funding market, Portuguese banks had to draw funding from the ECB (in Frankfurt) to place on deposit with the EIB (in Luxembourg), and thus to protect the EIB's  AAA credit rating.  

This "passing the euro" of loan losses keeps everyone very busy but it is less than "kicking the can down the road", it is kicking the debtors when they are down.  The dichotomy or divergence of fortunes within the Eurozone continues to increase, and so do the risks. 

Counting the crisis years from the perspective of  Greece, Portugal and the other net borrowing countries:   The Greek  economy has shrunk 40%, unemployment may be "easing" to 27% but the hidden misery has certainly not hit bottom.  Internal deflation is said to make the over-indebted  Greece economy more competitive (sic), the sort of mistaken economic analysis that has brought us to the persistent crisis, as some analysts point out.  If you can reduce your costs you can compete better, yes, but if you are over-indebted reducing your income will increase your real debt burden. Unless your creditors take some of the loss through debt forgiveness or very low interest rates and long repayment periods, as in the Debt Jubilees of biblical times.

Putting an end to the debt spiral is impossible if the creditors are protected from suffering losses from their bad credit decisions.  

Germany Current Account to GDPCounting the crisis years from the perspective of Germany and other net creditor countries:  Germany's export machine continues to produce record surpluses, in general, but also in the Eurozone. We can't fault the German for their selling prowess, unless they push exports on unsustainable credit or even  bribe the buyer.  But we can say that high and rising trade surpluses are unsustainable and are moving in the wrong direction.  And there will be hell to pay sooner or later,   probably by the borrowers and the weaker trading partners. Or is there no limit to sustainable divergence

A dangerous case of when good news is bad news. 
Mariana Abrantes de Sousa 
PPP Lusofonia

Debt jubilee http://theconversation.com/the-debt-jubilee-an-old-testament-solution-to-a-modern-financial-crisis-11816
Greek deflation http://www.reuters.com/article/2013/11/08/greece-inflation-idUSEMS1C747020131108
ECB cut highlights Eurozone dichotomy http://www.creditwritedowns.com/2013/11/ecb-rate-cut-highlights-dichotomies-within-euorland-watch-italy.html
Bank asset impairments http://www.reuters.com/article/2013/11/04/millenniumbcp-results-idUSL5N0IP3GM20131104
ECB-LTRO keeps money flowing back to foolish lenders http://online.wsj.com/news/articles/SB10001424052702304106704579133363168513456
Germany in new trade record http://www.dw.de/german-exports-soar-to-hit-new-trade-surplus-record/a-17213386
Defence procurement http://blog.transparency.org/2012/09/03/dealing-in-the-dark-portugals-sad-case-study-on-defence-procurement/
Divergence http://ppplusofonia.blogspot.com/2011/12/eurozone-crisis-tests-limits-of.html

BEI no financiamento à exportação, finalmente

Enhorabuena!  Parabéns ao Banco Europeu de Investimento, o banco oficial da União Europeia, que dá os primeiros passos no financiamento à exportação dos países devedores, uma lacuna ou "market failure" identificada neste blog desde 2010 e 2011, entre as coisas que não lembravam à Troika.  A Eurozone vai recuperar ou fracassar dependendo do reequilíbrio das contas de transacções correntes dos países membros, especialmente dos mais fracos. 



 Release date: 08 November 2013 Reference: 2013-175-EN
EIB approves EUR 150 million for trade finance in CyprusThe European Investment Bank (EIB) has approved a new financing instrument for Cyprus, which will allow the Bank to provide trade finance support for an amount of up to EUR 150 million.The innovative EIB instrument was announced today in Nicosia in a press conference held by Harris Georgiadis, Minister of Finance,Werner Hoyer EIB President, and Mihai Tanasescu, EIB Vice President responsible for Cyprus, during an official visit to Cyprus.
EIB President Hoyer stated: “By setting up this programme in Cyprus, we have taken an exceptional step to support trade finance in Cyprus. After the positive results of the instrument first implemented in Greece 5 months ago, we rapidly replicated it in Cyprus, to enable international trade by local companies at a time when international banks are retreating. Our presence here today underlines the Bank’s commitment to economic development in Cyprus and our discussions with President Anastasiades aim to strengthen further our cooperation in view of the current economic circumstances. We remain committed to investing in Cyprus, in view of the difficult economic context, and share the Government’s over-arching objective of not only achieving recovery, but also securing long-term economic growth in the country. We are confident that Cyprus can succeed”.
The EIB, which is traditionally involved in providing long-term finance on favourable terms, added this short-term credit support instrument for the first time in Greece in June 2013. The instrument aims   to mitigate transaction and systemic risks of foreign banks interested in developing trade flows with Cyprus and favouring an export-led recovery promoted, in particular, by SMEs and mid-caps. The EIB will provide guarantees to the commercial banks for trade financing, which are expected to support a volume of transactions in the order of EUR 300-450 million per year.
In 2012 signatures comprised EUR 130 million for a new production unit at the Vasilikos Power Plant to enhance electricity supply in Cyprus, EUR 68 million for Limassol Sewerage and EUR 200 million for key infrastructure, while in May 2013 the EIB signed a similar loan of EUR 100 million. The projects financed by the EIB in Cyprus during the last 5 years amount to EUR 1.3 billion. Approximately 80% of this amount went to the strategic areas of energy, environment, transport and SMEs.  Historically, the Bank contributed to the financing of the vast majority of key infrastructure and energy projects in Cyprus such as roads, water and wastewater treatment plants and electricity production.