Tag Archives: International

Between junk bond and intervention

(This article was published in Cotizalia on July 1st 2012)

The EU summit concluded with a surprise note. The strategy of Spain and Italy to corner their partners has been a masterstroke and it buys both countries time. Unfortunately, these agreements have had a very modest impact on the Spanish 10-year bonds, still at 6.25 percent, and the spread to the German Bund, which is around 475 basis points.

Why? Because it is still a patch. As someone in Twitter noted ” A decisive solution, using a fund that doesn’t exist to buy debt that won’t be repaid via a mechanism that hasn’t been agreed.” I’ll try to explain it as simply as possible going through the main comments from readers.

Why more uncertainty?

It doesn’t matter which entity we think will provide the funds, be it the European Central Bank, the European Financial Stability Facility or theEuropean Stability Mechanism. They will have to finance themselves in the secondary market, with capital from foreign investors, SWFs, etc. These investors see that the legal structures, mandates and limits of the European mechanisms are discussed, threatened and redesigned almost every month, generating tremendous uncertainty. Therefore, neither the EFSF nor the ESM, when approved, will enter the benchmarks used by funds to decide where to invest.

In short, threatening legal structures that underpin these mechanisms scares investors away, precisely when they are most needed. Would you invest in a fund in which each month the managers threaten to change the prospectus?

We have discussed in previous weeks the enormous difficulties faced by these mechanisms. The ECB’s balance sheet already exceeds 30% of the GDP of the Eurozone, compared with 20 percent of the US Federal Reserve or theBank of England. The European countries that contribute to these mechanisms and the ECB are extremely indebted. In addition, as time passes,there are less “net contributors” because the number of troubled countries grows. Portugal, Greece, Ireland, Spain … and Cyprus, which after four years in the EU, needs a bailout of €10 billion with a GDP of 18 billion.

France already has 89 percent public debt to GDP, Spain surprised negatively on Tuesday with a much higher deficit than expected, German default risk rose 30 percent in a month and meanwhile almost all eurozone economies are in recession or stagnation, while the vast majority of those countries are increasing their debt.

There is no money to continue this “ostrich strategy “of avoiding tackling the debt problems and kicking the can down the road in an EU that feels more isolated from the rest of the world each day.

Why bond spreads keep widening

The spread of the Spanish bond with the Bund is a reflection of the secondary market, ie the investor appetite adjusted by a certain risk. We can complain and make European entities intervene, but if markets don’t see reliable, verifiable and sustainable economic figures and an improvement in the ability to repay debt, investors will not buy bonds. That is why on Friday we saw fund flows of 3 to 1 better to sell.

Imagine a quoted company that is posting weakening results and a major shareholder buys 5 percent in a defensive move. The share price might stabilize for a few days, but then it continues to fall because institutional investors still do not trust the strategy and the profit generation ability of the company. We see the same effect on bond yields after the placebo effect of ECB purchases. Bond yields rise again, due to lack of confidence.

Grand public statements and good intentions are not enough. Until Spain publishes figures showing clear and sustainable improvement of credit qualitywe will not see bond yields fall.

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Are markets attacking us?

Investors are not buying Spanish debt. That is not attacking. It is not buying. We should analyze why an investor in bonds, which seeks the lowest risk and the longest duration, prefers to buy bonds at 0 percent yield, the Germans or Swiss, rather than bonds with 6 percent yield, the Spanish. They avoid high yield bonds because they worry more about whether the principal is ever going to be repaid. As Jim Rogers used to say “I am more interested in the return of my money than the return on my money”

With the level of uncertainty about Spain’s public finances, investors feel that 6 percent is not an attractive risk-reward. Spain has destroyed its credibility with changes in deficit figures, broken promises and hidden data for years, and now it has to bring back confidence with facts.

Bond investors do not distinguish between one political party or another, or one government or another. It is a sovereign matter. And if the state doesn’t meet its own targets, investors don’t risk their capital. Would you do it? Would you invest in the debt of a country where targets are not met or are made up? This is what Spain has to solve, now. slashing expenses.

Doesn’t Spain have less debt than Japan?

The spread of Spanish bonds is not high by coincidence or injustice. As a country, Spain always talks of its low debt to GDP, which is a misleading indicator, as GDP, for example, can be artificially inflated by borrowing to build useless things -phantom airports, ghost cities, etc.

What matters to investors is the deterioration of the public accounts, revenues falling and costs rising. Spain’s debt has doubled between 2008 and 2012 but the country has not done enough to stop the escalation of spending while tax revenues coming from the “housing bubble” disappeared. But the expenditures have remained untouched, most of all subsidies and bureaucracy. Spain had three major bubbles: Debt, Housing and State size. Of those three, State size is the one that has not been burst.

Imagine having a credit card for which one pays interest. If expenses double, but income stagnates, first one sees the interest rate rise, and if expenses don’t fall the credit card will be cancelled. And this does not mean that the issuer of the card is “attacking”, it just means that the card holder becomes an unreliable debtor.

Many will say that a country is not a credit card and that “we deserve” to be funded at lower costs. Fine, then, as a country, we should do what households and sensible companies do. Cut expenditures.

Intervention, let’s go

What happens when the credit card is cancelled? That one has to go to a lender of last resort that will solve the liquidity problem, but will demand cuts and high interests. Like those TV ads that say “reduce your monthly payments”, “we consolidate debts into one comfortable monthly payment”… at exorbitant interest rates and with severe penalties.

The problem of using the word “bailout” or “intervention” is that it has a positive connotation, almost humanitarian. I would recommend that when you hear the word, change it in your brain for “mortgage” and when you hear ECB think of “lender”. It shows a completely different meaning.

Some readers tell me they prefer an intervention than keeping our corrupt politicians. I do not know what to say. Changing politicians who have been elected to bring others who are not elected from Brussels? I am not sure, particularly when the latter have a track-record as poor as that of our own leaders.

Blame it on Germany for financing our real estate bubble

As a Finnish member of parliament said to me, “the fact that I have lent to a friend €1,000 and he has wasted the money in parties does not mean that I have to continue lending him or that he doesn’t still owe me my money”. Responsibility must be shared, but donations should not be expected.

But what if we are rated junk bond?

Rating agencies, I’ve said it many times, act always late and poorly. With Spain, investors have assessed its credit risk well below what rating agencies said since March 2011 at least. I always say that a rating agency is an entity that charges Paul McCartney to inform him that the Beatles split up.

First, Spain is not junk bond. But the risk of downgrades cannot be tackled by promising income that never comes, or by giving excuses for poor data, as any rated quoted company can tell. It is tackled by cutting costs and showing better numbers than estimated.

But if we cut spending, we lower GDP

Sure, let’s put more debt into the economy to build useless things until we have the GDP of China and let’s see how we do.

Of course cutting expenditures lowers GDP, but it also slashes the deterioration of our debt problem by a bigger percentage. Spain needs to cut political spending, duplicative administrations and unproductive debt that only generate impoverishment. We are talking of tens of billions per annum.

Print money?

It’s a unanimous cry. Let’s print money. The ECB must buy the debt of our wasted years and monetize it, creating inflation. Let’s do like the United States which “only” has a debt of $50,500 per citizen.

Print money in the EU, when the euro is only used in 25 percent of global transactions would generate high inflation. To begin with, we would have to see if our partners accept to drown the ECB in more debt. But I am surprised that people cry for inflation mentioning an “adequate” level of 5 percent-official, as real inflation would be 8 to 9 percent. I am shocked to hear people calling for their own impoverishment to allow the government to continue spending recklessly. If citizens think that raising VAT is a disgrace-and it is-inflation is the same, but “undercover” and cumulative.

Then there is no solution

Of course there is. Cut spending, duplicative administrations, subsidies and grants, be a serious country, open the doors to free market, and stop thinking that everything is arranged in the Eurozone web of cronyism, patronage and debt.

This week I wrote an article in the Wall Street Journal detailing the four points which, in my opinion, would help Spain to reduce bond yields. None of those points is to “solve a debt problem with more debt,” and the agreement of the EU is exactly that. It gives Spain and Italy time to accelerate and deepen reforms, but is nothing more than a loan.

Of course Spain will be helped and the country will emerge from this mess, but it will not be by going “back in time” like Huey Lewis & The News. It will be through cuts in spending and liberalizing the economy.

You can’t get Blood from a Stone

In the hope that someone in the EU reads it:I: Inflation is a tax. Create inflation when salaries are stale and spending will collapse

II: Printing money is stealing funds from savings and from efficient companies to give it to inefficient and indebted governments.

III: Trying to increase tax revenues to bubble-period figures is impossible. Those revenues disappear when the bubble bursts. You have to bring spending to pre-bubble levels.

IV: Increasing spending and debt means passing the bill or the consequences of a default to our children.

V: Offsetting private investments with government spending assumes that politicians are better managers and investors than private entrepreneurs.

VI: More taxes, less growth, less revenues. Same spending, more deficit. More debt, bigger hole.VII: Increasing debt today is to assume that we deserve to spend today the expected productivity and efficiencies of the future.

VIII: If our policy is that countries don’t have to worry about debt because governments don’t need to pay it we shouldn’t be surprised with increased cost of borrowing.

IX: Increasing public spending today assumes that the same governments that made spending mistakes in the past will now change their way and do it well.

X: If a country’s debt is “low” and its cost “manageable” yet demand for its bonds is collapsing and costs soaring, the debt is neither low nor manageable.

 

The Euro House of Cards and the Greek Temporary Relief

After a week of maximum tension in Europe driven by the Greek elections, Spanish and Italian bond yields, and Cyprus, another one that needs a bailout, things seem to be stabilizing. As suspected, New Democracy -the conservatives- have won in Greece but they will need to form a coalition in the next 3 days. Germany have already suggested this may allow some loosening of program terms but Eurozone bond yields remain at historical highs and the challenges remain. Yet Greece solves nothing. At the close of this post (Monday 18th) Spain 10 year soared to 7.00%, a spread to the Bund of 553bps.The solution to the debt crisis in Europe is evident. No more reckless spending, reduce debt and avoid forcing monetary expansion measures. After consuming billions of dollars in expansionary policies without success, Europe should stop and think that the damage is greater than the benefit. All these mechanisms have proven ineffective . We have seen five consecutive years of stimulus plans in Europe, a total of $2.63 trillion, with no evidence of success. Providing liquidity and financial relief must be temporary measures, not structural. To demand half a trillion in new stimulus each year is madness.

The solution is fiscal prudence, halting the spiral of political spending, cleaning banks’ balance sheets-preferably paid by shareholders and bondholders-, attracting capital and eliminating unproductive subsidies.

The European House of Cards

The European crisis continues and this page ” The European Super Highway of Debt “ shows visually the size of the house of cards. More debt is not going to help.

In the European credit market we have seen this week a few interesting things:

  • Despite the austerity measures, Spanish public debt has grown 5.39% in the first quarter to 774.5 billion euros, 72.1% of GDP. Reforms must continue, but much faster.
  • The Spanish risk premium to the Bund stands at 553 basis points . Why? Because debt and financing costs would soar if the country was to use the loan of 100 billion to recapitalize the troubled banks, making it more difficult to repay that debt. The key issue to tackle is that international investors are selling government bonds, leading to the Spanish banks having to buy more public debt. Almost 67% of the country’s debt is now in national hands.
  • The credit default swaps (CDS) in France and Germany are up almost 12% in a month, showing that the crisis is still spreading. All CDS, including Germany’s, have risen on the risk of another stimulus plan/shot of debt. This is what happens when one breaks the principle of responsibility of creditors. Structurally rescuing banks and countries endangers the whole system.
  • The International Monetary Fund on Friday urged Europe to help Ireland refinance its crippling bank bailout and consider taking equity in state-owned banks to help Dublin return to bond markets and avoid a second bailout next year.
  • We are told again and again that the ECB and Germany do not support peripherals . However, the numbers say otherwise. The Bundesbank has lent to the periphery of Europe 699 billion euro since January within the Target scheme II, equivalent to almost 25% of the GDP of Germany. Spanish banks have asked the ECB for a further 7.4 billion euros, making a total of 288 billion so far.
  • While Europe, the ECB, EFSF or ESM, provides support, the countries contributing funds to these institutions are almost all highly indebted and are funded in many cases at much higher rates. Il Corriere della Sera echoed the irony that Italy will contribute 19 billion euro to the 100bn loan to Spain, lending it at a 3.3% rate when Italy has to borrow in the markets at 6%.

Look at the chart below. Over 85% of the money that is contributed to the European stability fund is provided by heavily indebted countries and their contribution is not capital. It is debt.

The Greek Relief

In all this week heading into the Greek elections we have read comments that central banks “maybe” “may” “study” the “possibility” of a concerted action to support the economy. Failed before? Try and try again.

Greece shows us the fragility of Europe’s policy of “debt with more debt.” Greece is not the problem, it is part of it, but it can cause a big financial turmoil given the web of cross-country loans.For starters, Greece will need a new additional injection of 15 billion within weeks. Remember in April 2010 when former Spanish president said that the country would gain about 110 million euros a year -yes, a year-with the loan to Greece? Now, neither loan nor gain. A donation.

To put it simply:

New Democracy winning, with a coalition of pro-Europe parties, solves nothing. It is ironic to see the markets rejoice at the fact that the same party that lied about the countries’ finances is now winning. Greece will probably renegotiate the terms of the bailout, yet require a package of “growth”- ie debt- for infrastructure projects financed by the EIB. Funded is probably too big a word, because it is highly unlikely that the loan will be repaid. The “cost” of this option is estimated at 50 to 60 billion Euro in a period of 18 months. JP Morgan estimates only €15bn of €410bn total “aid” to Greece went into economy – rest to creditors, yet the financial hole of lending to Greece has only grown.

The reality is that no matter who ends in government, in Greece what has won is the scheme of a hypertrophied state, political spending and cronyism between government and financial institutions. And that additional debt will be funded by a Euro-zone with fewer resources and increasingly isolated from international markets.

The giant financial web, the house of cards of the Euro-zone, is the reason why every time there is an announcement of intervention the placebo effect lasts a few hours an bond yields explode higher. The  house of cards of debt is the root of the problem and only tackling it would be the beginning of the solution

At the close of this article, there is speculation again with the possibility of a massive shot of liquidity (LTRO) from the European Central Bank, but this has a considerable risk. Banks use most of that liquidity to buy sovereign debt, creating a vicious circle. On the one hand, liquidity does not reach the real economy, lending to households and businesses continues to fall, and on the other hand, it doubles the risk. The bank balance sheet risk and the public debt risk together. This is because banks have ​​it more difficult to attract funding as their sovereign bond portfolio gets larger and riskier, impairing financial entities’ balance sheets.

The stubbornness of the European Union to solve a debt problem with more debt only increases the fragility of this house of cards. Fortunately, now there is no turning back because the creditworthiness and the credibility damage is already done. Now, the entire European Union must address the shortcomings of its foundation and find a real fiscal union and implement credible fiscal prudence. Only then, and not before, will Europe see international capital returning and see sustainable economic growth.

You can watch my interview in Al Jazeera on the Spanish crisis here
http://www.aljazeera.com/programmes/insidestory/2012/06/20126126534386935.html

Europe In Eight Quotes

  1. “Spain is not Greece.” Elena Salgado, Spanish Finance minister, Feb. 2010
  2. “Portugal is not Greece.” The Economist, 22nd April 2010.
  3. “Ireland is not in ‘Greek Territory.’” Irish Finance Minister Brian Lenihan.
  4. “Greece is not Ireland.” George Papaconstantinou, Greek Finance minister, 8th November, 2010.
  5. “Spain is neither Ireland nor Portugal.” Elena Salgado, Spanish Finance minister, 16 November 2010.
  6. “Neither Spain nor Portugal are like Ireland.” Angel Gurria, Secretary-general OECD, 18th November, 2010.
  7. “Spain is not Uganda” Rajoy to Guindos according to El Mundo
  8. “Italy is not Spain” Ed Parker, Fitch MD, 12 June 2012