If global equities slide continues, economies could slip into recession

The BIS, the central bank’s central bank, is renowned for its warnings about the global financial system.

Claudio Borio, head of the Bank of International Settlements (BIS) BIS’ Monetary and Economic Department spells out the dangers: “Since the early 1980s economic downturns have been triggered more by financial booms gone wrong than by monetary tightening.”
The BIS highlights the dangers of soaring foreign currency debt of European, Asian and emerging nations, a burgeoning derivatives market and the recent downward trend of global stock markets.
The BIS, the central bank’s central bank, is renowned for its warnings about the global financial system. Some economists contend that the Basle, Switzerland-based institution leans on the pessimistic side. Nevertheless, the BIS has outstanding data on the global banking system, so it has to be taken seriously. Indeed, its Belgium economists cautioned that there would be a slump sometime before the 2008 financial crash.

S&P 500 index performance during almost 40 years puts the market in perspective. The decline has occurred from bubble levels. Rallies are bound to occur, but such are the heights on a long-term view, that a renewed downturn could occur until investors are confident about values.

The BIS’ December quarterly review predicts that recent stock market slides are probably the first of many. Investors need to adjust to a world of tighter money and the threat of economic downturn.

“Two factors appear to have been at the root of market weakness, despite strong earnings announcements, ” said Mr Borio. They are a potential downturn in the US economy and global trade and political tensions.

European bond markets are fragile.

“Worries about a hard Brexit have shaken UK and the pound. In the euro area, the source of tension is the darkening outlook of Italy.”
The BIS is particularly worried about the “comparative weakness of the European banking sector” and the “especially weak Chinese stock market” as policymakers “seek to deleverage China’s economy while keeping up growth”.
On the positive side, emerging market economies have been improving their macroeconomic and financial frameworks and the oil price drop provided some relief to oil importers. The BIS warns, however, that the leveraged loan market in the US and abroad continues to be overstretched.
“The bulge of BBB corporate debt, just above junk status, hovers like a dark cloud over investors,” said Mr Borio. “Should this debt be downgraded if and when the economy weakens, it is bound to put substantial pressure on a market that is already quite illiquid.”

The build up of debt

The quarterly report shows that US dollar liabilities of non-US banks stood at US$12.8 trillion at the end of June 2008. If net off-balance sheet positions are included the liabilities rise to US$14 trillion, levels that were last experienced at the height of the 2008 to 2009 financial crisis. Emerging market economies’ (EMEs) banks had cross-border claims of US$3.7 trillion, of which US$1.4 trillion had been provided to borrowers in EMEs. The BIS noted that banks from developing countries now account for more than 12 per cent of global cross-border lending, up from about 3 per cent in mid-2008, as they ramp up lending to emerging market companies.

Derivative dangers

The BIS quarterly has a chapter on clearing risks in the over-the-counter derivatives markets. Notional values of interest rate and credit default derivatives contracts have soared to 4.4 times the world’s gross domestic product, up from 2.8 times in 2008.
Regulatory standards have improved and there is stress tests of counter parties in the markets but risks remain, according to the BIS. In September 2018, for example, a Norwegian trader’s default wiped out roughly two-thirds of Nasdaq Clearing’s commodities default fund.

© Copyright Neil Behrmann

This article was first published in The Business Times, Singapore
Neil Behrmannis London correspondent of The Business Times. Jack of Diamonds his thriller on global diamond mining and smuggling, has recently been published. It is the sequel to the thriller, Trader Jack, The Story of Jack Miner. See reviews of both books on: https://www.amazon.co.uk/Neil-Behrmann/e/B005HA9E3M


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