Quote of the day

“I find economics increasingly satisfactory, and I think I am rather good at it.”– John Maynard Keynes

Sunday, 28 February 2021

Loose monetary policy & zombie companies

Japan's Well-Fed Zombie Corporations

TAGS Money and Banking

The corona crisis has intensified the discussion about the zombification of the economy; enterprises have become more dependent on government bailouts, loans, subsidies, short-time working benefits, and loans from central banks. Governments around the world claim the measures to be only temporary. Yet Japan’s experience suggests that the reliance of enterprises on public support can continue in one form or another. Japan’s enterprises have long relied on the state and more so during the corona crisis, a path that the US and Europe seem to be following.

There is no formal definition of zombie enterprises. Investopedia defines an enterprise as zombie if it earns just enough to keep operating and to service its interest but is unable to pay off the interest or to invest. An Organisation for Economic Co-operation and Development (OECD) study views a zombie as a firm that cannot cover its interest payments with profits for several years (Adalet McGowan et al. 2017)Caballero, Hoshi, and Kashyab (2008) pay attention to the role of banks, which extend financing to otherwise insolvent borrowers at the expense of profitable firms. Such a lenient practice of extending loans to distressed borrowers is also referred to as forbearance lending (Sekine et al. 2003).

Seen through the lens of Adalet McGowan et al. (2017), the number of zombie firms decreases if central banks gradually lower interest rates. Yet, the number of zombie firms is supposed to increase when central banks ease financing conditions such that enterprises with weak profitability are kept alive. If the loose monetary policy is perpetuated, the efforts of enterprises to increase efficiency and innovate diminish (Leibenstein 1966). Enterprises are "evergreen" (Peek and Rosengreen 2005), while aggregate productivity gains and real growth decline. The high stock of (potentially) nonperforming loans lies with zombie banks, which survive because the government provides explicit or—through persistently loose monetary policy—implicit guarantees (Schnabl 2015).

Zombification in Japan begins with the bursting of the Japanese bubble in December 1989. In the second half of the 1980s, the Bank of Japan (BOJ) had fueled a stock and real estate bubble through sharp interest rate cuts. When the bubble burst, bad loans piled up on banks' balance sheets. The Bank of Japan cut interest rates toward zero in an attempt to insulate the economy from the ravages of bad loans. This plan had seemed to work, with outflows of Japanese cheap money toward Southeast Asia; yet the plan failed with the 1997/98 Asian financial crisis, which triggered the Japanese financial crisis in 1998. The stock of (potentially) bad loans further grew.

Japan: Equity-to-Asset Ratio by Enterprise Size

Source: Ministry of Finance, Japan. The equity-to-asset ratio is defined as the equity divided by the total assets. 

The increasing leniency came from politicians. Members of the legislature from all regions of the country feared the anger of their voters in the event of bankruptcies. Because the persistently loose monetary policy kept reducing the banks' net interest revenues, the distressed banks were destabilized further (Schnabl 2020). The Japanese banks hesitated to sufficiently price default risks and to close weak companies' credit lines, because the risk of additional nonperforming loans seemed too high.

The lenient bank lending policies were supported by the government, which softened corporate lending requirements through numerous pieces of legislation. Many small and medium-sized enterprises received public loan guarantees in the course of the 1998 and 2008 crises. The Small and Medium-Sized Enterprises Financing Facilitation Law in 2009, for example, gave banks the incentive to grant very generous credit facilities and extensions to small and medium-sized enterprises. Enterprises just had to submit a business plan that promised an improvement in their situations. Many loans that were actually nonperforming were reclassified as healthy loans. In 2012, further measures, such as deferrals, ensured that the credit burden of small and medium-sized enterprises at risk of default was kept bearable.

The upshot is that the brakes were put on restructuring enterprises. Economic growth was paralyzed, business expectations remained negative, and domestic sales stagnated. However, corporate profits tended to remain stable, because the Bank of Japan decreased the interest expenses of enterprises and the never-ending crisis led to restrained wage demands. The average wage increase of large enterprises through the so-called Shuntô wage negotiations remained stuck at nearly 2 percent after 1998, in contrast to 9 percent on average from 1956 to 1997. The real wage level has been decreasing since 1998 (Latsos 2019).

Despite stable corporate profits, however, Japanese companies did not invest. Sitting idle on the liquidity, they repaid loans and expanded equity (see chart). The corporate sector changed from a net borrower to a net saver. Small and medium-sized enterprises are holding their retained earnings mainly in the form of bank deposits. Large enterprises invest in the international expansion of their business activities, in particular in the form of mergers and acquisitions (M&A) as well as the establishment of foreign branches. The equity-to-asset ratio of Japanese enterprises increased, because corporate profits failed to recirculate into the Japanese real economy.

The ever-increasing equity ratios of Japanese companies can thus be seen as the outcome of subsidization by the government, by the Bank of Japan, by commercial banks, and by households (employees). Many companies are in economic distress due to the never-ending stagnation but survive thanks to comprehensive aid. The corporate sector as a whole is zombified, despite a high equity ratio, because it does not invest in market adjustments and relies on government aid and restrained wage demands by workers. As the falling wage levels since 1998 depress consumption demand, it would be irrational to invest in larger capacity. The survival of enterprises increasingly depends not on their efficiency, but on the low interest rate environment created by the Bank of Japan: enterprises need to generate just enough profits for survival and for a gradual reduction of liabilities, which turns into a gradual increase of the equity ratio—a corollary of zombification.

It is thus the Bank of Japan that can pave the way out of the zombie economy. If the Bank of Japan slowly raised the key interest rate, the government would reconsider costly lenient legislation and enterprises without a business model would have to exit the market. To remain in the market, they would have to invest in efficiency gains and innovation. The exceptionally high equity ratios would decline. The resulting productivity gains would allow for wage increases, which would strengthen consumer demand and growth. Investment would become worthwhile again, and the living dead would be reanimated. The once proud Japanese economy could rise like a phoenix from the ashes.

Authors: 

Contact Gunther Schnabl

Gunther Schnabl is a professor of international economics and economic policy in the department of economics at Leipzig University, Germany.

Friday, 26 February 2021

Oh gosh - Paradox of Thrift:

 

Britain’s recovery is threatened by the growing savings glut

Saving for a rainy day may seem prudent but can do an awful lot of damage when embraced by all at once

Coiled spring or permanently rusted up old engine? Britain’s – and Europe’s – hopes for economic recovery are threatened by a toxic mix of poor productivity and high rates of saving. Inability to spend as freely as we would have liked for the past year, together with high levels of uncertainty about the future trajectory of the economy, has left both household and corporate balance sheets overflowing with excess deposits.

Persuading companies and consumers to disgorge at least some of these monies is key to the rapid bounce back in the economy anticipated by the likes of Andy Haldane, the Bank of England’s chief economist. His depiction of the UK economy as a “coiled spring”, just waiting to be released, doesn’t work if this excess has become permanently and uselessly frozen in bank and savings accounts. Haldane’s hopes rely crucially on a wall of pent-up demand progressively breaking free as Covid restrictions are lifted.Advertisement : 8 sec

The Bank of England estimates that with the savings rate as high as 26.5pc of disposable income at one stage last year, households accumulated an excess stock of savings of around £125bn between March and November, a number which is bound to have risen further still since then with the imposition of a third national lockdown.

The same level of accumulation has been broadly mirrored in the corporate sector, the Bank estimates. That’s a lot of money that could potentially flow back into demand once everyone is confident enough in the success of the vaccine programme to start acting normally again. 

Only one problem; these savings are not evenly distributed. Among households they are disproportionately skewed to higher income earners and retirees.

Much the same can be said of the corporate sector; companies that have survived the pandemic well will be flush with cash, but others, particularly in hospitality and other sectors forcibly closed by lockdown, will have barely two pennies to rub together.

The upshot is that those most likely to have saved the most are also those least likely to spend or invest it productively. Survey evidence seems to support this observation. Most respondents say they plan to keep at least some part of their excess. A permanently higher savings rate may have established itself.

If that turns out to be true, it feeds into the wider debate about growing wealth inequality and secular stagnation.

The economy at large is going to be in some trouble if the better off cannot be persuaded to spend their money, or otherwise invest it in productive activity, but instead simply leave it fallow in seemingly ever-rising asset prices. Poor levels of business investment, innovation and productivity growth would become embedded. And the bubble in asset prices would expand even further.

Instinctively, most of us are against negative interest rates, but you can see the logic. It is very difficult in practice to charge a negative rate on retail deposits; physical cash provides some kind of alternative. But for big, corporate depositors, that’s not an option.

Experience in Denmark, whose central bank was the first to impose a negative bank rate, suggests the threat of confiscation can be persuasive in forcing companies to invest their cash rather than hoard it. That debate has yet to play out within the Bank of England’s Monetary Policy Committee, but at least three of its members seem partially to have bought the arguments in favour of negative rates.

As David Owen of the investment bank Jefferies has argued it may be more important to get the corporate sector spending its surplus than householders. The estimated excess of £125bn is only 10pc of annual household spending, but around 50pc of business investment. Ergo, you get a much bigger relative effect if corporates disgorge the money than households.

That said, fiscal levers are always going to be preferable to monetary manipulation in spurring the hoped-for handover from public to private sources of demand. Negative rates are not going to persuade people and companies to spend and invest what they don’t already have but targeted tax cuts or even Biden-style handouts just might.

It is also possible to envisage any number of “use it or lose it” measures that could be applied to corporate cash hoarders. That’s why it is so important that Chancellor Rishi Sunak does not make the mistake of reining in the public finances too soon in next week’s Budget with much-rumoured “down payments” on fiscal consolidation, such as a hike in corporation tax. Not until households and firms are spending freely again can he afford to apply the brakes.

Keynes called it the “paradox of thrift”. What may seem a worthy, even admirable, characteristic on an individual level – that of saving for a rainy day – can do an awful lot of damage when households, companies and the state all decide to do it en masse.

Wednesday, 24 February 2021

Example of red tape for supply-side

 

Cut EU red tape to unleash £95bn investment wave, say insurers

The industry claims the EU's Solvency 2 rules discourage long term investment in climate-friendly infrastructure projects

Ministers should slash Brussels red tape in the insurance market to free up £95bn of capital to turbocharge Britain's green energy infrastructure drive, industry chiefs have said.

Bosses are calling for the Government to take advantage of Brexit by overhauling the EU’s Solvency 2 rulebook for UK firms, which forces insurers to hold vast sums of money in ultra-low risk assets.

A £95bn investment spree could be unleashed while still leaving the industry with enough reserves to withstand a one-in-200-year shock, according to a report by KPMG which was commissioned by the Association of British Insurers (ABI). 

The cash could be used to support Prime Minister Boris Johnson's levelling up agenda, the ABI said, as well as providing funds vitals for the switch to wind power and electric cars.

It came as banks urged UK regulators to co-operate with foreign watchdogs to improve market access amid fears business is leaving London due to Brexit. 

Advertisement

Insurance has been touted for years as an industry that could benefit from relaxing the EU rules introduced to make financial institutions safer after the 2008 financial crash. 

The Government is reviewing Solvency 2, which the UK played an instrumental role in writing, to determine whether it can be trimmed down to boost insurers and increase investment. 

 

ABI chief Huw Evans said the so-called risk margin governing capital use is the most difficult aspect of the regulations.

Industry bosses have complained that they are forced to hold a disproportionate amount of capital in an ultra-low interest rate environment, tying up billions of pounds of assets that could otherwise be invested in the real economy.

Insurers’ reserves have remained resilient during the pandemic despite a crash in the value of their assets and a surge in claims, although the industry has resisted paying out on thousands of Covid-related claims.  

Bosses also want to shake up the “matching adjustment” mechanism used to account for long term investments. 

Insurers say that the existing system makes it harder to back long-term projects, including climate-friendly infrastructure such as wind farms, and pushes them to hold low-yielding corporate and sovereign bonds. 

The changes would add as much as £16.6bn to the UK’s annual economic output by 2051 delivering a £1.4bn boost to the Treasury tax receipts by 2030, the KPMG report finds. 

A 50-page study published on Monday by bank lobby group UK Finance called on the Bank of England and the Financial Conduct Authority to work more closely with their international peers to promote cooperation and encourage other countries to open their markets to UK institutions. 

It also argued that new trade agreements should be used to unlock market access for financial services in key markets such as Japan and the United States, while it said cross-border trading models based on recognition could be agreed with a small number of jurisdictions.

Analysis of Sunak’s tax options

 

Sunak's dangerous tax rises are about politics, not economics

The UK's favourable debt dynamics give the Chancellor room for manoeuvre – he should take full advantage of the situation

Rishi Sunak may be too busy putting the finishing touches to his second Budget to notice, but across the pond a political sprint is underway in Washington.

Democrats are racing to get a $1.9 trillion (£1.35 trillion) stimulus bill over the line before the expiry of previous support on March 14, using special procedures in Congress to ram the measures through without Republican support.

When passed, the stimulus will amount to 10pc of American GDP. With the tailwind of a supportive Federal Reserve, the Stateside debate is over whether the vast sums involved will unleash inflation. President Biden wants to see a US economy come “roaring back” and said last week: “The overwhelming consensus is to support the economy, you can’t spend too much. Now’s the time we should be spending.” 

In Europe, though, the conversation is much different. The European Union has embarked on a de minimis€750bn (£647bn) fiscal package for a €12 trillion economy drip-fed over several years. In the UK the situation is worse still, as the talk of tax rises lurking in the Chancellor’s red box hardens further.

The arguments against hiking corporation tax on struggling companies are so well-rehearsed as to barely need repetition, from the dampening effect on investment, and the costs which will inevitably pass on to consumers, shareholders and employees indirectly. Even if the first increase is delayed until the autumn, the pain will still be felt progressively in coming years.

We also need to put this squeeze in the making in the context of Sunak’s last big fiscal set-piece, back in November. That was a spending review which clipped £10bn from non-Covid departmental budgets, which will stand £13bn lower by 2025.

Then there was the conference speech last October, in which he talked about his “sacred duty” to ensure sustainable public finances. 

But this misses the big picture about the UK’s debt dynamics. The reality is that there is no rush for the Chancellor to do anything: in fact, acting too fast is likely to do more damage. 

When looking at the public finances, economists look at the “growth corrected interest rate”. In layman’s terms, this is the difference between the interest rate the UK pays on its debt, and the nominal – that is cash – growth rate of the economy, usually expressed as ‘r-g’. When the debt cost is lower than the nominal growth rate, ‘r-g’ is negative. 

When that happens, it means that the level of debt can be stabilised at a higher level or even reduced, even when governments are running a deficit, due to the magic of cash growth in receipts outstripping the interest costs of the debt. Conversely, when ‘r-g’ is positive, then governments need to run primary (pre-interest) surpluses to keep up with the debt costs. 

No rush, Rishi

Line chart with 4 lines.
Favourable debt dynamics give Chancellor leeway on repairing Covid-19 damage
The chart has 1 X axis displaying values. Range: 1999.7 to 2030.3.
The chart has 1 Y axis displaying %. Range: 0 to 10.
Capital Economics
End of interactive chart.

Former IMF chief economist Olivier Blanchard put the concept on the map in 2019 with his presidential lecture to the American Economic Association, which contained the stark line that “public debt may have no fiscal costs”.

This is not to say that Sunak has a free hit. If the Chancellor went on a roller-coaster debt binge, the bond markets would soon cotton on and prices would rise. The leeway available to him relies on debt costs staying low and inflation staying under control.

The Bank of England is also there in the bond market as a buyer of the debt, keeping costs down; but the longer this goes on, the potential of its actions to distort the economy becomes greater, through fuelling asset price bubbles, for example.

Over time, the need to keep the ‘r’ part of the equation down could herald financial repression tactics such as forcing banks to hold more government gilts and artificially suppress its borrowing costs, potentially diverting resources away from more productive private investment. 

The Bank of England has become a major holder of Government debt

Chart with 5 data series.
Holders of Government gilts, % GDP
The chart has 1 X axis displaying categories. 
The chart has 1 Y axis displaying %. Range: 0 to 150.
SOURCE: OBR
End of interactive chart.

But the point is that, for now, the Chancellor has wriggle room. There is no sign of runaway inflation, despite a mini-boom in house prices caused by his own stamp duty holiday. Indeed, the slack in the UK economy will be underlined by Tuesday’s labour market figures, where the artificially low headline rate of unemployment belies a steep fall in hours worked compared to a year ago.

Meanwhile there are zero signs of stress or concern in the gilt market and the Bank of England will be buying bonds, in all likelihood, until the end of the year at least. The UK has an advantage of a longer average maturity on its debt at around 14 years, so any interest rate shock would not have immediate effect, even in the unlikely event that the bond market did suddenly turn on us.

The Office for Budget Responsibility rightly points out that the Bank of England’s quantitative easing has shortened our debt maturity, because the billions in bonds it has bought are funded by new reserves which will become more expensive overnight when rate-setters eventually decide to raise rates from their current record low of 0.1pc.

But the Bank’s own forward guidance stresses that this won’t be happening until a significant chunk of economic slack is being used up - and when they eventually do, it will almost certainly be because higher inflation or growth is lifting the ‘g’ side of the equation and the economy is recovering. The Institute of Economic Affairs’ Julian Jessop, for one, believes that this is “more than likely” to offset any higher debt interest payments.

Given all of the above, it seems absurd that the Chancellor would play fast and loose with our recovery through overhasty tax rises without any economic or fiscal justification. But signs such as the vast £16.5bn settlement for defence last autumn suggest he is more focused on political ambitions, and determined to play to the gallery as the guardian of the sacred fiscal flame.

Let’s be clear: Sunak has had a good crisis. After the baptism he’s had, it is easy to forget he is barely a year in the job. But tax rises now are the equivalent of trying to pay the bar tab without knowing the final bill – and if they shrink the tax base by sending more companies under, he risks aggravating the problem he’s attempting to tackle.

While Biden goes for broke, fiscal fetishism could cost us dear.