Can’t pay or Won’t Pay?

February 20th, 2015 7:33 am

Interesting article on Greece and the vagaries of sovereign bankruptcy via the WSJ:

By
Stephen Fidler
Updated Feb. 19, 2015 6:59 p.m. ET

The Greece crisis is reinforcing a cardinal rule of sovereign-debt crises: It isn’t whether a government can pay what it owes, it’s whether it wants to.
Analysis

The new left-wing government in Greece is seeking to reduce debts it says it can’t pay; its finance minister, Yanis Varoufakis, has called his own country bankrupt and insolvent. It has initiated negotiations—which continue in Brussels on Friday—with other eurozone governments to reduce the burden its debt represents.

Tensions were high ahead of the Brussels meeting. German and Greek officials traded barbs throughout the day Thursday after Berlin flatly dismissed Athens’s request to extend its bailout program.

Both capitals appeared to be staking out their positions ahead of the talks, underscoring how ties between the two have frayed since Greece’s left-wing Syriza party, led by Prime Minister Alexis Tsipras, swept to power last month on its promise to scrap the unpopular bailout.

 

Nobody is claiming—as they might of a bankrupt company—that Greece doesn’t have the wherewithal to pay back all its €320 billion-plus ($365 billion) of foreign debt in full: The assets of the country dwarf that figure.

What is in question is whether the Greek government can levy taxes or charges on its people—or can sell assets—sufficient to service its debts and still do all the other things Greeks expect it to do.

Sovereign bankruptcies are different animals from corporate bankruptcies, said Carmen Reinhart and Kenneth Rogoff in their 2009 book “This Time It’s Different.” Lenders simply don’t have the same enforceable rights to seize assets from governments as they do with companies and individuals.

However, “in most instances, with enough pain and suffering, a determined debtor country can usually repay foreign creditors,” they said.

The authors cite the example of Romanian dictator Nicolae Ceausescu, who forced Romanians to shiver through freezing winters with little or no heat and made factories close through want of electricity so he could repay the $9 billion his government owed to foreign banks.

Ultimately, that didn’t work out too well for the Romanian leader, who was executed by firing squad in 1989 after a show trial. For other leaders, the penalties may not be so savage. But political careers and sometimes a country’s political stability depend on the outcomes.

One reason that Germany—now Greece’s largest creditor—and other members of the eurozone are angry over Mr. Tsipras’s aggressive drive to secure more relief is that they believe Greece can repay its debts.

Athens argues that its debt-servicing schedule will force it to run a so-called primary surplus—a budget surplus before interest payments—equivalent to 4.5% of gross domestic product next year and for the indefinite future. That, it says, is just not politically sustainable.

Nonsense, say its creditors; such budget performances aren’t unusual.

In its June 2011 monthly bulletin, the European Central Bank cited four other eurozone countries that did just that or more in recent history: Belgium (1993-2004), Italy (1995-2000), Ireland (1988-2000) and Finland (1998-2003). Even Greece managed it from 1994 to 1999.

In just about all of these cases, countries were pushing debt down to prepare for their entrance into the European Monetary Union.

“If the country was willing to accept these surpluses when preparing for EMU, one should be able to assume that the same policy should be acceptable as the price of staying in the euro,” argues Daniel Gros, director of the Brussels-based Centre for European Policy Studies.

Also, creditors say that Greece’s debt-servicing burden isn’t excessive, thanks to the concessions its government creditors already made to lower interest rates and extend loan maturities.

According to data from the Greek government, interest payments fell from 7.3% in 2011 to about 4.2% of GDP last year. Thanks to an interest-rate holiday granted by the creditors until 2022, Greece has to find less in cash: A government estimate from last year suggested the expected interest bill in cash would fall to just 2.2% of GDP in 2020.

That isn’t high when compared with some other countries.

In 2013, the Portuguese government paid 5% of GDP in interest, Italy paid 4.8% and Ireland 4.4%.

This benign assessment, however, ignores some difficulties. Some years will be more problematic: In 2015 and 2019 the debt-repayment bill will be high, and in 2022 all the forgone interest from the previous 10 years comes due.

Furthermore, the budget surpluses of the 1990s were generated with what was then seen as the optimistic prospect of joining the euro, rather than the unappetizing prospect after a long and very deep recession of making sure foreign creditors are happy.

And that last factor is also relevant. A significant proportion of the debt of most European governments is held by their own citizens. If Italy or Belgium suspend payments on their debts, their own citizens will suffer. There is thus a domestic constituency arguing for government debt to be paid.

For Greece, that isn’t the case. The vast majority of its debts are held by foreign governments, which don’t get to vote in Greek elections.

Mr. Rogoff cites the following rule of thumb: It is politically difficult for any government to sustain over a long period debt-servicing payments to foreigners of more than about 2% of GDP.

As for almost all sovereign debtors, then, it’s about the Greek government’s willingness to pay the political price needed to service its debts in full.

In that respect, the signs for Greece’s creditors aren’t propitious.

The question becomes not really whether they will be repaid in full, but how they won’t be: whether it will be through negotiation, or whether this or a future government will take matters into its own hands.

Write to Stephen Fidler at stephen.fidler@wsj.com

Grexit

February 20th, 2015 7:18 am

A fully paid up subscriber just forwarded this headline:

*GERMAN-LED BLOC WILLING TO LET GREECE LEAVE EURO, SCICLUNA SAYS

Scicluna is apparently the finance minister of Malta and he was opining on this topic yesterday when he was quoted suggesting that Europe might not oppose an exit from the Euro by Greece.

For the record Malta is not a world powerhouse as it has a population of less than 500,000.

TIPS Result

February 19th, 2015 1:20 pm

Via CRT Capital:

*** The 30-year TIPS auction was strong with non-dealer bidding at 73% vs. 64.6% norm and a stop-through of 0.8 bp ***
* 30-year TIPS auction stops at 0.842% vs. a 0.850% 1-pm bid WI.
* Dealers were awarded 27.0% vs. 35% average of last eight.
* Indirects get 69.0% vs. 53% norm.
* Directs take 4% vs. 12% average.
* Bid/Cover was 2.43 vs. 2.57 average of last eight.
* Dealer Hit-Ratio: Dealers takes 19% of what they bid for vs. 23% norm.
* Indirect Hit-Ratio: Customers take 75% of what they bid for vs. 80% norm.
* Nominal Treasuries were trading lower on the day ahead of the auction, and since the results, Treasuries have traded sideways — retaining the downward pressure.
* Nominal Treasury volumes have been below average, with cash trading at just 86% of the 10-day moving-average.  5s were the most active issue, taking a 35% marketshare, while 10s took 23%, 2s 14%, and 3s 14%.

Eclectic Topics

February 19th, 2015 10:11 am

Via Richard Gilhooly at TDSecurities:

Rates have pared back some of yesterday’s rally following the FOMC minutes, but are essentially back at the 5pm levels with the curve a bit flatter after hitting a high of 119bp on 5-30s. The bigger moves this morning have been in crude oil, which is down 5% ahead of inventory data, which is weighing on TIPs break-evens and has 5yr breaks over 3bp lower. Greek uncertainty remains after Germany rejected their extension request, although volatility in the Euro and EU equities remains low and Greek equities are higher on the day. EM currencies are weaker, led by RUB and BRL, despite the dovish FOMC minutes, while most are still leaning to a hawkish HH testimony next week.

$9bn 30yr TIPs will be auctioned at 1pm and with the real yield at around 85bp and 35bp above month-end levels, the auction should see good real money demand. Break-evens have already moved higher by 15bp from the lows, now at 185bp, such that the bei level is less of a selling point, but there is still potential for breaks to push to the 2% level if oil prices do not make new lows and the Fed is not pre-emptively hawkish. A hawkish speech from Yellen next week, or new lows in oil prices, would suggest that owning 30yr TIPs outright is a better bet than break-even. A more dovish outcome next week would support break-evens over 30yr real yields, as a steeper curve and possibly higher long rates would follow a dovish Yellen testimony.

On the wage front, Walmart announced this morning that ~500k workers will receive a wage raise starting in April, to $9 per hour or $1.75 above the federal minimum wage. Wages will further be raised to $10 an hour starting in February 2016. Against that, Philly Fed for February showed prices paid dropping to a new recent low of 4.7, while prices received stayed in negative territory, at -0.2, for the second month in a row. Weakness in the average workweek also persisted in February, remaining negative for the second consecutive month.

Initial Claims

February 19th, 2015 9:01 am

Via Stephen Stanley at Amherst Pierpont Securities:

Initial jobless claims fell back in the week ended February 14 to 283,000 after surging above 300K in the prior period.  After spending most of January above 300K, 3 of the last 4 readings have been 283K or lower.  The four-week average also declined to 283K, so it appears that once we come out of the Veterans Day to Presidents Day fog bank when the individual readings tend to be prone to gyrations, we may settle at a pace of layoffs consistent with where we were before mid-November (the eight readings leading up to mid-November averaged 285K).  So, all signs point to a strong labor market (any claims reading below 300K is historically rare) and fairly stable conditions.

Hilsenrath Story

February 19th, 2015 7:42 am

Via Jon Hilsenrath at the WSJ:

HILSENRATH’S TAKE
It’s curious that many analysts took the release of the Federal Reserve’s meeting minutes Wednesday as dovish, meaning they believed officials leaned away from raising short-term interest rates.

Investors and analysts zeroed in on line in the minutes which showed the Fed’s hesitance about raising rates: “Many participants indicated that their assessment of the balance of risks associated with the timing of the beginning of policy normalization had inclined them toward keeping the federal funds rate at its effective lower bound for a longer time.” That is a true statement. The Fed has leaned toward keeping rates at zero for a long time.

But look at what it is doing now.

The central bank held a special “policy planning” session to discuss the appropriate timing of interest rate increases. Officials had a long and detailed briefing from staff on the tools it would use once it started raising interest rates. In addition the staff briefed officials on the alternate interest rate paths it might choose for a series of interest rate increases, with historical and international comparisons. Moreover officials discussed removing the assurance from its policy statement that it will be patient before raising rates.

Fed Chairwoman Janet Yellen is a methodical planner known since her childhood for doing her homework. Her Fed has clearly entered an intensive planning stage for interest rate increases.

-By Jon Hilsenrath

Secondary Market Corporate Bond Trading Yesterday

February 19th, 2015 7:05 am

Via Bloomberg:

IG CREDIT: VZ Issues See Large Client Flows; IBRD to Price
2015-02-19 10:47:27.508 GMT

By Robert Elson
(Bloomberg) — Secondary IG trading ended with a Trace
count of $18b vs $14.6b Tuesday, $20.4b last Wednesday.
* 10-DMA $17.8b
* 4-wk moving avg $17.2b, highest since at least Jan. 2005
* 144a trading added $2.3b of IG volume vs $1.7b Tuesday,
$2.2b last Wednesday
* Most active issues longer than 3 years
* PEMEX 6.625% 2035 was first with client flows accounting
for 87% of volume
* VZ 6.55% 2043 was next with client flows taking 95% of
volume
* VZ 3.50% 2024 was 3rd, client flows at 92%
* VZ 3.50% 2024 was 3rd, client flows at 92%</li></ul>
* SABLN 3.75% 2022 was most active 144a issue; client flows
took 66% of the volume
* BofAML IG Master Index at +140, a new tight for 2015, vs
+141; 2014 range was +151, seen Dec 16; +106, the low and
tightest spread since July 2007 was seen June 24
* Standard & Poor’s Global Fixed Income Research IG Index at
+176, unchanged; +183 was the wide for 2015; +182, the wide
for 2014, was seen Jan. 16; +140, the 2014 low and post-
crisis low was seen July 30, 2014
* Markit CDX.IG.22 5Y Index at 64 vs 65.2; 76.1, the wide for
2014 was seen Dec 16; 55 was seen July 3, the low for 2014
and the lowest level since Oct 2007
* IG issuance was $5.4b Wednesday, plus an under-the-radar
$100m TOYOTA 5Y hybrid MTN vs $3.25b Tuesday
* Month’s IG issuance $89.25b; YTD $221.5b
* IBRD Global Green bond, for today, added to pipeline of
expected deals, includes possible M&A-related issuance

FX

February 19th, 2015 7:02 am
 Via Marc Chandler at Brown Brothers Harriman:

What to Watch for Today

February 19th, 2015 6:54 am

Via Bloomberg:

WHAT TO WATCH:
* (All times New York)
Economic Data
* 8:30am: Initial Jobless Claims, Feb. 14, est. 290k (prior
304k)
* Continuing Claims, Feb. 7, est. 2.360m (prior 2.354m)
* Continuing Claims, Feb. 7, est. 2.360m (prior 2.354m)</li></ul>
* 9:45am: Bloomberg Consumer Comfort, Feb. 15 (prior 44.3)
* Bloomberg Economic Expectations, Feb. (prior 53)
* Bloomberg Economic Expectations, Feb. (prior 53)</li></ul>
* 10:00am: Philadelphia Fed Business Outlook, Feb., est. 9.0
(prior 6.3)
* 10:00am: Leading Index, Jan., est. 0.3% (prior 0.5%)
Central Banks
* 12:00am: Bank of Japan monthly economic report
Supply
* 11:00am: U.S. to announce plans for auctions of 3M/6M bills,
2Y/5Y/7Y notes, 2Y FRN
* 1:00pm: U.S. to sell $9b 30Y TIPS

Overnight Flows

February 19th, 2015 6:50 am

Dealers report end user buyers of 10s and 30s. Speculators sold 5s against 30s. Real money sold 4 year notes and bank portfolios bought 3s and 5s.

Today the Treasury will sell $9 billion 30 year TIPS. One overseas correspondent noted that is about $ 7 billion Long Bond equivalents. He expects apathy about that supply to overcome the market and he anticipates bear steepening of the yield curve to accommodate that duration.