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Another 1997/98 Asian crisis? - M.A. Wind

Tan KW
Publish date: Wed, 21 Aug 2013, 11:17 PM
Tan KW
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Good.

Worrisome article on the website of The Malaysian Insider:


"1990s crisis haunts Asia as debts mount"

The two important events being:
  • The FED planned to slow down on Quantitative Easing (QE)
  • China slowing down considerably

Both have a huge global impact:


"The spotlight has been mainly on India and Indonesia, which have the biggest current account deficits, making them the most reliant on foreign capital to make ends meet. Both have seen their currencies an their equity markets plunge in the past week.

But the risks of contagion across the region are beginning to rise, FT quoted the economists as saying, made worse by the slowdown in China Asia’s biggest growth engine.

Thailand, which slipped into technical recession in the second quarter, has seen household debt to GDP rise from 55% in 2009 to almost 80% today.

Total debt to GDP now stands at 180%, according to data compiled by HSBC.

FT said oil-rich Malaysia has seen a similar increase in debt levels helping to power consumption and housing booms. But poor trade figure have raised the prospect of it slipping into deficit this year, after a decade of running surpluses.

Last week, Indonesia reported a sharp widening of its current account deficit, its worst since 1996, thanks mainly to a fall in the value of its commodity exports."


The risk of contagion is indeed real. I still remember 1997, Thailand was in serious troubles, both its currency and share market had fallen a lot. But in Malaysia the experts fell over each other to explain that the situation was so much different/better than in Thailand. A few months later ..... we all know what happened. The stock market tanked from about 1250 to eventually in 1998 around 250, and the currency (which traded always at around RM 2.50 to the USD) weakened considerably (and has still never recovered to its pre-crisis levels).

The good news is that lots of Malaysian debt is in RM and held by Malaysian organisations. Also, the banks seems to be on a much stronger footing than during the Asian crisis. So, despite some genuine worries regarding the Malaysian situation, I actually don't think we will run into something similar to the 1997/98 crisis, but possibly in a recession (that is, if inflation would be correctly stated).

However:


But the FT said it does not mean some fresh trauma was impossible. As Neumann puts it, “every crisis arrives in a different guise"


Several emerging markets have fallen quite a bit lately, several emerging currencies have depreciated versus the USD. For those investors who own good quality value shares that they don't want to sell, but they would like to reduce their risk, I would recommend to buy an "insurance" for a part of their portfolio. There are several ways to do so:

  • Shorting a particular stock that looks overvalued; not my favourite way, it can be quite risky, a particular share can be overvalued for a long time (sometimes artificially so).
  • Shorting an index by selling the futures. Much better, and I have indeed done so myself in the past. However, it is still possible that exactly the chosen index performs better than other emerging countries.
  • Shorting a basket of emerging market indices, for instance through an ETF, my preference.


One ETF that readers might want to consider is EUM, the factsheet can be found here:

"ProShares Short MSCI Emerging Markets seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the MSCI Emerging Markets Index®."

There are other, more aggressive instruments like the inverse times 2 (ultra) or even times 3 (ultra pro), but I would (strongly) advice against them, in the long term they don't fulfil their purpose very much, they are just meant for short term trading purposes. And I write this from own (disappointing) experience. 

 

Discussions
2 people like this. Showing 5 of 6 comments

Micheal Teo

Well written article Mr.Tan KW. I presume u r an economist or accountant by profession.

2013-08-22 02:40

wm83

worrying... 98 97 crisis

2013-08-22 08:53

JTFX

Tks TKW..good article highlighting the current risks in the mkt..KOSPI n Nikkei now -1%..following DJ overnite after Feds minutes...

2013-08-22 08:54

JTFX

rough ride ahead..RM now 3.32..look for 1700 support...

2013-08-22 09:04

JTFX

Emerging markets again bore the brunt of the selling as many have come to rely on cheap dollars to underpin domestic demand and fund current account deficits.
Currencies in Indonesia, Malaysia and Thailand all hit multi-year lows, while the Indian rupee ploughed another historic trough.
Their stocks markets likewise all fell between 1 and 2 percent, while the MSCI index of Asia-Pacific shares outside Japan shed 1.1 percent to a six-week low.
Driving the flight of funds were minutes of the Federal Reserve's July policy meeting which showed it was still on track to start tapering stimulus as early as next month.
Treasury yields tend to set the benchmark for borrowing costs across the globe, so the rise will make it more difficult for indebted countries and companies to pay their bills.
Expectations of economic recovery in the United States and Europe also tends to make assets there more attractive, heightening the competition for global savings.
"Given that the recent capital outflows have been mainly triggered by yield differentials, the higher Treasury yields mean that there is unlikely to be a quick turnaround in Asian currencies, especially those economies with current account deficits," said Frances Cheung, a strategist with Credit Agricole in Hong Kong.
She listed India, Indonesia, Malaysia and Thailand as the most vulnerable. "The story about capital outflows could persist for a while."
India's rupee promptly slid past 65.00 per dollar for the first time ever, while the Indonesian rupiah hits its lowest since 2009.

2013-08-22 14:51

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