Global daily insight 3 september 2015

Page 1

Group Economics

Daily Insight

Macro & Financial Markets Research Nick Kounis, Aline Schuiling & Kim Liu

ECB signals more QE

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3 September 2015   

The ECB looks set to step up its QE programmes before long President Draghi announced a lower 2017 inflation forecast as well as downside risks More QE will probably take the form of higher monthly purchases

The exceedingly dovish Mr. Draghi

ECB reduces inflation forecasts

ECB President Mario Draghi struck a very dovish tone during

% yoy

Thursday’s press conference. He said recent that

2.0

1.8

developments pointed to a ‘weaker economic recovery and slower increase in inflation rates’. In addition, ‘downside risks’ had emerged for both growth and inflation. Given recent

1.7

1.5 1.5 1.1 1.0

volatility in financial and commodity markets, the Governing Council judged that it was ‘premature’ to draw conclusions for

0.5

ability to act’. Overall, we think this commentary is a strong

0.0 2015

signal that the ECB will step up its QE programmes before

2016 June 2015

long. Inflation forecast for 2017 downgraded

0.3 0.1

price stability. However, it emphasised its ‘willingness and

2017

September 2015

Source: ECB

President Draghi followed up the dovish commentary by announcing downgrades to the ECB’s growth and inflation

ECB will likely step up its monthly purchases

forecasts. Importantly this also included the inflation projection

Additional ECB QE is now our base case scenario (we

for 2017, which is currently seen as representing the medium

previously saw a 40% chance). We think that the central bank

term horizon crucial for policy decisions. At 1.7%, the new

will most likely do this by stepping up the pace of its monthly

medium term forecast is already arguably below the ECB’s

purchases. It will also likely need to increase the eligible

price stability goal.

universe of assets it will buy (see our note here for more on this). More QE will likely be announced before the end of this

Increasing downside risks

year.

Furthermore, developments since the inflation forecast was made in ‘oil prices and…exchange rates’, suggest it could be

ECB increases limit for purchases

downgraded further. The Governing Council also saw risks to

The central bank already announced a change in its existing

the economic outlook from ‘current developments’ in emerging

QE programme, that may help it expand it going forward. It

markets, which could affect global growth.

decided to increase the issue share limit from 25% to 33%, which will give it a little more flexibility in its purchases. More

Not quickly reversed

importantly, it opens the door for more changes.

Although, the ECB still felt it was too early to make a clear judgement on all this, Mr. Draghi said several times that it was

Markets rally, the euro declines

unlikely that the ‘recent challenges would be quickly reversed’.

The ECB’s remarks supported both equity and government

This suggests that the central bank feels that the problems in

bond markets. German 10y Bund yields were down by around

emerging markets will not go away in a hurry. As well as

5bp, while the euro Stoxx index was up by almost 3%.

getting a better grip on the recent market turmoil, the ECB’s

Meanwhile, the prospect of more QE also weighed on the

hesitation to act already at this meeting probably also reflected

euro, with EUR/USD declining to around the 1.11 level.

that it needs more time to decide exactly what to do.


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Global daily insight 3 september 2015 by ABN AMRO - Issuu