HERMANSSON - June 1310

Page 1

An update on Current Issues in Banking for CE and the Baltics

Cecilia Hermansson Chief Economist


The current issues • • • • • • •

Why did it go wrong? Is the recession over? Effects of internal devaluation Financial stability is increasing Deleveraging takes time – the focus is on balance sheets Euro membership – Estonia first in line The medium and long term outlook

2


Important factors behind the Baltic crisis • • • •

• •

Credit expansion and weak risk assessments in banks Convergence process appeared automatic Race for market share Too little focus on macro economics at the banks’ management level – imbalances were building up Too expansionary economic policy in the region Weak cross border supervision and regulations

Current account balalance, % of GDP 15 10 5 0

Lithuania -5 -10 -15

Estonia

-20 -25

Latvia

-30 00

01

02

03

04

05

06

07

08

09

Source: Reuters EcoWin

3


GDP:

formally the recessions are over

Real GDP growth, qoq sa (% )

Real GDP, 2004=100 (swda) 5

150 0

140 130

-5

120

-10

110 100

-15 1Q 06

1Q 07 EE

1Q 08 LV

1Q 09

1Q 10

LT Source: Eurostat

90 1Q 05

1Q 06 EE

1Q 07

1Q 08 LV

1Q 09

1Q 10

LT Source: Eurostat

4


Outlook:

the Baltic economies will grow, but the speed of growth will depend on the success of structural reforms 2008

2009

2010f

2011f

-3.6 -4.6 2.8

-14.1 -18.0 -15.0

1.5 -2.5 -2.0

4.5 4.0 3.0

5.5 7.5 5.8

13.8 16.9 13.7

14.0 21.5 16.0

12.0 19.5 15.5

Consumer price index growth, % Estonia Latvia Lithuania

10.4 15.4 10.9

-0.1 3.5 4.5

0.5 -3.0 1.0

1.8 0.0 1.0

Real net wage growth, % Estonia Latvia Lithuania

3.2 6.3 10.1

-5.2 -5.9 -7.5

-5.3 -8.0 -5.0

1.5 2.0 0.0

GDP real growth, % Estonia Latvia Lithuania Jobseekers' rate, % of economically active Estonia Latvia Lithuania

Source: National Statis tics and Swedbank

5


Fiscal stance: further consolidation still necessary

Tax revenues and general government spending, % of GDP 50

Cyclically adjusted balance, % of GDP 0

40

-2

30

-4

20

-6

10 0

-8 EE Tax revenues, 2000-07 Tax revenues, 2008 Tax revenues, 2009 Spending, 2000-07 Spending, 2008 Spending, 2009

LV

LT

-10 2005

2006 EE

2007

2008 LV

2009 LT

Source: DG ECFIN Autumn2009 Source: Eurostat

6


Prices: is the deflation story dead? Not yet. EE: Inflation, % 15

3

10

2

5

1

0

0

-5

-1

Jan.08

Jan.09

LT: Inflation,% 20

8

Jan.10 LV : Inflation, %

15

6

20

4

10

4

15

3

5

2

10

2

0

0

5

1

-5

-2

0

0

-10

-4

-5

-1

-15 Jan.08

-6

-10

-2

Jan.09

Jan.10

Jan.08

CPI, mom (rs) * LT:

CPI, yoy

excluding refined petroleum products

PPI*, mom (rs)

Jan.09

PPI*, yoy

Source: CSBL, ESA, LSD

Jan.10

7


Labour market: sharp contraction in labour costs improves competitiveness‌ but what it takes?

Wage bill growth, % yoy

Jobseekers ratio

60

25

40

20

20

15

0

10

-20

5

-40 1Q 07

1Q 08 EE

1Q 09 LV

LT Source: CSBL, ESA, LSD

0 1Q 06

1Q 07

1Q 08 EE

1Q 09

LV LT Source: CSBL, ESA, LSD

8


Domestic demand: household consumption to remain weak as incomes shrink

Consumer confidence

Retail trade turnover, 2005=100 150

20

140

0

130 120 110

-20

100

-40

90 80 Jan.07

Jan.08 EE

Jan.09 LV

Jan.10

LT Source: Euros tat

-60 Jan.07

Jan.08 EE

Jan.09 LV

Jan.10

LT Source: Eurostat

9


Financial markets: relatively stable 0.7100

30

EUR/LVL (l.s.)

25

0.7075

EUR/LVL

0.7050

0.7025

3m Rigibor Eurobor spread (r.s)

15

10

Percent

20

0.7000 5 0.6975

0

0.6950

-5

06

07

08

09

10 Source: Reuters EcoWin

10


Risk assessment: gradually improving CDS rate spreads, 5 years, EUR (vs. Sweden)

1000 800 600 400 200 0 Jan.09

Apr.09 LV

J큰l.09 LT

EE

Okt.09 GR

ES

Jan.10 IR

Apr.10 Source: Reuters

11


Deleveraging: nobody said it’s going to be easy Loans issued to retail and wholesale trade 60

1200

Weighted EUR average nominal interest rates (existing loan stock), % 8

40

800

6 4

20

400

2

0

0 1Q 05

1Q 06

1Q 07

1Q 08

% of value added (ls)

1Q 09

0 Jan.06

Jan.07

Jan.08

Households

LVLm (rs)

100

1500

75

1125

50

750

Jan.10

NFI

Source: CSBL, FCMC

Loans issued to manufacturing

Jan.09

Source: Bank of Latvia Weighted EUR average real interest rates (existing loan stock),% 15 10 5 0

25

375

-5 -10

0 1Q 05

0 1Q 06

1Q 07

% of value added (ls)

1Q 08

1Q 09 LVLm (rs) Source: CSBL, FCMC

-15 Jan.06

Jan.07

Jan.08

Households (CPI deflated) NFI (PPI deflated)

Jan.09

Jan.10

12

Source: CSBL, Bank of Latvia


Institutions that handle impaired loans •

A Baltic Financial Restructuring and Recovery Unit was established within Swedbank May 2009.

Ektornet – was formed in 2009 – as an independent subsidiary of Swedbank with the aim to manage and develop the Group’s repossessed assets to minimise losses and if possible recover value in the long term.

13


Estonia becomes the 17th EMU member – implications for banks in the region Increased competition Stability for Latvia and Lithuania Easier to assess risks Improved chance for membership in Latvia and Lithuania

Easier to attract investments – more business opportunities

Competitiveness still in focus Budget discipline and inflation control

14


Medium and long term issues for the Baltic region and banks • • • • • •

Improved cross border supervison/regulations Aenimic growth prospects – deleveraging continues and how to balance local savings with local lending Convergence with the rest of EU not automatic Demography – aging, migration and labour shortages More structural reforms needed for growth and to counter new imbalances R&D – and how to increase value added in production – the banks can contribute to that process and to use the potential from globalisation

15


Thank you!


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