Sunday, August 12, 2007

Sub-prime shadow set to lengthen

Stock markets are set for another volatile week as the sub-prime loan crisis, which originated in the US, is spreading to other parts of the world. The sub-prime woes, whose loss was initially pegged at $100 billion, are growing by the day as four central banks have already pumped in about $230 billion to calm the markets. These developments only indicate the extent to which the crisis has spread worldwide.

The European Central Bank pumped in $178 billion, while the US Federal Reserve infused $38 billion to soothe the cash-starved markets. The Bank of Japan and the Central Bank of Australia too followed suit. The move to pump in funds can only be a temporary solution.

Meanwhile, speculations are rife that the US Fed, in a surprise move, may reduce interest rates. If such a move materialises, global markets will further plunge into volatility.

India is set to feel the repercussions if the losses of US fund houses spread. It will result in FIIs selling on the Indian bourses. It may also impact some domestic banks and companies.

The Reserve Bank of India (RBI) has sought data from domestic banks on the exposure to credit-linked derivative instruments by their overseas branches and subsidiaries. Any sub-prime assets in the books of these banks will trigger panic. High-premium private equity (PE) and merger and acquisition (M&A) deals are also set to slow down, at least for the time being.

The corporate fund-raising from the overseas market has already become costlier. Market analysts believe that India may be insulated from the current crisis in the medium and long terms, but not in the immediate future.

The movement in the foreign exchange market will be interesting to watch and will be crucial to the market sentiment. Contrary to the earlier trend, the rupee is facing a downward pressure, which no one expected till the third week of July. Many market players are believed to have short-sold the dollars in the range of Rs 40.70-40.80. If the rupee falls below these levels, short-covering will further drag down the currency. A downward pressure on the rupee will have its own impact on the market.

In the coming days, hedge funds in the US will start getting redemption requests from investors, which can also lead to FIIs selling, specially on behalf of the hedge funds, which invest in the domestic market through the participatory notes issued by FIIs.

"If investors want to withdraw money from hedge funds, a 45-day notice period is required, in which the application can be submitted. So for the July quarter, July 1 to August 15 is the application period to withdraw serious money from a hedge fund. Post-August 15 will probably see people queuing up for redemptions in hedge funds. This may lead to a cascading liquidity withdrawal syndrome across emerging markets. This has not happened yet, but if it does, stock prices can be under the selling pressure across markets, where funds have been invested," said Seshadri Bharathan, director, stock broking, Dawnay Day AV Securities.

There could be a lot of jitters in the hedge funds sector, leading to a contraction and pullout of liquidity from participatory notes. The hedge funds that face redemption pressures will prefer to sell in the emerging markets, where they have made more money in recent weeks. According to a Standard & Poor's global stock market review, in July the emerging equity markets rose 4.53 per cent compared with a 2.02 per cent loss in the developed equity markets during the same period.

Only 12 of the 27 developed markets posted positive returns in July. At the same time, 10 of the 25 emerging markets ended in positive territory, with China (+14.47%), Thailand (+14.17%), Turkey (+13.62%) posting significant returns. Most of these markets are now in the red after the FII sell-off.

Meanwhile, Prime Minister Manmohan Singh will address the nation on August 15. His speech will be closely watched by the market for hints on the pace and direction of the reforms process. The pace of reforms is set to slow down in the coming months, with general elections less than two years away.

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