Yesterday the Fairfax websites had the IMF calling for Australian banks to increase their capital, despite the suggestion being contained in a working paper that clearly stated the ideas in the document were not IMF policy but those of the authors. This morning that important qualification had gotten through to The Sydney Morning Herald and The Age:
“Economists at the International Monetary Fund have called on Australia’s biggest banks to bolster their levels of capital even further, warning that the sector may not be able to withstand the dual shock of a residential property downturn and losses on corporate lending.
“The finding follows a stress test of Australia’s banking system run late last year by the IMF economists, who modelled the impact of an Irish-style economic crunch.”
But stablemate The Australian Financial Review had a bit each way because of the undoubted sensationalist desire for, well, a page one story. “IMF safety net could lift rates”, it said, and you had to read the story to find the important qualifier: “The IMF cannot impose rules on the big four, although its views can influence regulators.” Actually, the IMF can’t impose rules on Australian banks or US banks or banks in other countries. That’s the job of the local regulator, in this case the Australian Prudential Regulation Authority working with the Reserve Bank.
The AFR story continues the obfuscation about the provenance of the working paper by reporting: “The IMF warns Australia …” Well no, its not the fund, it should read: “The IMF working paper warns that …” You might think that’s splitting hairs, but it’s important. The working paper not only goes out of its way to make it clear it’s not official IMF thinking, but is actually much more positive about the Australian banking system than the reports in the various Fairfax websites and papers would lead you to believe.
This is what the summary from the working paper said:
“The paper finds that, given Australia’s conservative approach in implementing the Basel II framework, Australian banks’ headline capital ratios underestimate their capital strengths. Given their high capital quality and the progress in their funding profiles since the global financial crisis, the Australian banks are making good progress toward meeting the Basel III requirements, including the new liquidity standards.
“Stress tests calibrated on the Irish crisis experience show that the banks could withstand sizable shocks to their exposure to residential mortgages. However, combining residential mortgage shocks with corporate losses expected at the peak of the global financial crisis would put more pressure on Australian banks’ capital. Therefore, it would be useful to consider the merits of higher capital requirements for systemically important domestic banks.”
What is disappointing about the reporting of the IMF working paper is the absence of any critical view: it is blithely accepted as gospel because it is from the IMF. Local reporters and some analysts accepted wholly statements such as exposure to ”highly indebted households” through mortgage lending, together with large levels of short-term offshore borrowing, ranked as key vulnerabilities:
”Combining residential mortgage shocks with corporate losses expected at the peak of the global financial crisis would put more pressure on Australian banks’ capital,” the IMF research paper said. ”Therefore, it would be useful to consider the merits of higher capital requirements for systemically important domestic banks.”
That is all well and true, especially the first point: it is a weak point for the local banks. But if a residential mortgage shock is combined with corporate losses, it certainly will hurt our banks, and the banks in every other country. But if you read the reports in the local papers and websites, Australia is singled out, with no recognition that a stress test is based on a worse-case scenario that would see banks around the world in a similar position.
And finally the reporting contains very little recognition that Australian banks got through such a scenario back in 2008-09, with considerable help from taxpayers and the Reserve Bank (liquidity and interest rate cuts and an expansion of accepted collateral for repurchase agreements). The RBA has the system still there, to be triggered in the event of another crisis; the big four banks have self securitised housing mortgages totalling $120 billion or more on their balance sheets, which will help raise liquidity in a crisis. Unlike the UK and US, the Australian regulators and federal government have considerable room to aid the banks again in the event of another crisis.
Local reports also accepted the Ireland property price collapse scenario used in the IMF working paper without wondering whether it was an accurate basis for such.
The working paper says Irish house prices fell 46% over four years and the value of commercial property dropped by 31-58%. But there was a major reason for that: Ireland went broke and had to be bailed out by the EU and IMF. That’s because the Irish government guaranteed the banks and their loans in October 2008 — in other words, the then Irish government mortgaged the whole country to protect the badly-run banks, corrupt executives and business people with political connections, and ran out of money. You can argue the inept government policy (and weak supervision) played as big a part in the collapse of Ireland the the final plunge in property prices, as did the long, unregulated boom up to 2006-07.Nothing can guard against that sort of stupidity at a government level. The same applies in Greece, Portugal and to a lesser extent Spain where a bigger housing/property collapse has badly damaged the banks, the economy, employment and government finances, but the country hadn’t gone belly up. Spain had strong banking supervision, but inept government oversight.
In Australia we have had strong government oversight and even tougher regulation (as APRA did in 2004-05 when it told our banks that if they wanted to have off-balance-sheet investment vehicles called conduits or special investment vehicles, they had to allocate capital to the assets in those vehicles, unlike the US and UK regulators).
Finally, the strong regulation and good government policy in 2008-10 allowed our banks to take their losses on dud loans. (Which were in the billions and nearly all in loans to property companies, financial engineers such as Allco and poorly run industrial and resource companies. That in turn allowed the market to provide the billions in new capital needed by the banks, with the huge pool of superannuation funds finding the money — and more than $110 billion for hundreds of companies large and small from 2007 to 2010.) That is ignored in the commentary about the stress tests and helps separates Australia from other economies and banking and financial systems.
APRA’s is the stress test that counts in Australia because it is the regulator; the others merely advice and chivvy, but don’t tell a headline-hungry business media that.
Crikey is committed to hosting lively discussions. Help us keep the conversation useful, interesting and welcoming. We aim to publish comments quickly in the interest of promoting robust conversation, but we’re a small team and we deploy filters to protect against legal risk. Occasionally your comment may be held up while we review, but we’re working as fast as we can to keep the conversation rolling.
The Crikey comment section is members-only content. Please subscribe to leave a comment.
The Crikey comment section is members-only content. Please login to leave a comment.