Monday, February 25, 2013

 

Deja-vu: Nepal's liquidity crisis returns


On January 31, I wrote an opinion piece in Kathmandu Post with the title "Lessons in finance" (that is the KPost link. Link to my blog piece is here). I wrote:
...[the] number that the NRB and BFIs report as the contribution of the financial industry to our economic growth is false. The actual contribution is much less.
This misleading figure is the reason why we suffer through liquidity crises every now and then. In our recent liquidity crisis, the level of profit and savings that BFIs showed to their shareholders was distorted due to the above mentioned fudging of facts. They actually did not earn the profit that they claimed to have earned. 
My concern is that Nepal's financial industry is not doing as great as it projects in its balance sheets. They have been busy fudging numbers and facts to appear "healthy" so the shareholders remain "happy". I ended my article saying:
If the current trend of high risk-taking in the Nepali financial sector continues, soon there will be another liquidity crisis worse than the last one. The reason the Nepali financial market has not yet fully recovered from that crisis is that the same risk-taking behavior continues even today.
And, only a month later, today, the Kathmandu Post reports that there is now a "liquidity crisis" in progress, and banks are rushing to the Nepal Rastra Bank for cash. KPost writes:
A tight liquidity situation in the banking sector has prompted a number of banks to obtain standing liquidity facility (SLF) from the central bank for the first time in a year.
.........
“The first to obtain SLF was H&B Development Bank which has been hit hard by fraud committed by its employees,” said an NRB official. “Last week, Nabil Bank and the Bank of Asia also obtained the facility.”
As I mention in my opinion piece, the crisis that is now brewing is the result of poor management in our BFIs. But, do the BFIs care? No, they don't because however they screw up, the central bank is there to help them with "public" money from retirement funds, pension funds, etc. I will let the central bank's representative explain it:
“Although the government should not give the money meant for pension distribution immediately, we released the amount now to address the recent tightness in the liquidity situation,” said finance secretary Shanta Raj Subedi.
I have a phrase for that: moral hazard. As long as they face no punishment for their risky behavior, and instead get rescued by the hard-earned money of the public, the CEOs in our BFIs will continue to engage in risky behavior.

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Thursday, January 31, 2013

 

Nepal’s financial industry needs to learn its lessons


The following article was published in The Kathmandu Post today on January 31, 2013 with the title "Lessons in finance". The unedited version is below.



Nepal’s financial industry needs to learn its lessons
By: Mukesh Khanal

Nepali financial market took a tumble between late 2009 until late 2011. Nepal Rastra Bank (NRB) urged some banks and financial institutions (BFIs) to merge. Some were allowed to go bankrupt, while some were rescued by the NRB. Despite these setbacks, however, banks and finance cooperatives have mushroomed continuously. Are these mushrooming BFIs adding any value to Nepal’s financial market and growth? Is Nepali financial market making any contributions to economic growth? If yes, how much is that contribution, and how can it be measured?

BFIs pay interest to depositors, and that interest is considered the “cost” that they incur. BFIs lend money to people and businesses, and interest charged on these is considered their “earnings”. The difference between earnings and cost is considered their “profit”, and this profit is considered to be their contribution to national economic growth. This consideration is disingenuous for a couple of reasons.

First, difference between earnings and cost is the value they have added to our money deposited with them. It is not their profit because some portion of this value addition is yet to be spent as “costs”. Some of this value addition is spent to pay for various evaluations and monitoring costs that BFIs incur while assessing, evaluating, re-evaluating and monitoring their high-risk loans. These costs are not paid by borrowers of loans, but by the BFIs themselves. So, BFIs end up spending a portion of their value addition on paying such costs. Therefore, the number that NRB and BFIs report as contribution of the financial industry to our economic growth is wrong. The actual contribution is much less.

This misleading figure is the reason why we suffer through liquidity crises, every now and then. In our recent liquidity crisis, the level of profit and savings that BFIs showed to their shareholders was distorted due to the above mentioned fudging of facts. They actually did not earn the amount of profit that they claimed to have earned.

Second, interest rates charged on mortgages issued by BFIs have been significantly higher than interests guaranteed on government issued long term bonds and treasury bills. Money for providing mortgages comes from money deposited by the accountholders. Since mortgages fetch high interests, BFIs tend to give higher returns to their depositors as well to lure depositors into depositing more money into their bank accounts. Therefore, entire financial system rests on the shoulders of depositors and how confident they are with their respective BFIs. A slight reduction in their confidence can mean a huge reduction in available funds for BFIs. Thus, our entire financial cycle has a very high risk associated with it. Rising instances of default—either by depositors or by mortgage holders—takes our entire financial market on a decline.

Many studies have disputed this general notion that risk-taking behavior of BFIs is a “productive activity”.  In 2011, Andrew Haldane and Vasileios Madouros analyzed the worldwide financial crisis of 2008, and discovered that investing capital in a risky asset did not contribute to productivity. This suggests that Nepali investors who purchase bonds from a company, or Nepali consumers who borrow from a bank to buy houses, are taking financial risks but contributing “zero” to economic activity. The reason for this being that nothing new is created from these transactions in our economy. There is simply a reallocation of available finances from one party to the other. Hence, loan portfolios have negligent contribution—if there is one—in growing our economy.

Another chronic problem with Nepali financial system is that consequence of risks is not borne by parties that take those risks but by others in the society. BFIs utilize our money in issuing risky loans with much higher returns than the interest they pay us for our deposits. If these risky loans get repaid, they make tons of money. CEOs and shareholders of those BFIs get rich. If these risky loans are not repaid, they go bankrupt. We lose most of our money that we deposited with them. CEOs and shareholders of those BFIs do not have to pay us the money that was ours but which they lost through their risky behavior. Where’s the balance in rewards versus punishment in our BFIs?

Nepali financial system is structured in a way where CEOs get away with their risky behavior without being held accountable for their actions. If BFIs go bankrupt, CEOs know NRB will rescue them i.e. the public will rescue them. If they earn ridiculous profits, CEOs know the profit will be solely their shareholders’. So CEOs do not have to pay for their risky behavior, and so they take more risks. Nepali financial system has created this “moral hazard” situation where society has been paying the price for the follies of BFIs.

These criticisms do not mean that our financial system is utterly useless and a zero contributor. Researches around the world have shown that world’s financial industries do provide some services, and hence they provide positive value additions. However, he also discovered that these value additions have been overstated. Contribution of any country’s financial industry—including Nepal’s—to its economic growth has always been overstated. Rapid growth in contribution to Nepali GDP by our financial sector in the last few years is a mirage.

Exceptionally high returns that Nepali financial industry experienced before the recent liquidity crisis was not a result of increasing productivity of our financial sector but a result of illusion of growth shown by high-risk lending and borrowing. If current trend of high risk-taking in Nepali financial sector continues, soon there will be another liquidity crisis worse than the one that lasted from 2009 until 2012. The reason Nepali financial market has not yet recovered fully from that crisis is because the risk-taking behavior continues even today.

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Tuesday, March 27, 2012

 

Article: Costly Ignorance


My latest article in Republica today (March 27) is on the recent Nepali financial crisis. The direct Republica link is here. The unedited version of the article is below:


Recent Liquidity Crisis in Nepal: Predictable, Avoidable and Not Over Yet

There are feelings among those involved in the Nepali financial market that the recent liquidity crisis—that started in the late 2009 and lasted until late 2011—is over. That is a dangerous feeling to have because the crisis is not over, yet. It would be foolish to assume the crisis as being over simply on the basis of a slightly buoyed confidence among the banks and financial institutions (BFIs). Although there has been a rise in market transactions among the BFIs, overall confidence among core financial market consumers—those buying and selling real estate—is still very low.

The worst feeling to come out of the recent Nepali liquidity crisis is that there were warning signs, in the early 2009, about a possible crisis in the financial sector. However, neither the BFIs nor Nepal Rastra Bank (NRB) seemed bothered by the impending loom. Together, the BFIs and the NRB ignored the signs.

First, historical data from all over the world shows that liquidity creation right before any liquidity crisis is always high. Money supply had a decreasing trend after the Nepalese economy was liberalized after the democracy in 1990. After 2001, however, the data shows an increasing trend. The increase kept happening right up until the end of 2009, after which the liquidity crisis hit the Nepalese financial system hard. So, literature review suggests that the recent crisis was predictable. The question then becomes: Why did nobody, especially the NRB researchers, predict it?

Second, the BFIs themselves had been forecasting net losses from their outstanding loans. The forecasted capital levels were continually on a decline, and the BFIs were increasingly worried about not meeting the NRB set standard in this regard. Delinquencies were on the rise since 2007. If these internal problems were not the signs for an impending liquidity crisis, I don’t know what were. Unlike natural disasters, liquidity crisis does not come suddenly. It comes out of a systemic and compounding failure of the financial market and its overseer. The BFIs and the NRB should shoulder the responsibility for the recent crisis. It was their own making, and the reason it lasted as long as it lasted was due to their inability in seeing it coming in advance as well as their inefficiency and incapability in solving it swiftly after it arrived.

Third, even if the BFIs were lying and covering up their losses, the financial market as a whole should have known of such cover-ups. After all, increasing charge offs and delinquencies as well as decreasing profit and capital levels are not hidden information. These are publicly available data to anybody and everybody who seeks them. So, those working in the financial market as well as those monitoring the financial market (i.e. the NRB) should have been aware that the BFIs were fudging their books. The recent liquidity crisis was, therefore, a slap in the face to those who claim to know the Nepalese financial market and those who claim to monitor it.

Fourth, when the crisis hit our financial market, initially, there was no response to halt this crisis. The BFIs went about their business, crossing their fingers, hoping that the liquidity “crunch” would not transform into a crisis. The NRB looked the other way hoping that the market would correct itself. That was a mistake. Eventually, after two years of crisis, the NRB decided to raise the insured deposit amounts. Although they should have done this as soon as the crunch hit the market, the NRB’s step should be viewed in terms of “better late than never”.

With all these signs foretelling the severity of the crisis, the concerned authorities did not actively seek to halt or mitigate the crisis. As a result, the market suffered for over two years. The worst affected were those involved in the real estate sector. As a result of the liquidity crisis, house and land sales all over the country, especially in the Kathmandu valley, have all but died out.

However, the past is past. Instead of ruing over the crisis, we should think about potentially avoiding any future liquidity crisis. What can be done? First, and foremost, the NRB should increase, improve and fulfill its duties as a monitor of the financial market. Simply granting licenses to open up new banks is not its sole duty. It needs to monitor, evaluate and investigate the BFIs for any wrongdoings. Anyone found guilty needs to be punished, and not bailed out. Bail outs should happen only if, absolutely, necessary.

While it is true that having excessive liquidity in their hands hurts the bottom line of our BFIs, they should also realize that having too little has a tendency to put them out of business. The NRB cannot come rescuing every single bank that goes bankrupt. It has its own criteria and limits. Therefore, BFIs should have enough short-term quickly liquidable assets at their disposal. They can use such assets to ease the liquidity crunch if one presents itself in the coming future.

Also, the proverbial “don’t put all your eggs in the same basket” saying applies to our BFIs as well. Nepali real estate sector received as high as 70 percent of all loans made out by our banks. Therefore, the recent liquidity crisis occurred due to our BFI’s inability to recoup their loans from this sector. Diversifying the portfolio of investments can save them if one of our economic sectors suffers from a crisis. The losses can always be recouped from other stronger sectors if the portfolio is diverse. Until our BFIs learn this lesson, there is always another liquidity crisis looming in our horizon.

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Thursday, January 5, 2012

 

Challenges of the Nepali economy in the next few years

The following was published in an online news portal www.hamrakura.com. The direct link to the web article is here.

Challenges of the Nepali economy in the next few years

Nepali economy has had a rough ride in the past few years. The escalating Maoist conflict sent the economy into doldrums during 2006/07. The economy went into a further fragile state due to the worldwide financial crisis in 2007/08, the domestic liquidity crisis since 2009/10, and the real estate crisis since 2008/09. Although the economy has recovered substantially, growth has been poor when compared to neighbors, inflation has not stopped its goliath run, and jobs are hard to come by for un-skilled or semi-skilled youths. Now that the year 2011 is well behind us, let us look at some problems that the Nepali economy will have to face in the coming year and beyond.

Urbanization

Urbanization is a boon and a curse. On one hand, urbanization is an indicator of economic growth. On the other hand, it creates a crisis in terms of delivery of public service goods and services because of increasing demand for said goods and services that, in turn, constrain resources and create crisis in delivery.

The escalating war between the Maoists and the Nepali state resulted in a rapid internal migration of Nepalese citizens from rural areas to urban centers. One of the major problems that arose out of this internal displacement was the classic urban giantism problem in the Kathmandu Valley. Unlike cities in China or India, the urban giantism problem of Kathmandu and a few other cities was not because they provided more jobs and business opportunities, but because of safety and security that they provided to people’s lives and properties. Despite the end of the decade-long Maoist rebellion, that started this rapid urbanization phenomenon, the urbanization trend has not stopped. It is on the rise.

Like many other Least Developed Countries (LDCs), urban centers of Nepal receive disproportionately larger budget in terms of development than rural areas. They have more hospitals and schools. As a result, the rural-urban migration has resulted in the creation of slums and makeshift communities in Kathmandu and other urban centers in Nepal. This has made the poverty situation worse. In addition, the weak economy implies that the poor and the hungry that arrive in today’s urban centers and cities remain poor and hungry because the government cannot take care of their basic needs.

Urbanization is happening, and is unavoidable. But, proper mechanisms can be put in place through anticipation or progressive efforts. Basic amenities and services should be provided all over the country so that people do not flock to urban centers to receive such services and amenities. There aren’t enough roads connecting different places in Nepal. Rural areas need roads to stay connected with the rest of the country. Unless an inclusive approach is taken, Nepali cities will keep experiencing rapid urbanization and crowding.

The Remittance Economy

When the Maoist rebellion was at its throes in 2006, the state of Nepali economy was in a mess, and was on the verge of collapse. The one thing that saved the economy was remittance money flowing in from overseas. Thanks to remittance, the consumption did not wane, and the economy stayed its course. However, that does not mean remittance is always good.

The latest NLSS reported that 53 percent of Nepali households have at least one member working away from home, out of which 32 percent work in foreign countries. The reason why so many Nepalis go overseas for work is because our state cannot provide them with jobs. However, that is not the worst news to come out of NLSS-III. It is this: 79 percent of the total remittance received by Nepali households is spent on consumption, and only 2.4 percent is spent on capital formation activities.  That is, the remittance income that our country receives each year finances our consumption, and only a small fraction is actually invested in a useful manner.

Another fact: over 65 percent of those that go to work overseas are between the ages 15 and 29 while the rest are between the ages 30 and 44. This does not bode well for our own economic development. How can our economy foster if the best and the ablest of our labor force goes overseas to build some other country’s economy? And, it does not look like we are going to see an improvement in this regard. The Youth Charter designed by our very own National Planning Commission has 6 bullet-points to help the youths of this country. One of those bullet points says something to the effect of “to train and provide our youths with skills that will enable them to land jobs overseas”.

The Youth Charter designed by the NPC explicitly says that one of the best things it can do for our youths and our economy is to train and educate our youths just enough so that they can land overseas jobs as laborers. If that is the best our country can do for our youths, we have no hope. How about mentioning something like “to create jobs at home for our youths so they don’t have to toil as menial workers in lands with no laws”?

And, then, there’s something called the spoil effect that we have to deal with. A study in Kosovo has shown that remittance money sent by family members from overseas made the youths reluctant towards seeking higher education. It also reduced their incentives to work. Similar results have been observed in studies done in remittance heavy economies like the Philippines, Egypt and Somalia. The spoil effect, essentially, suggests that an easy availability of remittance money sent from abroad by family members distorts the work efficiency and working mentality of the recipient young family members. What good is our remittance economy if we risk losing an entire generation of our youths to poor education and poor skills due to the spoil effect?

Nepali Agricultural Decline

The share of agriculture in national GDP has been on a perpetual decline. Agriculture contributed 72 percent to the Gross Domestic Product (GDP) in 1975. Today, it contributes only about 30 percent to the GDP. The situation is dire due to the fact that we still lag behind in the adoption and use of technology in our agricultural practices. Agriculture in Nepal cannot compete with highly subsidized and technologically superior large producers like China and India.

This decline would not be worrisome in itself. But, the reason why agriculture’s decline is much more worrisome in our case is because 65 percent of our labor force is still engaged in agriculture.  This is not going to change soon because this labor force does not have the skills and education to get hired by other sectors. Nepali agricultural labor force is mostly uneducated/under-educated and unskilled/low-skilled. Most of this labor force lives in rural areas, and therefore, lacks basic education, training and healthcare.

Our liberalization policies and free trade agreements will push a large chunk of the agricultural labor force into poverty. Although globalization benefits the world, the fact remains that underdeveloped and developing countries, like Nepal, have been unable to use it to their benefit. Lack of infrastructure to transport goods to the market and vulnerability to risks posed by liberalization make it harder for Nepal to benefit from it when compared to countries that are already developed.

Agriculture can no longer remain our leading economic sector. Sooner or later, as in all other nations that have developed before us, other sectors are bound to surpass agriculture as Nepal’s leading contributor to its GDP. However, instead of giving up on agriculture altogether, the government should train and educate the agricultural labor force in a way that the transition from agriculture vis-à-vis services and industry should be a smooth flow instead of a painful process.

Liquidity Crisis Will Return

As the NLSS-III showed, most Nepalis spent the remittance income on consumption and spent only a small fraction in capital formation activities. The same is true of any type of income, and not just remittance. So, one of the reasons why the Nepali financial system went through a liquidity crisis since late 2009 until late 2011 is because of the Nepali public’s reluctance in saving their money in banks and financial institutions (BFIs). However, the main culprits of the recent liquidity crisis are the banks themselves who used to have surplus money in their vaults, but gave it away recklessly to whoever came asking for it. And, those that came asking for it were the housing and the plotting people.

Nepal Rastra Bank (NRB) did its best to mitigate the crisis. It suggested bank mergers hoping that the merger would create a larger institution that would experience lower costs due to economies of scope and scale, increase in market power, diversification, and reduced operational expenses. The belief was that the newly created larger bank would free up vital cash and other resources to infuse more liquidity into the market while ensuring lower costs, maximum efficiency and stability. However, no conclusive evidence exists of such perceived gains occurring in real life.

The NRB also lowered the Cash Reserve Ratio (CRR) from 5.5 to 5 percent, and claimed that this move would infuse Rs 3-4 billion liquidity into the market in order to ease the liquidity crunch. However, the NRB's tactics of lowering the CRR was undertaken to provide the bankers an accounting gimmick that could free up some cash in order to show profit, however minimum, to their shareholders. Any cash that opened up due to lower CRR would simply be invested in acquiring government treasury bills to ensure that SLR remained at 15 percent. The move was a sham.

One move that could have mitigated the crisis was if the NRB had lowered the interest rates to make it easier to borrow money. However, NRB could not lower the interest rates without giving the impression of loosening its anti-inflationary stance. If the rates were lowered so much that it came close to being zero percent, it risked turning the liquidity crunch into a “liquidity trap”. Also, a low interest rate would mean that people would hoard cash in their homes instead of depositing in their banks since interest rates signal the returns they would get on their deposits. That would make the crisis even worse. In addition, a low interest rate would also cause capital flight from Nepal to India where Indian banks provided higher interest rates. The capital flight scenario was highly plausible given the constant pegging of NRs with IRs, the high volume of traffic crossing the border between India and Nepal, and the easiness of converting NRs into IRs.

The above reasons make the NRB’s monetary policies ineffective in its fight against financial crises like the liquidity crisis. In addition, economists, like Paul Krugman, believe that monetary policies should be pursued only if a financial disturbance has the potential to affect inflation or the real economy. It should not be pursued to solve a financial distress. The liquidity crunch that we saw recently in Nepal had the tendency to affect neither the inflation nor the real economy. Therefore, there is serious doubt as to whether the NRB’s policies mitigated the recent liquidity crunch or if it was just the market correcting itself. In either case, majority of loans provided by our banks are still in the real estate sector. Until the lending portfolio of our banks do not change, we will be going through another round of liquidity crunch in the coming couple of years.

(Copyright) Mukesh Khanal

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Monday, August 15, 2011

 

Easing the Nepalese Liquidity Crisis: Part 2

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The Republica link for part 2 is here
The Republica link for part 1 is here 
Part 1 in my blog is here


Recently, I wrote in Republica about the liquidity crisis that we are going through in Nepal (“Easing the Nepali liquidity crisis” published on August 7). I elaborated on why our banking and financial system is suffering from the crisis. Also, I wrote that conventional monetary policy does not help us in solving this crisis. Fiscal policy i.e. government expenditure is the best solution at hand today.

Some bankers, including those in the Nepal Rastra Bank (NRB), believe that lowering the Cash Reserve Ratio (CRR) and lowering the interbank lending rate will help ease the current liquidity crisis. In the previous article, I wrote about why lowering the CRR will not help ease the crisis. In this article, I wish to discuss why lowering the interbank lending rate will not help ease the liquidity flow in Nepal today.

Interbank lending rate is the interest rate that is charged by one bank to another when the former lends money to the latter. The interbank lending is a market where a bank that has “surplus money” sells it to another bank at a price. The price that the borrower pays is the “interest” on that loan. So, like any other market, whether the transaction occurs between the two is determined by the equilibrium of demand and supply.

There are two reasons why lowering the interbank lending rate will not help ease our liquidity crisis.

First, the interbank lending rate of 3 percent is too low. Since the interest rate is low, the banks that need money are willing to borrow as much as possible. This is basic economics: when the price for a product is low, demand always increases. However, the main player in this transaction is not the buyer but the lender who has to agree to give the money at the low interest rate.

If the rate is too low, like in the current context, the banks that have surplus money are not willing to loan it to others because the "price" i.e. interest they are getting is very low. So, they don't feel like selling their product. That is, the buyers and sellers are not agreeing at the price of 3 percent. So, no transaction is occurring in the interbank lending market these days in Nepal.

Second, if the market were not suffering from a crisis, the banks with surplus money would be willing to lend the money even at that lower interest rate. However, the current state of our financial system is such that there is uncertainty over the continued existence of many of these struggling banks and financial institutions. The skepticism on the part of richer banks is understandable. Think about it from the lender banks’ perspective. Why would a bank that has surplus money loan it to another bank that is undergoing a crisis, and which might not return even the principal amount of the loan let alone the interest?

What if the banks that borrow money go bankrupt anyway? This is why even banks that have money with them are refusing to loan it to others. And, this is making the liquidity crisis in Nepal even worse. The distrust and uncertainty is fanning the flame of liquidity crunch in Nepal.

I believe that the richer banks in Nepal have enough money to lend to struggling banks in order to ease the liquidity crunch. But, they are not sure that the struggling banks will survive. So, they are not willing to take the risk by lending to them. Therefore, if some bankers and the NRB seem to believe that lowering the interbank lending rate further is going to solve this liquidity crisis, they are forgetting their basic economic theory of demand and supply along with the cost-benefit risk analysis.

In my opinion, monetary policy is not a solution to this crisis. Even then, if the NRB is going to keep pursuing the monetary policy anyway, I believe that lowering the interbank lending rate is the exact opposite of what the NRB should be doing.

If I were making decisions in the NRB, I would actually increase the interbank lending rate. If it is increased, it will mean that the price that richer banks receive for lending the money to struggling banks will increase. This would mean that despite some of the uncertainty and distrust, a higher interbank lending rate would encourage the banks with surplus money to take a risk and lend some money to the struggling banks because the risk could bring higher rewards in interest income. The richer banks will be willing to sell more loans when the price of loans increases. Again, this is basic economics.

In fact, lowering any interest rates—conventional open market rates for purchase of short-term government debt by the central bank or the interbank lending rate—is fraught with additional danger. If the rates are lowered so much that it comes close to being zero percent, then we risk turning this liquidity crunch into a “liquidity trap”. The zero percent lower bound that a liquidity trap creates will severely constrain any monetary policy that the NRB wishes to pursue.

Lastly, we should learn some lessons from the US. The current US debt crisis is a product of the liquidity crunch that started in and around 2007 after the collapse of the real estate—housing and land—market. Like the US, our liquidity crisis has also occurred due to the slowdown of our real estate market. We could also face a debt crisis very soon if we do not solve this crisis. The current downgrading of the US credit status from AAA to AA resulted in an immediate 4 percent decline in the US stock market. Nepal’s economy could also suffer a similar blow if the current liquidity crisis is not contained, and if it is allowed to bring forth a debt crisis.

The only good thing going on for us is that credit rating agencies like Standard and Poor’s do not rate Nepal. If they did, we would be in a heap of economic trouble.

This opinion piece was published in the Republica on August 15, 2011

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