Transcript Slide 1
Rethinking regulation for financial
system stability and growth
Presentation at the Central Bank of Nigeria‘s
50th Anniversary International Conference on
"Central banking, financial system stability and growth“,
Abuja, 4-9 May 2009
Robert N McCauley*, Senior Adviser
Monetary and Economic Department
* Views expressed are those of the author and not necessarily those of the BIS
Where do we want to go?
“We will amend our regulatory systems to ensure
authorities are able to identify and take account
of macro-prudential risks across the financial
system”
-- G20 declaration on strengthening the
financial system, 2 April 2009
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Agenda
Macroprudential regulation—what is it?
Macroprudential perspective on the current
financial crisis.
Macroprudential policy: what has been done?
What is under discussion?
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I. Macroprudential regulation
Where are we coming from?
Macroprudential regulation
– Term used at the BIS since late 1970s more precisely
since early 2000
– Distinguish macro- and microprudential
Two distinguishing features of macroprudential
– Focus on the financial system as a whole with the
objective to contain likelihood and cost of financial
system distress and thus to limit costs to the economy
– Treat aggregate risk as endogenous: manias and
leverage increase financial fragility
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Table 1*
The macro- and microprudential perspectives compared
Macroprudential
Microprudential
Proximate objective
Limit financial system-wide
distress
Limit distress of individual
institutions
Ultimate objective
Avoid output (GDP) costs
linked to financial instability
Consumer (investor/depositor)
protection
Endogenous
Exogenous
Important
Irrelevant
Characterisation of risk
Correlations and
common exposures
across institutions
Calibration of
prudential controls
Likelihood of failure of
individual institutions
Contribution to system-wide
risk;
top-down
Maybe different
Risks of individual institution;
bottom-up
Same
* Based on Borio (2009). The two perspectives are intentionally stylised. They are intended to
highlight two orientations that inevitably coexist in current prudential frameworks.
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Why do we need a macroprudential approach?
Could a microprudential approach be sufficient?
– Yes - if bank failures were independent and if welfare losses
exhausted by losses to equity holders and depositors
But:
– Banks play crucial role in the intermediation from saving to
investment
→ Real costs of financial crises can be substantial
– Bank failures are correlated
• Common exposures and direct and indirect interlinkages
– Endogenous risk is crucial to financial instability
• Endogenous feedback effects during crises
• Procyclicality of the financial system
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Procyclicality: The key mechanisms-1
Limitations in measuring risk (and values)
– expectations are not well grounded
• bouts of optimism/pessimism; hard to tell cycle/trend
– measures of risk are highly procyclical
• Up markets tend to have low volatility, suggesting
low risk, while down markets tend to have high
volatility, suggesting high risk.
• Thus measured risk spikes when risk “materialises”
but may be quite low as risk/vulnerabilities build up
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Procyclicality: The key mechanisms-2
Limitations in incentives
– how imperfect information/conflicts of interest are
addressed in financial contracts
• eg credit availability depends on value of collateral
which waxes and wanes over cycle
• Compensation arrangements
– leaves wedge between individually rational and socially
desirable actions (private/public interest)
• “coordination failures”, “prisoner’s dilemma”,
herding
– eg lending booms, self-defeating retrenchment
Importance of short horizons
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II. Macroprudential perspective on the current financial crisis
What is new: System-wide threats arising from pseudo-
dissemination of risk and in fact concentrations of risk in big banks.
What is not new:
– Crisis as turn in an outsized credit cycle
• overextension in balance sheets in good times masked by
strong economy
• build-up of “financial imbalances” that at some point reverse
– Evidence
• unusually low volatility and risk premia
• unusually rapid growth in credit and asset prices
– BIS leading indicators help in real time
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Credit and asset price behaviour around banking crises1
Credit to GDP gap2
Property price gap3, 4
Equity price gap4
1
Distribution for the relevant variable is taken at the specific quarter across all crisis countries. 2 In percentage points as deviations from trend.
3
Weighted average of residential and commercial property prices with weights corresponding to estimates of their share in overall property wealth.
4
In per cent relative to trend.
Sources: Borio and Drehmann (2009)
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III. Macroprudential policy: What has been done?
What is under discussion
The policy problem in the upswing
Asset inflation amid rapid growth of credit
Inflation may be well-behaved
What is to be done?
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Possible policy interventions
Force disclosure of exposure to inflated assets
Regulate the terms of credit
Selectively increase capital requirement
Impose reserves against (ie tax) credit or excess
credit
Generally increase capital ratios.
…but do not expect such policies to be popular!
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Force disclosure of exposure to inflated assets
“Sunshine is the best disinfectant”
Disclose credit (or equity) concentrations—sounds easy!
But “common exposure” may need to be invented.
For example, US regulatory authorities had defined “Highly
leveraged transactions” by 1988, well before collapse of the
leveraged buyout mania in late 1989
– Could be in tobacco, utilities or airlines
– Cut across supervisory categories
No equivalent move in 2000s:
– Define and publicise exposure to off-balance sheet
structures like “structured investment vehicles” (SIVs)17
Regulate the terms of credit-1
Limit credit in relation to a “stock”
– Minimum margin on equity purchase
– Security “haircuts” in repo funding.
– Maximum loan-to-value ratios in real estate.
– Minimum down payment in purchases of
consumer durables
Restrict debt service in relation to income (flow
policy)
– Mortgage payments in relation to income.
– Credit card monthly payments (Bank of Thailand)
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Regulate the terms of credit-2
Effective?
Natural tendency of market is to raise loan to value
ratio as asset prices rise, sometimes to over 100%,
as next year’s price serves as collateral value
So merely holding the line would be an achievement
Hong Kong authorities reduced loan-to-value ratios
through February 1997; apartment prices peaked in
September 1997; subsequent 50% fall did not lead to
banking crisis.
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Ratcheting down the loan-to-value ratio in HK
Index , 1989=100
Loan-to-value
ratio lowered to
60% for luxury
residences
500
400
300
Loan-to-value
ratio lowered
to 70%
200
100
R es idenc es
1989:1
1990:1
1991:1
1992:1
Loan-to-value ratio
lowered to 60% for
luxury residences
100+ m² r es idenc es
1993:1
1994:1
1995:1
H ang Seng index
1996:1
1997:1
1998:1
Year and quar ter
Sources: Hong Kong Monthly Digest of Statistics, Hong Kong Monetary Authority
Note: Luxury properties are defined as those costing over HK$ 5million (US$0.6 million) in 1993
and over HK$12 million (US$1.5 million) in 1997. Banks appear to have loosened their lending
standards between 1994 and 1997.
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Selectively increase capital requirement
Attach higher risk weight to class of loans/assets associated
with/subject to asset inflation
Examples:
– Proposal to attach 200% weight to highly leverage
transactions in late 1980s.
– US proposal to deduct venture capital investments of banks
from own capital in late 1980s (=2,500% weight).
– Reserve Bank of India’s higher capital weight on claims on
households, given rapid growth of lending to same several
years ago (Borio and Shim (2007)).
Could have put on high LTV or low documentation mortgages.
Effect is to raise overall capital ratio.
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Impose reserve requirements on credit growth
On credit growth above a threshold (Finland in late
1980s-30%)
In effect a tax if required reserves remunerated at
yields below those in the market.
Problem of uneven incidence: firms with access to
securities markets or foreign bank loans can avoid
paying
Uneven incidence may not be a problem if selects
non-traded goods, e.g. real estate borrowing
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Raise overall capital requirements
Subject of active research.
Building on Basel II, apply multiplicative or additive factor based
on some measure of the aggregate risk in the economy
– eg Goodhart and Persaud (2008)
Any rule has two components:
– Measure of risk
– How increase/decrease in required capital depends on this
measure
The rub: Measure of aggregate risk in the economy can be
problematic
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Graph 1
Possible conditioning variables and non-performing loans in the US
Real GDP growth
Real credit growth
Corporate bond spreads1
Credit and asset price gaps
Non-performing loans are in billion USD.
1)
BBB rated corporate bond spread (source Moody’s )
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Raise overall capital requirements—does it work?
Question effectiveness: Adoption of Basel 1 rules in late 1980s
did not prevent Japanese asset prices and Japanese bank
lending from rising into 1990.
But Japanese banks holdings of equities linked their market-
value capital to bubble in equity and real estate.
Thus no general conclusion is justified that raising capital
requirements is ineffective
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Credit policies are not popular
Rapid credit growth and asset inflation generate “economic”
justifications endogenously—eg professors at Tokyo University
in the late 1980s rationalised the bubble with Q theory.
In Ibsen’s play, Enemy of the People, a doctor reveals that the
water source on which a spa town’s prosperity based is tainted
by poison: town rejects doctor.
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Rules or discretion?
Rely as far as possible on rules rather than discretion…
– can margin of error
• measuring aggregate risk in real time with sufficient lead and
confidence to take remedial action is very hard
– rules act as pre-commitment devices
• pressure on supervisors not to take action during boom
even if see risks building up
– fear of going against view of markets
…But do not rule discretion out!
– fool-proof rules may be hard to design
– can be better tailored to features of financial institutions
– need to discipline discretion (transparency and accountability)
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Credit policies require stronger institutional set-up
Need to strengthen institutional setting for implementation
– align objectives-instruments-know how
How?
– strengthen cooperation between central banks and
supervisory authorities
– strengthen accountability
• clarity of mandate, independence, transparency
– monetary policy as a model?
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Macroprudential policies, tried & proposed: recap
Sectoral
Disclosure
Credit
General
Reserve requirements (tax)
vs credit growth
Loan-to-value ratio, etc
Superweights, selective
Build equity over cycle
Equity
req’s
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Conclusions
Macroprudential regulation is on the agenda.
Current financial crisis combined asset inflation and
excessive credit in source countries.
Central banks and authorities have tried sectoral credit
policies to an extent not widely appreciated, and in some
cases used sectoral bank capital policies as well.
Much work ongoing on rules that would build banks’
equity buffers during booms so that they can be run down
in bad times.
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References
Crockett, A (2000): “Marrying the micro- and macroprudential dimensions of financial
stability”, BIS Speeches, 21 September.
Borio C (2003): “Towards a macroprudential framework for financial supervision and
regulation?”, CESifo Economic Studies, vol 49, no 2/2003, pp 181–216. Also available
as BIS Working Papers, no 128, February.
Borio, C and M Drehmann (2008): “Towards an operational framework for financial
stability: 'fuzzy' measurement and its consequences”, 12th Annual Conference of the
Banco Central de Chile, Financial stability, monetary policy and central banking,
Santiago, 6–7 November. http://www.bcentral.cl/eng/conferences-seminars/annualconferences/2008/program.htm.
Borio, C and M Drehmann (2009): “Assessing the risk of banking crises – revisited”,
BIS Quarterly Review, March, pp. 29-46.
Borio and I Shim (2007): “What can (macro-)prudential policy do to support monetary
policy?” BIS Working Papers no 242
Goodhart, C and A Persaud (2008): “A party pooper’s guide to financial stability”
Financial Times, 4 June.
McCauley, R, J Ruud and F Iacono (1999): Dodging Bullets: Changing US Corporate
Capital Structures in the 1980s (Cambridge: MIT Press), chapter 10, “Policy and
asset inflation”.
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