Fitch: China's Rebalancing Means More Volatility Expected

(The following statement was released by the rating agency) HONG KONG/SINGAPORE, September 24 (Fitch) Recent data showing a slowdown in Chinese investment and industrial-production growth could indicate that policy-driven macroeconomic rebalancing is taking effect, says Fitch Ratings. The period of adjustment was always likely to see a pick-up in macroeconomic volatility, and a smooth outcome is not assured. However, any sustained rebalancing and a reduction in growth led by credit-fuelled-investment would diminish the structural vulnerabilities factored into the sovereign credit profile. Chinese macroeconomic data has indicated a sharp economic slowdown in August, with fixed-asset investment (FAI) and industrial production growth both recording multi-year lows. Real estate indicators continued to highlight risks of a more sustained correction, with sales growth in volume and value terms declining from 2013. This comes amid a slowdown in credit expansion evident in aggregate financing data for July and August. Investment and industry data looked weak, while the numbers for consumption indicators including employment and retail sales growth were generally stable. This points to ongoing resilience in the labour market. Fitch acknowledges that we need to be cautious and not read too much into a few months' figures. Notably, the September flash HSBC manufacturing PMI surprised analysts on the upside at 50.5, conflicting with the generally slower FAI and industrial growth figures. However, a sustained trend of solid consumption and moderating investment would signal the economy is moving towards a broader rebalancing that was announced as a key objective of the country's reform agenda in November 2013. It is notable that in response to the July-August data, Premier Li Keqiang highlighted that the unemployment rate remained stable at around 5% and that GDP growth in 2014 could come in below the government's 7.5% target. This reinforces Fitch's long-standing view that policymakers will continue to pursue structural adjustment and rebalancing so long as the labour market remains relatively strong. The Chinese government seems comfortable with the recent macroeconomic data, and there are not yet clear indications of a strong monetary or fiscal policy response. Thus far in 2014, the authorities have engaged in selective easing measures designed to ensure that real GDP growth remains near target while still allowing for structural reforms to address the country's investment overhang. Measures have included reductions in reserve requirement ratios (RRRs) for selected banks, and relaxation over the calculations of loan-to-deposit ratios. Fitch believes that the 17 September decision by the People's Bank of China (PBOC) to inject CNY500bn (USD81bn) through short-term loans to the country's five largest banks has a dual purpose. The liquidity support not only addresses the tight liquidity typical ahead of quarter-end reporting dates and/or long holidays, but it also provides a means for the authorities to manage the market liquidity without sending any clear monetary policy signals to the market. This underscores the authorities' reluctance to turn the credit tap back on, and risk further build-up of structural imbalances. In this context, liquidity injections would be preferred to a system-wide RRR cut which would send a strong market signal for broad-based loosening. Liquidity injections would also give the PBOC more flexibility over time, enabling the central bank to withdraw and add liquidity to the banking system as necessary to meet the broader macroeconomic objectives. In contrast, Fitch maintains that a broad-based monetary and fiscal loosening would not be positive for sovereign and banking system stability at this stage. The rapid pace of credit expansion since 2008 remains a key risk, and a return to similar credit-fuelled investment growth would only be likely to lead to further intensification of China's structural imbalances. Contacts: Andrew Colquhoun Senior Director Sovereigns +852 2263 9938 Fitch (Hong Kong) Limited 2801 Tower Two, Lippo Centre 89 Queensway Hong Kong Grace Wu Senior Director Financial Institutions +852 2263 9919 Justin Patrie Senior Director FitchWire +65 6796 7232 Media Relations: Leslie Tan, Singapore, Tel: +65 67 96 7234, Email: leslie.tan@fitchratings.com; Wai-Lun Wan, Hong Kong, Tel: +852 2263 9935, Email: wailun.wan@fitchratings.com. The above article originally appeared as a post on the Fitch Wire credit market commentary page. The original article can be accessed at www.fitchratings.com. 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