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Mohamed A. El-Erian

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Do Friday's European Downgrades Matter?

Posted: 01/13/12 07:30 PM ET

The chatter on Friday's downgrades of European sovereign ratings debt is all over the place -- from those dismissing it as old news (especially given that S&P warned back on December 5th) to those viewing it as part of a larger and consequential transformation of the international monetary system.

What follows is an attempt to provide a guide to the multifaceted implications.

It focuses on three types of consequences: (i) those that are unambiguous and already reflected, albeit not fully, in market valuations; (ii) those that are less well understood but will become clearer in the next few weeks; and (iii) those that are consequential but where the analytics are still largely unknown at present.

The sovereign debt of European sovereigns was already trading at yields consistent not only with what S&P announced today, but also with more draconian downgrades -- thus the view that the impact on overall yields and spreads would be contained.

Yet there are some differences between signaling an action and actually taking it. First you remove residual uncertainty about the action, including timing and scale. Second, you encourage others to follow. Third, you impact the pattern of investment flows, especially those subject to guidelines and restrictions defined in terms of ratings.

All three are relevant for Europe. The net result has both a quantity and price angle: a decline in future investment flows into the Eurozone, and incremental market pressure that, other things being equal, would be more persistent than would have otherwise been the case.

This speaks to a weaker Euro and recurrent volatility in sovereign spreads.

In introducing a rating wedge at the very inner core of the Eurozone, the downgrade of France in particular impacts Pan-European vehicles. This includes the EFSF which the European Union uses to bailout countries and, in future, banks.

While there is some short-term uncertainty, the scope of these vehicles -- and, therefore, their effectiveness in countering the region's debt crisis -- will be undermined. It also has implications for the ECBs continued willingness to contaminate its own balance sheet.

That takes us to known unknowns, and they are consequential.

It is unclear the extent to which the downgrades will alter the function of the international monetary system over time. It is also unclear how material the incremental headwinds blowing out of Europe will be for countries already facing internal fragilities.

It is unclear the extent to which the downgrades will materially impact the asset quality and capital adequacy of banks and other financial institutions. And there is little clarity on the range of reactions on the part of companies, depositors and households.

Over the next weeks, months and years, we will learn a lot more about the consequences of today's historical downgrades in Europe. What is clear at this stage is that the balance of risks is to the downside, for Europe and for the global economy.

This post originally appeared on CNBC.com.

 
 
 
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02:02 AM on 01/16/2012
The simplest solution to me, is to take the haircut now and reset the balance sheets on reality. They needent cut all the hair either, as with judicious management, careful investment, we can quickly be back on a slow growth trajectory again. Example, if europe can rejigger so as to obtain 2% growth over the next decade, and giving a safety margin of exponential compounding, they can reduce the size of the haircut by 20% of what they would have to do. Or better yet, just cut it 4/5's of the total needed as a proportion. So if some bonds have to be dropped 50%, you would only have to cut them by 40%. I also suspect the wall of liquidity will come sloshing back, with easy credit again, and yes low interest rates. But currencys would stablize, with the most productive growing economies having the strongest ones. Its a clear, direct solution that would after the initial shock, restore certainty and with that confidence.
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SoylentGreenIsPeople
You know how to use Google too !
10:51 PM on 01/15/2012
They KNOW austerity doesn't work. The people know BS too.
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HUFFPOST SUPER USER
ckliemt
09:34 PM on 01/15/2012
So countries are getting downgraded but their currencies are also being eroded, relative
to the economies unto which they are proportionate. Assets denominated by weak currency should still find sizable ballast in future months.
hell in a bucket
unable to dance I will crawl
09:11 PM on 01/15/2012
Another euro downslide? Watch the US 10 year bond yield go lower. Use your grey matter, folks.
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HUFFPOST SUPER USER
shankapotomus
09:10 PM on 01/15/2012
Does America's?
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HUFFPOST SUPER USER
mhh310351
Roosevelt Democrat
08:15 PM on 01/15/2012
The bigger question is why our government has not done more to insulate us from what's happening in Europe?

Why have our leaders not reinstated The Glass Steagall Act?

The Riegle-Neal Interstate Banking and Branching Efficiency Act of 1994 (IBBEA) swept away all state barriers to interstate banking. It allowed financial institutions to locate branches in other states and to purchase or merge with banks headquartered in other states.

Created banks to big to fail!

The Gramm-Leach-Bliley Act (GLBA), also referred to as the Financial Services Modernization Act of 1999, repealed part of Glass-Steagall, tearing down the walls between banking, insurance and investments. Companies could now merge, partner and operate freely within each other's industries. The act also made it possible for the financial industry to group mortgage and other portfolios, selling them as investments.

Allows them to throw the dice with our money with them knowing our government will be forced to cover their losses!

Read more: The History of Bank Deregulation | eHow.com http://www.ehow.com/about_5413083_history-bank-deregulation.html#ixzz1jZzP0v1k
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HUFFPOST SUPER USER
Free Your Mind
We do not need wars to prosper.
07:42 PM on 01/15/2012
"NoAusterity Budget-cutting is a total failure in its own terms, since in the current depression reductions in government spending necessarily generate bigger deficits and more red ink in later years. The suicidal futility of austerity cuts has been dramatically demonstrated from Brüning in Germany 1930-1932 to Schwarzenegger in California to Papandreou today. The Greek deficit is growing because of budget cuts. A policy based on budget cuts will never balance the budget, although it may well destroy the economic and political system of nations during the attempt, opening the door to further economic breakdown and to fascism.
NoBailouts The world derivatives bubble amounts to approximately $1.5 quadrillion ($1,500 trillion or $1, 500, 000,000,000,000), which adds up to about 25 times the total world gross domestic product of perhaps $65 trillion, although this latter figure would need to be deflated to remove speculative hot air. The European share of the world derivatives bubble is certainly in excess of one third, meaning more than $500 trillion. This sum alone exceeds the capacity of Earth to generate credit and liquidity. It is a black hole capable of eating up the exertions of all of the central banks of the globe. It cannot be bailed out. Derivatives can only be disintegrated, in practice shredded or deleted. The fate of civilization itself rides on understanding this problem. Mrs. Merkel is on the wrong track."

http://tarpley.net/2011/10/01/europe-must-fight-back-against-us-uk-speculative-attacks/
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HUFFPOST SUPER USER
Kerry keane
Proud Libertarian - but here I'm a "Bagger"
05:10 PM on 01/15/2012
The biggest impact will likely be from the diminished power of the ECB to guarantee debt ...
04:13 PM on 01/15/2012
“What is clear at this stage is that the balance of risks is to the downside, for Europe and for the global economy.” True. The question is why are these ratings agencies at the center of another global market meltdown?

Given their track record selling junk debt as AAA rated asset backed securities, it’s unconscionable that such irresponsible actors have any influence on global markets. To the same degree that the ratings agencies were complicit in ginning the mortgage/ asset backed securities markets, it is highly likely that they have a similar role and conflicts of interest in this European debt business.
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HUFFPOST SUPER USER
Mary Blickhahn
Is this really the best we can do?
04:01 PM on 01/15/2012
Well its all in how you invest them money you got...when you throw it down the hole of corporate greed it leaves so little money for what is really important....The people who pay the taxes
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HUFFPOST SUPER USER
Jorge Escondido
03:52 PM on 01/15/2012
Doesn't suprise anyone but big government liberals that think money grows on magical unicorn trees. I guess this is news for you guys, huh?
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Minolta321
Photographer
08:53 PM on 01/15/2012
Progressives think governments should be able to spend unlimited amounts of cash with absolutely no negative consequences. If a progressive liberal big spending European nation has problems because of their spending.....it must be an ev1l "banker" conspiracy!

LAUGH. Unfortunately President Obama is running up trillion dollar per year plus deficits and it's going to take an awful toll on all of us at some point. But what does he care as long as he can shower money on the groups that can get him re-elected. Unions, environmentalists, teachers, etc etc. He's trading our future for his job security.

Obama is going to DOUBLE the Bush deficits and do it in HALF the time. If you thought Bush was a big spender....then Obama is bl0wing your mind!
03:46 PM on 01/15/2012
What's known is that debt in a bad economy may not be paid, debt in a flat economy will take a long time to pay, and debt in a hot economy is likely to be paid on a timely basis. Paying off huge debts while trying to timulate growth is a shot in the dark.
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Minolta321
Photographer
08:55 PM on 01/15/2012
Nonsense. Good economy, bad economy, flat economy I pay my debt and so do some governments. That's called being responsible.

The problem we have is the IRRESPONSIBLE massive amounts of debt that progressive liberal politicians are spending.
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Otherday
Chief Imperial Sage, Earth, Milky Way Quadrant
02:58 PM on 01/15/2012
These ratings agencies should have little, or no, credibility. Didn't they give triple-A ratings to practically every piece of trash that came across their desks before the crash of 2008? Yes. After Bush Junior gave his frightening speech in September 2008 and told us that the economy had tanked, did those rating agencies downgrade America's credit? Nope. They waited to do that on President Obama's watch. We wonder how politically motivated these ratings moves are in the USA & Europe. Are corporatist ratings companies using these downgrades for political purposes? If a country is following more "liberal" policies then they get downgraded and if more "conservative" then they are upgraded? Even if the underlying economic fundamentals don't warrant such treatment? Why wasn't the USA downgraded when the Bush/Cheney economics hit the fan? Why so kind to so-called "conservatives"?
04:28 PM on 01/15/2012
You missed the fact that even countries as Liberal as France had a 5 star rating until this downgrade. Everyone wondered why on earth they had a 5 star rating with a debt to GDP clearly worse than ours, yet we got downgraded. Canada is probably going to be the only Liberal/Socialist country that will maintain its rating long-term because they have something called cash flow while we do not. Canada can't possibly tax anyone (and in particular the middle class) any more than they already are. So the smart thing to do is sell your natural resources, which in Canada's case are plentiful. You've got to pay for big entitlements and big government somehow, so why not sell nickel, uranium, copper, zinc, gold, silver, platinum - and the list goes on and on. Canada also has oil and natural gas, and lots of it. Recently they backed off their job killing environmental regulations to help bolster their economy as well. So while we pander to an ideological messiah and remain dependent on unfriendly foreign oil, Canada is busy selling it to China. Sadly, they could be transporting and selling more of it to us. You might not like that, but Canada has come off its Ambien acquiescence and is prospering, while we stifle in total and complete sociopolitical dumbness.
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antigaychristianssuck
deus cinaedus est
05:59 PM on 01/15/2012
Between their natural resource wealth and relatively sound banking system, it seems like sort of a travesty that the Cdn$ has slipped to sub-par vis-a-vis the US$.
schlinky
someone still cares
10:55 PM on 01/15/2012
All those natural Resources you are naming their are comoditys,they are traded as such. It does not matter where you buy them the Price is the same,from Canada, China, Saudi or even Texas The U S A only profits by producing more then it uses and sells the overflow.refine oil and export gasoline.The same goes for the other raw materials,it means Americans need to get their Hands dirty in Factories which only happends if they get paid a living Wage ,which in turn means the Employer makes a little less,increased productivety would more than make up for that ! See Henry Ford!!
The Joler
nil sine labore
08:04 PM on 01/15/2012
Raises the interesting question of who rates the ratings agencies. On their past performance their rating would be junk bond status.
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HUFFPOST SUPER USER
AceNewsServices
Changing The World One Step At A Time
02:38 PM on 01/15/2012
As the Euro Zone countries are all gradually down graded the affect will be felt by the lack of confidence that other non-euro countries will not invest in that country. The knock on effect is even more revealing as countries down graded that have at one time borrowed at the most advantageous rates of interest, will have to pay more and this will put a greater pressure on their ability to make repayment of their debt.
This will eventual lead to a bond melt down and will with in the next 6 months lead to a number of poorer Euro Zone countries leaving and decamping to other currencies, leaving the richer ones to their own devices.
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Independent66
www.linkedin.com/in/harveyring
02:17 PM on 01/15/2012
This is a relatively minor issue, but it does represent another nail in the coffin of the ECU as we have known it. Greece is the first big issue that will apper this year. Italy is next. Greece has proposed a 50% haircut to their creditors and no guarantees on the reissued debt. That will not fly, so the alternative is default which will expose the expose the over leveraged banks in the ECU to their own defaults. There is no big pot of money on the sidelines to save them. Even if Greece somehow gets a deal, then you have the rest the PIIGS looking for the same deal! That will really cause a financial meltdown much greater than the 2008 problems here.
There is no way out for Greece. It can't cut spending enough to balance it's budget, it just reduces tax revenues more. Not a pretty picture for tax payers in Greece and the rest of the ECU.

Americans need to watch and learn from the failure of the ECU.
01:02 AM on 01/16/2012
Since we are in a global economy I fear we will be caught up in the mess none the less.What senseless mess!