Global Macro Outlook 2014-15 Subdued Growth, Tail Risks Diminishing ALASTAIR WILSON, HEAD OF SOVEREIGN RATINGS SEPTEMBER, 2014 Agenda 1. Economic Strength: o Global Growth Lower, But EMs Approaching The Bottom? o US : A Surprisingly Haltering Recovery o China: Gradual And Protracted Rebalancing 2. Fiscal and Institutional Strength: o Broad Stasis in LatAm Contrasts With European Recovery 3. Exposure to Event Risk: o External Resilience Persists in LatAm 2 1 Global Growth Lower, But EMs Approaching The Bottom? 3 Downward Revisions Dominate Global Outlook Forecasts for GDP growth, % » Downward revisions dominate our recent outlook, in both developed and emerging markets » G20 growth 2014 forecast unchanged at 2.8%, similar to 2013. » 2015 GDP growth will still be below pre-crisis averages Argentina Brazil China France Germany Italy Mexico Russia South Africa Turkey UK US Euro Area LatAm 8 G-20 All G-20 Advanced G-20 Emerging 2013 3.0 2.5 7.7 0.2 0.4 -1.9 1.3 3.8 1.9 4.0 1.7 1.9 -0.4 2.5 2.7 1.4 5.1 2014F -2.5/-1.5 0.5/1.5 6.5/7.5 0.0/1.0 1.5/2.5 -0.5/0.5 1.5/2.5 -1.5/-0.5 1.0/2.0 2.5/3.5 2.5/3.5 1.5/2.5 0.5/1.5 1.0/2.0 2.5/3.5 1.5/2.5 4.0/5.0 2015F -0.5/0.5 0.5/1.5 6.5/7.5 1.0/2.0 1.0/2.0 0.5/1.5 2.5/3.5 -0.5/0.5 2.5/3.5 2.5/3.5 2.0/3.0 2.5/3.5 1.0/2.0 1.5/2.5 3.0/4.0 2.0/3.0 4.5/5.5 Source: MIS. Orange (green) shading denotes recent negative (positive) revision 4 Low Yield Environment Expected to Continue » Tapering likely to complete in Q4 this year. First rate rise expected mid-2015 » Rate increases relatively slow initially (200 basis points in 2 years) Fed funds rates % Forecast Federal Reserve funds rate 6 5 4 3 2 1 0 2005 2007 2009 2011 2013 2015 2017 Source: MIS Macroboard, August 2014 5 Emerging Markets’ Growth Outlook Revised Down » Weak data on economic activity at the beginning of the year… » …and no indication that the drivers of growth are improving… » …led to further downward revisions in the growth outlook for EMs GDP growth EMs ex China, % year Aug 13 May 14 Aug 14 2002-07 annual average growth 4.5 4.0 3.5 3.0 2.5 2.0 1.5 1.0 0.5 0.0 2013 2014 2015 Source: MIS Macroboard, August 2014 6 As Have Been LatAm Forecasts » While capital inflows have been unexpectedly robust, the focus of concern has shifted towards domestic imbalances » Exports and industrial production been weak, leading to downward revisions for a number of countries LATAM GDP growth revision for 2014 7.0 6.0 5.0 4.0 3.0 2.0 Original 1.0 Revision 0.0 -1.0 Source: CEPAL. 7 With Lower Growth Expected to Prevail Through 2015 » While growth is expected to pick up in 2015, it will rise only slowly towards potential levels. GDP Annual Growth (%) Country Argentina Brazil Chile Colombia Mexico Panama Peru Venezuela LATAM 8 2013 2014* 2015* 2.9 2.5 4.1 4.7 1.1 8.4 5.8 1.4 2.5 -2.0 0.7 3.0 4.7 2.2 5.5 4.1 -0.7 1.4 0.0 1.0 3.7 4.8 3.2 6.5 5.8 1.2 2.2 *Moody's Forecasts Source: Moody’s Investors Service. Difference 2014-15 vs 2013 -3.9 8.0 7.0 6.0 -1.6 5.0 -0.7 4.0 0.1 3.0 1.6 2.0 2014-15 -2.4 1.0 Potential -0.9 -1.2 0.0 -1.0 -2.0 Source: Moody’s Investors Service. 8 Continuing a Medium-Term Trend » LATAM-8 GDP actual vs. potential growth LATAM 8 Average GDP Growth Potential Growth 6.0 5.0 4.0 3.0 2.0 1.0 0.0 2005-2008 2010-2013 2014-15 Source: Moody’s Investors Service. 9 In Brazil, Imbalances Persist, Growth below Potential » Persistent below-potential GDP growth, worsening debt metrics » High government debt ratio (60%+ of GDP), missed primary balance targets » High gross financing needs (15% of GDP) and interest burden, » Large FX reserves (around $350 billion) » Limited FC exposure (5%) and participation by non-residents (18%) » Large, diversified economy driven by domestic demand (exports =12.5% of GDP) » Low investment ratios (<20% of GDP), weak growth (< 2%) Real GDP (% c hange) Gen. Gov. Financial Balance/GDP Current Account Balance/GDP Gen. Gov. Debt/GDP (RHS) 8 60 6 58 4 56 2 54 0 52 -2 50 -4 48 % 62 % 10 2008 2009 2010 2011 2012 2013 2014F 2015F Sources: Haver Analytics, Official National Sources, Moody’s 10 Argentina’s prospects are worsening » Default will exacerbate long downward trend in growth » Inflation expected at or above 40% » Significant deterioration in macroeconomic and credit conditions GDP growth, % year 10.0 9.1 8.6 8.0 6.0 4.0 2.9 2.0 0.9 0.0 0.0 -2.0 2010 2011 2012 2013E -2.0 2014 2015 Source: Moody’s Investors Service 11 Reforms Strengthen Mexico’s Outlook » The approval of wide-ranging structural reforms reflects political will to address longstanding structural issues. » We expect that potential GDP growth will gradually shift to the 3%-4% range, from 2%3% prior to the reforms. » We expect that after an increase to 3.5% of GDP in 2014, fiscal deficit will report a declining trend supporting a sustained debt to GDP ratio. 4.0 GDP growth, % year 3.5 3.0 2.5 2.0 1.5 1.0 0.5 0.0 2005-2008 Source: Moody’s Investors Service. 2010-2013 2014 2015 12 2 US: A Surprisingly Haltering Recovery 13 U.S. Rating Outlook Moved to ‘Stable’ in July 2013 » Budget deficits expected to continue to decline, Growth picking up and resilient to reductions in growth of government spending. » Debt-to-GDP ratio will decline by more than Moody's expected when we assigned the negative outlook in August 2011 » Though without further fiscal consolidation, deficits will increase once again over the longer term, which could put the rating again under pressure US Deficits Under CBO Baseline Scenario and Administration Proposal CBO Administration $1,200 US$ Billion $1,000 $800 $600 $400 $200 $0 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 Sources: US Congressional Budget Office, The Budget and Economic Outlook: 2014 to 2024 and Budget of the United States Government, Fiscal Year 2015 14 Growth around 3% (‘old normal’) in H2 2014 and 2015 » Strong employment growth signals corporates’ confidence in the recovery » Positive wealth effects to boost consumption » Strong corporate balance sheets to foster investment Non-farm payrolls, 3-month average Household and corporate wealth, % of GDP 350 Non-financial businesses' net wealth, LHS Households' net wealth, RHS 300 250 200 150 100 200 410 190 390 180 370 170 160 350 50 150 330 0 140 310 -50 130 -100 120 -150 110 270 100 250 290 1960 1967 1974 1981 1988 1995 2002 2009 Source: Haver Analytics Source: Haver Analytics 15 But weak recovery could indicate lower potential growth » This recovery phase is much weaker than average. Possible reasons: – Underestimating the negative effects of demographic changes? – Previous recoveries involved financial deepening/credit booms? – Private sector still deleveraging? US GDP Trough=100 From 2009 Average of recoveries since 1950s Average of recoveries since 1980s 125 120 115 110 105 100 95 Source: Haver Analytics, Moody’s Investors Service 16 3 China: Gradual And Protracted Rebalancing 17 China: Credit Strengths Offset by Latent Risks » World’s second largest economy, high domestic savings, rising GDP per capita » Net International Investment Position at about 21% of GDP at the end of 2013, including considerable official FX reserves ($3.95 trillion) » Very strong government finances, high capacity to absorb shocks even once offbalance sheet activities are taken into account » But upward rating pressure eased because less progress than expected in: – Containing local government contingent liabilities – Containing rapid credit growth to the private sector and SOEs intermediated by the shadow banking system » Credit-positive structural reforms announced by the 18th Central Committee’s Third Plenum in October 2013. But success will take time to assess. 18 Economy Largely /Credit Debt Driven Since 2008 » Corporations slow to adjust to the new domestic and external economic realities » Though households remain lightly leveraged, with ample financial buffers Debt-to-GDP Ratio, % Household Private credit vs. Income levels, % of GDP and US$ per person Corporate Government 250 200 200 China % of GDP 150 100 50 Source: Moody’s Investors Service, Bank for International Settlements, International Monetary Fund, Haver Analytics 2013e 2012 2011 2010 2009 2008 2007 2006 0 Private credit to GDP, % 250 150 S. Korea UK Canada Hungary 100 50 GDP per capita 0 0 20000 40000 60000 80000 Source: BIS, Moody’s Investors Service 19 Growth is stabilising » Targeted stimulus measures seem to have had a positive impact already » Although investment has slowed markedly » And property slowdown shows no sign of abating China: Manufacturing PMI, Index, average of HSBC and CFLP PMIs 60.0 China: Fixed assets investment, % year 40 35 30 55.0 25 50.0 20 15 45.0 10 40.0 5 0 Source: Haver Analytics, Moody’s Investors Service May-14 Sep-13 Jan-13 May-12 Sep-11 Jan-11 May-10 Sep-09 Jan-09 May-08 Sep-07 Jan-07 May-06 Sep-05 Jan-05 35.0 Source: Haver Analytics 20 Marked Slowdown in Property Sector Underway » GDP stabilised in Q2 but property slowdown shows no signs of abating. Building activity not reduced in line. Inventories building to high levels. » Deep property downturn could shave between 1.5ppt and 2.25ppt from growth, mainly through supply chain linkages. Though policy space exists to mute the impact. Property Transactions, % year Value of total buildings sold Price (RMB/sq m) 100 80 60 40 20 0 -20 -40 Source: Haver Analytics 21 Rebalancing Will Be Gradual and Protracted » 2014 growth close to 7.5% target, 6.5%-7.5% in 2015. Deep property downturn could shave 1%-2% off growth, mainly through supply chain linkages. Even then, policy space exists to mute the impact. » Strong fiscal and external position. Government has demonstrated willingness to exercise control over key policy levers – interest rate, exchange rate, credit. » But deleveraging and rebalancing will be gradual and protracted. Leading to more volatile growth than in the recent past China: GDP growth, % year 16 14 12 10 8 6 4 2 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 (F) 2015 (F) 2016 (F) 2017 (F) 2018 (F) 0 Source: Moody’s Investors Service 22 4 Fiscal and Institutional Strength: Broad Stasis in LatAm Contrasts with European Recovery 23 EMs Carrying Lower Debt Loads Post-Crisis » Euro Area sovereigns carry higher debt loads, particularly in the periphery. EMs (including LatAm) face pressures but are in a stronger fiscal position. » Reversals of previous downgrades in Euro Area partly reflects forward view on reversal of debt trajectory. View carries risks given low growth and inflation. Mean Debt:GDP Ratios, 2013, % Euro Periphery 120 100 80 60 40 20 0 Euro Area (Aaa-Baa3) Advanced Industrial Countries (Aaa-Baa3) Emerging Markets (Aaa-Baa3) Latam-8 Source: World Bank, Moody’s 24 And Euro Area Countries Have a Hard Road Ahead » 15 years of surpluses needed to return to debt level of 60% of GDP. » In the meantime, debt trends vulnerable to demographics and shocks in a low growth environment. Fiscal Adjustment Needs Are Significant Change in cyclically-adjusted primary balance needed to reduce public debt to 60% of GDP by 2030 versus current position Current position, 2014 CAPB in 2020-30 8 7 6 5 4 3 2 1 0 -1 -2 France Germany Italy Spain Portugal Ireland CAPB: Cyclically Adjusted Primary Balance, % of GDP, Sources: IMF, Moody‘s 25 But Institutional Strength Is Also Lower in EMs » Advanced Economy (incl. EA) institutions are much stronger, supporting higher ratings per unit of debt. » Though the crisis exposed institutional weaknesses in the euro area overall. Ratings will not return to pre-crisis levels in the foreseeable future » And positive institutional developments in train in Lat Am, eg Mexican structural reforms which will enhance both economic and institutional strength Political Stability 75 Median Latam8 50 Government Effectiveness Regulatory Quality 25 Mean - Europe 0 Voice & Accountability Mean - AsiaPacific Rule of Law Control of Corruption Source: World Bank, Moody’s 26 5 Event Risk: External Resilience Persists in LatAm 27 ‘Taper Tantrum’ – Overblown, Blown Over? » Volatility and currency pressures in early 2014 showed the vulnerability of some EM sovereigns to an extended period of uncertainty/volatility Equity Markets MSCI EM Index Nominal Exchange Rate to US$ (1 Jan 2013=100) Russia Brazil S&P 500 Index (RHS) 1100 2000 1050 1800 India Mexico Turkey South Africa 110 105 1000 1600 100 95 950 1400 90 85 900 1200 80 75 Sources: Bloomberg, Moody’s May-14 Apr-14 Mar-14 Feb-14 Jan-14 Dec-13 Nov-13 Oct-13 Sep-13 Aug-13 Jul-13 Jun-13 May-13 Apr-13 Mar-13 Feb-13 70 Jan-13 May-14 Apr-14 Feb-14 Mar-14 Jan-14 Dec-13 Nov-13 Oct-13 Sep-13 Aug-13 Jul-13 Jun-13 May-13 Apr-13 Feb-13 Mar-13 1000 Jan-13 850 Sources: Haver Analytics, Moody’s 28 But Capital Flows Have Held Up Fixed-Income and Equity Flows LATAM 4*, $ US Billions Debt 120 100 80 Capital flows in largest emerging markets, $ billion Equity 50 Fixed Income Flows Equity Flows 40 30 60 20 40 10 20 0 0 -10 -20 -20 -40 2005 2006 2007 2008 2009 2010 2011 2012 2013 * Net flows for Mexico, Brazil, Chile, Colombia Source: Institute of International Finance, Moody’s Investors Service 29 External Vulnerability? Mixed, but No Alarm Bells Basic Balance (Current Account Net of FDI, % of GDP) 1.2 2010-12 avg. 0.2 0.2 -0.1 -0.5 -0.6 -0.9 Chile (Aa3) Mexico (A3) -1.0 Colombia (Baa2) Brazil (Baa2) FX Reserves / (Maturing Long-Term External Debt + Short-Term External Debt) 2012 1.4x 0.9x 2013 4.3x 3.9x 1.6x 2.1x 1.8x 0.9x Chile (Aa3) Mexico (A3) Colombia (Baa2) Brazil (Baa2) 30 Though Argentina is One Pressure Point » Reserves have diminished rapidly, though stabilised recently with decision to allow depreciation » But negative market reaction to the recent default could trigger a balance of payments crisis Official Foreign Exchange Reserves (US$ Bil.) 55 50 45 40 35 30 25 Jul-14 Apr-14 Jan-14 Oct-13 Jul-13 Apr-13 Jan-13 Oct-12 Jul-12 Apr-12 Jan-12 Oct-11 Jul-11 Apr-11 Jan-11 Oct-10 Jul-10 Apr-10 Jan-10 20 Source: Moody’s Investors Service 31 Overall, Risks Remain. But Not a Broad ‘EM’ problem. » Vulnerability specific and dispersed. High external imbalances, reliance on external funding, weak policy frameworks are most vulnerable to monetary normalisation. Vulnerability Indicators Issuer Chile China Poland Malaysia Mexico Russia Thailand South Africa Peru Brazil Colombia Philippines India Indonesia Turkey Hungary Argentina Venezuela Ukraine Policy Space Current Account External Gross Borrowing Govt. FC Balance, % of GDP Vulnerability Requirement, % of Debt/Total Govt. CPI Inflation, % (2014F) Indicator* (2014F) GDP (2014F) Debt, % (2014F) (2014F) General Govt. Debt, % of GDP (2014F) Sources: Haver Analytics, Moody’s 32 © 2014 Moody’s Corporation, Moody’s Investors Service, Inc., Moody’s Analytics, Inc. and/or their licensors and affiliates (collectively, “MOODY’S”). All rights reserved. CREDIT RATINGS ISSUED BY MOODY'S INVESTORS SERVICE, INC. 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