Dollar demand reveals market's pain point

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This month's dramatic selloff in financial markets is causing ructions in vital funding markets that keep money flowing between banks and ...

LONDON: This month's dramatic selloff in financial markets is causing ructions in vital funding markets that keep money flowing between banks and companies and underpin anything from global trade to corporate cashflow.

That illiquidity can arise because of duration mismatches, i.e. because leveraged investors would borrow in these markets and invest them in relatively higher yielding bonds such as US government debt. It is by far the most widely used currency for loans and international trade, and many of the biggest commodities, such as oil and gold, are dollar denominated.

European Union statistics office Eurostat, for example, says that over half of all goods imports were invoiced in dollars in 2016. Close to half of all cross-border claims were denominated in dollars in 2017, according to Eurostat. But what recent crises demonstrated was that non-US banks are willing to pay a premium for dollars in offshore markets.

Spreads widened by nearly 40 bps on Thursday, the biggest single-day rise since December 2008. They now stand at 72 bps compared to 160 bps during the European debt crisis in 2011/12 and to more than 300 bps during the 2008/09 meltdown.Recent financial crises have taught central bankers that typical responses to massive market selloffs in the form of interest rate cuts aren't not enough.

 

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