Does QE 2 Spell Trouble for the USD?

 
FX Outlook
August 31, 2010 Posted by:

Fed Chairman Bernanke laid his remaining policy cards on the table last Friday from Jackson Hole, Wyoming at the Kansas City Fed central bank meeting. Re-launching quantitative easing (QE) — where large-scale asset purchases would be seen as countering deflationary pressures — is clearly an option if the U.S. economy continues to post sub-trend growth. The Fed announced a large scale QE back in March 2009 with $1.45 trillion in mortgage-backed securities, agency and treasury purchases.

The Chairman acknowledged that the economy is weaker and said growth during the past year has been "too slow" and unemployment too high. He also noted that, although most of the drivers for growth over the past year or so had been softening recently contrary to FOMC expectations, he expected the economy to expand a moderate pace in 2010 and at a somewhat faster pace in 2011.

The Fed is clearly wary of the risk of a renewed recession after the recent string of weak economic data. The Commerce Department showed last Friday that the U.S. economy grew at a mere 1.6 percent in Q2. Figures last week also showed a further slide in home sales and a drop in business spending on equipment, prompting economists to raise the chance the U.S. is falling back into recession.

Bernanke said the FOMC was prepared to offer further accommodation, if warranted. He said the Fed will do all it can to ensure the recovery is sustained, and reiterated the Fed has all the tools necessary: additional purchases of longer-dated securities, modifying the FOMC's communications, and lowering interest paid on excess reserves. Bernanke said that the Fed's purchases of long-term government securities have been effective in lowering borrowing costs and the benefits of buying more such assets, if needed, would outweigh any disadvantage. It appears the preferred next step would be large scale purchases of Treasuries that would further expand the Fed's balance sheet.

Status Quo Maintained in the Short Term
Economic data on how the U.S. economy continues to evolve holds the key for future actions by the Fed and for foreign exchange. Bernanke made it clear that the Fed has not decided what would prompt additional easing. Given this wait and watch mode, expectations for QE decline significantly in the short term. Major currencies will remain in the same trading patterns that had established before his remarks — a stronger JPY against most currencies and good USD support versus the EUR. Fear that a slowing U.S. recovery will drag the global economy into another recession sent investors into buying government bonds and perceived safe haven currencies such as JPY, CHF and the USD in recent weeks. If upcoming data continue to be weaker-than-expected, the appetite for risk could remain subdued and is positive for these safe currencies, while risky assets will be under pressure.

Ineffective Stimulus Will Pressure USD in the Long Run
If the Fed decides to undertake QE towards this fall, the USD will be under downward pressure with the potential of a USD sell-off. The Fed will be viewed by investors that it is running out of effective ways to stimulate the economy. The renewed QE will be seen as a desperate measure for the Fed to monetize the fiscal deficit under disappointing recovery prospects, which could damage the perception of the quality of the U.S. assets. The monetized fiscal deficit will lead to inflation expectations and lead to selling of the USD by investors.

Cynicism towards additional monetary and fiscal stimulus has also increased. The effectiveness of QE to jumpstart growth is questionable in the current low rate environment. Monetary stimulus hits diminishing returns at low yield levels, just as fiscal stimulus does at current high spending levels. An important prerequisite for a rebound in growth is the confidence on the economic outlook among consumers and businesses. Keeping rates too low for too long will send the wrong message to consumers and investors as it destroys the nascent hope about the economic outlook and makes the future more uncertain for consumers and companies. The long-term prospects of disappointing growth and apparent lack of responses to traditional monetary stimulus (and also fiscal stimulus) are likely to weigh on the USD.

The views expressed in this column are solely those of the author and do not reflect the views of SVB Financial Group, or Silicon Valley Bank, or any of its affiliates. This material, including without limitation the statistical information herein, is provided for informational purposes only. The material is based in part upon information from third-party sources that we believe to be reliable, but which has not been independently verified by us and, as such, we do not represent that the information is accurate or complete. The information should not be viewed as tax, investment, legal or other advice nor is it to be relied on in making an investment or other decisions. You should obtain relevant and specific professional advice before making any investment decision. Nothing relating to the material should be construed as a solicitation or offer, or recommendation, to acquire or dispose of any investment or to engage in any other transaction.

Foreign exchange transactions can be highly risky, and losses may occur in short periods of time if there is an adverse movement of exchange rates. Exchange rates can be highly volatile and are impacted by numerous economic, political and social factors, as well as supply and demand and governmental intervention, control and adjustments. Investments in financial instruments carry significant risk, including the possible loss of the principal amount invested. Before entering any foreign exchange transaction, you should obtain advice from your own tax, financial, legal and other advisors, and only make investment decisions on the basis of your own objectives, experience and resources.

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