Monday, July 27, 2015

Further notes on the Greek Financial Crisis

“The European Monetary Union, as many of its critics maintain, looks a lot like the pre-1913 gold standard, which imposed fixed exchange rates on extremely diverse economies.”

Greece was not a member of the gold standard for most of the gold standard period.  The situation among the economies in the periphery (Greece one among them) varied. These economies were financially less developed and, therefore, needed access to international financial markets in order to finance both private and public investments. At the same time, their fiscal policy institutions lacked credibility and international investors were reluctant to lend to them at low interest rates without gold or foreign exchange clauses in loan contracts. Thus, for the capital-scarce peripheral economies, participation in a system of hard pegs, such as the gold standard, addressed the problem of dynamic inconsistency in monetary policy, providing them access to international capital markets at lower interest rates than would otherwise have been the case. Countries such as Greece, the fiscal institutions of which could notconform to the system’s fiscal requirements, were forced off the gold standard. The price they paid for fiscal profligacy was much higher interest rates than the peripheral participants of the gold standard.

In contrast, under the euro, Greece was able, upon entry, to borrow at near-core interest rates and at the same time, in the absence of an adjustment mechanism, remain a member without undertaking fiscal adjustment. Indeed, the case of Greece between 2001 and 2009, the year in which the Greek crisis erupted, illustrates the absence of an adjustment mechanism.

While the stock of government debt rose by €147.8 billion from 2001 through 2009, domestic holdings of that debt declined by €22.1 billion. Foreign holdings of Greek government debt rose by €169.9 billion, accounting for more than the overall increase in debt. Consequently, the share of Greek sovereign debt held by Greek residents fell from 56.6 percent to 21.3 percent while the share held by nonresidents rose from 43.4 per-cent to 78.7 percent.

Greek banks were large net sellers of Greek government debt. At the time of Greece’s entry in the eurozone in 2001, Greek banks held very large portfolios of Greek government bonds, a result of the requirements of the country’s highly regulated financial system of the 1980s and 1990s rather than the banks’ free choice of portfolio composition. This fact is demonstrated by the winding-down of the banks’ holdings of Greek government paper following the liberalization of the financial sector that was completed in the mid-1990s. They used the proceeds received from the sale of the Greek sovereigns, in part, to lend to the private sector. Consequently, credit to the private sector surged, especially from 2001 until 2008; credit growth to the private sector accounted for the bulk of the large expansion of total credit during 2001 to 2009.

As the Great Recession that began in the U.S. in 2007–2009 spread to Europe, the flow of FUNDS from the European core countries to the periphery began to dry up. Reports in 2009 of fiscal mismanagement and deception increased borrowing costs; the combination meant Greece could no longer borrow to finance its trade and budget deficits.

A country facing a “sudden stop” in private investment and a high debt load typically allows its currency to depreciate (i.e., inflation) to encourage investment and to pay back the debt in cheaper currency, but this is not an option while Greece remains on the Euro. Instead, to become more competitive, Greek wages fell nearly 20% from mid-2010 to 2014, a form of deflation. This resulted in a significant reduction in income and GDP, resulting in a severe recession and a significant rise in the debt-to-GDP ratio.

In February 2010, the new government of George Papandreou (elected in October 2009) admitted a flawed statistical procedure previously had existed, before the new government had been elected, and revised the 2009 deficit from a previously estimated 6%–8% to an alarming 12.7% of GDP. In turn, the 12.7 percent figure would undergo further upward revisions, so that the outcome was a deficit of 15.6 percent of GDP.

In November 2009 DubaiWorld, the conglomerate owned by the government of the Gulf emirate, asked creditors for a six-month debt moratorium. That news rattled financial markets around the world and led to a sharp increase in risk aversion. In light of the rapid worsening of the fiscal situation in Greece, financial markets and rating agencies turned their attention to the sustainability of Greece’s fiscal and external imbalances. The previously held notion that membership of the eurozone would provide an impenetrable barrier against risk was destroyed. It became clear that, while such membership provides protection against exchange-rate risk, it cannot provide protection against credit risk.

The major factor underpinning Greece’s large and growing current-account deficits was the decline in net public saving (what the govt saves from its tax revenue). Net private spending is what the households save from their disposable income.

Thomas Friedman said in New York Times, “Greece, alas, after it joined the European Union in 1981, actually became just another Middle East petro-state ― only instead of an OIL well, it had Brussels, which steadily pumped out subsidies, aid and euros with low interest rates to Athens.”
  
Interest rates on long-term government debt soared from the low single digits prior to the crisis to a peak of 42 percent in early 2012.

To whom does Greece owe money?

Greece owes around €56bn to Germany, €42bn to France, €37bn to Italy, and €25bn to Spain.

The Greek government also owes private investors in the country around €39bn, and another €120bn to institutions including Greek banks.

The role of France and Germany in the Greek Crisis
The majority of the Greek debt was owned by private banks before the Troika bailout to which the German and French taxpayers didn't owe a thing. And yet the French and the German governments converted in essence of what was a private-sovereign arrangement to a sovereign-sovereign agreement, in essence artificially making the Greek situation into a sovereign debt crisis. The effects of that were massive, because previously Greece would have declared bankruptcy and had its debt rearranged in a deal with its creditors, and then within weeks the economy would return into normalcy and music would have started playing as it was before.

However the effects of that agreement and converting Greek debt into a sovereign debt was that now the IMF got involved which meant that austerity measures were imposed. Now, whenever IMF intervenes, it does so using its facility for purposes like these, called the IMF Stand-By Arrangement. The arrangement is for jump starting the economy and get it out of a slump. This happens by applying austerity measures, which is accompanied by readjustments in the debt position of the country which is being jump started. However in Greece's case there was no readjustment in Greece's debt profile. There was no adjusting the cash flows for debt payments being done in a way to ebb the repayments' effects on drastically altering the economy. Iceland, Hungary all used the same facility, and saw readjustments in their debt situations, but not Greece. So in effect those austerity measures' benefits got swamped completely by the massive debt payments, which collectively resulted in the shrinking of the economy.

Impact of the US banking crisis on Greece
In 2008, when the U.S. housing market collapsed, the European banks lost big. They mostly absorbed those losses and focused their attention on Europe, where they kept lending to governments—meaning buying those countries’ debt—even though that was looking like an increasingly foolish thing to do: Many of the southern countries were starting to show worrying signs.

By 2010 one of those countries—Greece—could no longer pay its bills. Yet despite clear problems, bankers had been eagerly lending to Greece all along.

That 2010 Greek crisis was temporarily muzzled by an international bailout, which imposed on Greece severe spending constraints. This bailout gave Greece no debt relief, instead lending them more money to help pay off their old loans, allowing the banks to walk away with few losses. It was a bailout of the banks in everything but name.

While the Greeks have suffered, the northern banks have yet to account financially, legally, or ethically, for their reckless decisions. Further, by bailing out the banks in 2010, rather than Greece, the politicians transferred any future losses from Greece to the European public.

Along with the common currency came a wave of regulatory changes that provided the banking sector with more opportunities for growth—and the chance to become the fool. The rule changes enabled the banks to treat the debt of all euro zone countries equally; Greece, as far as the rules were concerned, had the same risk as Germany.

The markets had thought differently, with Greece having to pay more to borrow than countries such as Germany. The northern banks, seeing easy money, started lending to Greece, happily receiving higher fees for the “same risk.”

It was the beginning of a self-fulfilling feedback loop with the banks at the center. Southern Europe (especially Greece), started borrowing more, allowing them to buy more, which caused them to grow, which collapsed the cost of their borrowing, with led them to borrow more, and so on.

The buying spree benefited everyone, especially the northern European countries. The South boomed as things got built and bought, and the North boomed as factories churned out products to sell to the South. The banks sat in the middle, happily taking a spread.

This feedback loop was uniquely European, dependent on the false sense of stability provided by a common currency, which amplified the bankers’ naive belief that a country could not default.

This loop kept going until the sheer weight of the debt amassed by Greece became too huge for the markets to ignore. It kept going until the markets, shocked by the U.S. housing crisis, prompted skepticism, which forced Greek borrowing fees to rise. The European banks, in too deep to stop, were still willing to lend, but others less so.

By 2010 this could go on no more. The markets refused to lend more to Greece and a bailout was necessary.


References
The Gold Standard, the Euro, and the Origins of the Greek Sovereign Debt Crisis
Greece's debt percentage since 1977, compared to the average of the Eurozone https://en.wikipedia.org/wiki/Greek_government-debt_crisis#/media/File:Greek_debt_and_EU_average_since_1977.png

No comments:

Post a Comment

Note: Only a member of this blog may post a comment.