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Monday, June 24

24th Jun - EU Open: BIS annual, German IFO ahead, bear day



The BIS came out with their annual report, and called central banks to end their massive liquidity creation - and other participants to start doing their share of the work for the recovery. China's interbank markets remain stressed, and the only data point of note today is the German Ifo business survey. A hawkish Fed member speaks in the afternoon, and only weeks ago he compared the QE to monetary cocaine. Sounds like a bearish day.

Previously on MoreLiver’s:

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Roundups
News roundup – Between The Hedges
The 6am Cut London – alphaville / FT
Emerging Markets Headlines – beyondbrics / FT
Asia Morning MoneyBeat: China Hints No Relief on Cash Crunch – WSJ
Europe Morning MoneyBeat: Thin Data Slate Leaves Markets To Their Worries WSJ

MORNING BRIEFINGS
3 Numbers to Watch: German IFO, China Shibor, US Fed speech TradingFloor
Germany's Ifo business conditions index is the day's main macro release. The level of stress in the Chinese interbank markets and later today the speech from the Federal Reserve's Richard W. Fisher should set the tone for the early part of the week.

Market Preview: German Ifo sentiment indices in focusTradingFloor
European markets are expected to open marginally higher on Monday. Investors await today's German Ifo sentiment data which is likely to show an uptick in business confidence for June. Also, regional manufacturing data in the US will be keenly eyed.

Danske DailyDanske Bank (pdf)

AamukatsausNordea
Jenkkitalous ei liikoja lomaile * USA:n 10-v. korko korkeimmilleen lähes kahteen vuoteen

MarkkinakalenteriNordnet
MarkkinakalenteriTaloussanomat


EUROPE
Dutch review attacks 'creeping' EU powerseuobserver
Link to the government memo, link to the leaked 22-page review.

Austerity is a Four-Letter French WordJohn Mauldin / The Big Picture
June 20 the French called a Grand Summit of businesses, unions, and government officials to address the needed reforms to make France more competitive and its national budget more sustainable.

UNITED STATES
Mortgage rates spike to two-year high  Sober Look
The refinancing gravy train has ended.

Steepening yield curve benefits banks, but major headwinds remainSober Look

The Recent Surge in Yields: How Does It Compare with the Past?dshort

From rotation to panic - a turning point?Sober Look

The "End Of Easing" Or "The Start Of Tightening" In 12 ChartsZH
The average time distance between the last rate cut and the first rate hike has been around 15 months.

(fun) Bernankespeak, TranslatedBloomberg

QE myths and the Expectations FairyCoppola Comment
Myths: QE raises inflation, QE stimulates the economy by forcing banks to lend, QE stimulates the economy by persuading corporates to invest, QE encourages households to increase spending, QE debases the currency

A Wall Street regulator’s race against timeWonkblog / WP
The rumor is that Gary Gensler, the Goldman Sachs trader turned Wall Street regulator, may see his time atop the Commodities Futures Trading Commission end in July. The question is whether he can finish perhaps the most important piece of financial reform before he’s out – or whether the House will manage to stop him.

ASIA
China Shitshow: Lending Rate Spikes and Apartment BubblesThe Reformed Broker

Misunderstanding China’s Credit BubbleThe Diplomat
Shocking corrective crises may not always be the worst-case scenario.

The BIS Chart That Abe And Kuroda Would Rather You Didn't SeeZH
Japanese government debt-to-GDP projections

BIS ANNUAL REPORT
83rd BIS Annual Report 2012/2013BIS
Since 2007, actions by central banks have prevented financial collapse. Further accommodation is borrowing time for others to act.  But the time must be used wisely. The focus of action must be on balance sheet repair, fiscal sustainability and, most of all, the economic and financial reforms needed to return economies to the real growth paths authorities and the public both want and expect (Chapter I). After reviewing the past year's economic developments (Chapter II), the remaining economic chapters of the 83rd Annual Report cover the critical policy challenges in detail: reforming labour and product markets to restore productivity growth (Chapter III), ensuring the sustainability of public finances (Chapter IV), adapting financial regulation to ensure resilience of the increasingly complex global system (Chapter V), and re-emphasising the stabilisation objectives of central banks (Chapter VI).

*Five years in the towerBIS (pdf)
Remarks by Mr Stephen G Cecchetti, Economic Adviser and Head of Monetary and Economic Department of the BIS, prepared for the 12th BIS Annual Conference, Lucerne, Switzerland, 20-21 June 2013:  I'd like to focus on what I have learned during my five years at the BIS and offer some insights in three broad areas: economic research, policy and, lastly, the work of the BIS itself: 1) Quantities matter more than we thought 2) Moral hazard is worse than we thought.

Making the most of borrowed time: repair and reform the only way to growthBIS

The 83rd Annual General MeetingBIS
Overview of documents issued at the 83rd Annual General Meeting of the BIS, 23 June 2013.

I'm a central banker, get me out of hereFree exchange / The Economist
At the core of the bank’s analysis is an insistence on the limits to what monetary policy can achieve. What is holding back a healthy recovery is not lack of monetary stimulus, it argues; rather it is underlying flaws in the way that many economies operate whose effects are particularly pernicious after a financial crisis.

BIS Warns The Monetary Kool-Aid Party Is OverZH

Central banks told to head for exitFT
Central banks must head for the exit and stop trying to spur a global economic recovery, the Bank for International Settlements has said

‘Window-Dressing’ Undermines Bank Risk-Weight Trust: BISBB
Global banks have improved their capital ratios in part by understating the riskiness of their assets, not by raising their ability to stem losses, the BIS said. Regulators need to monitor the use of internal risk models in determining the capital lenders hold against losses and complement them with gauges that don’t use risk weightings,

BIS tells central banks not to fear markets when withdrawing crisis cashReuters
Exit more challenging the longer expansive policy stays, size and scope of exit will be unprecedented.

BIS: Bondholders would lose more than $1 trillion if yields spikeReuters
Bondholders in the U.S. alone would lose more than $1 trillion if yields leap, showing how urgent it is for governments to put their finances in order

OTHER
FX Comment: TIPSyNordea
Fed’s Bernanke left us with the impression that “this time is different”. And if there is anything the spike in US Treasury yields and USD last week prove, is that it got too crowded on the “Fed will taper the tapering” bench ahead of the FOMC meeting.

A correction, not a bearHumble Student
Let's survey the technical damage that was done on Thursday and carried through to Friday. First and foremost, emerging market bonds continued to crater. Never mind the spread between EM bonds and Treasuries, look at the relative performance of EM bonds against US high yield, which broke an important relative support line.

How Resilient Is EM To The End Of QE – A Vulnerability HeatmapZH
Barclays: QE was a policy reaction to pressures at the core of the global financial system and the very high DM debt levels that threatened to push major advanced economies into a recession-deflation cycle. Although deflation threats may have abated, public debt levels in DMs have adjusted little. Hence, the fundamental vulnerability to an end of QE may still reside with many DMs (eg, euro area periphery), rather than EMs. However, QE pushed large capital flows into EM economies.

On Researching IndustriesThe Aleph Blog

FINNISH
Kiristystä ja pakkoveroja vaiko elvytystä?Raimo Ilaskivi / IL

Voisiko Perussuomalaiset "kaataa euron"?Henri Myllyniemi / US Puheenvuoro

BIS keskuspankeille: on aika lähteäHenri Myllyniemi / piksu

Ruotsissa ja Tanskassa EU:n ja euron kannatus jyrkkenevässä alamäessäMartti Issakainen / US Puheenvuoro

Luottamus vai sijoittajavastuu?Henri Myllyniemi / US Puheenvuoro