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Economic Recovery or False Dawn
20.05.12
If banks were meant to de-leverage their balance sheets, they certainly have a strange way of doing it. Tier One Capital Ratios are still widely seen as the metric of financial stability even as the problem assets carry a zero risk weight while healthy corporate assets carry a full 100% risk weight. With the provision of credit from the central banks, banks have chosen to shore up Tier One Capital ratios by
loading up on sovereign bonds while eschewing more capital intensive corporate loans. In this way, commercial banks are co-opted into monetizing sovereign debt on behalf of their central banks. Artificially depressing interest rates and inflating asset prices are excellent strategies in debt management. The trick is in sheltering the inflationary pressures from public scrutiny. This two pronged strategy of regulation and credit extension also drives a direct substitution away from private credit provision towards quantitative easing and is a perverse example of
crowding out at low interest rates
Source: hedged.biz
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