Italy Defiant: EUR/USD Tumbles

Published 10/02/2018, 05:22 AM

Market Drivers October 2, 2018

Europe and Asia
AUD: RBA leaves rates unchanged 1.50%
GBP: UK PMI 52.1 vs. 52.5

North America
No Data

Italy remained defiant in its attempt to expand its budget deficit beyond the 2.0% level, ignoring EU’s rejection of the plan and risking a downgrade by the rating agencies.

The spread between Italian and German bonds has reached five-year highs as the new populist Italian government remained adamant about expanding fiscal policy in order to jump-start Italy’s moribund economy. Italian interior minister Matteo Salvini stated that he “doesn’t care if EU rejects his budget.” Adding, “No one in Brussels can tell me it is not time.”

The defiant mood of the Italian lawmakers has sent chills through the FX market as fears of another sovereign debt crisis began to swirl around the EUR/USD. Italy is a far bigger problem for EU than Greece ever was. It’s 1 Trillion-plus economy with the largest debt to GDP ratio amongst the major OECD nations. Any deterioration of its fiscal position could usher in a buyer strike for its sovereign debt, which in turn could destroy the balance sheets of its banking sector. The problem goes even further, as French banks are reported to have more than $300 Billion in exposure to the country’s debt.

The sudden confrontation between Rome and Brussels, though eminently predictable ever since the election of the new populist government can now pose a serious problem for ECB. The central bank remains adamant on tapering its QE policy by end of this year. However, as the only true backstop in this brewing crisis, the ECB may be pulled back into the fray and might even consider resuming the QE in order to dampen the spike in Italian yields.

In the end both Brussels and Rome understand that an outright confrontation on this issue is a disaster and may yet reach a compromise agreement before the budget deadline. For Brussels the issue of EU unity is paramount. For Rome ironically enough the insistence on a higher fiscal deficit could actually slow down growth in the region as it will make credit much more expensive and will further deteriorate the balance sheets of Italian banks.

For now, however, the markets are in full risk-off mode and until they see some conciliatory noises from politicians EUR/USD could test the 1.1500 level by days end, while GBP/USD drifts towards 1.2900 and AUD/USD moves towards .7250

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