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ANALYSIS-Bank of Canada move highlights credit market thaw

Published 07/21/2009, 03:48 PM
Updated 07/21/2009, 04:00 PM

* Credit market intervention trimmed as funding costs fall

* Thaw seen supporting Canada's growth outlook, currency

* Analysts confident funding cost drop likely to hold

By Frank Pingue and Jeffrey Hodgson

TORONTO, July 21 (Reuters) - The Bank of Canada's decision on Tuesday to scale back on credit market intervention shows lending conditions are moving closer to pre-crisis levels, which should support markets and the still struggling economy.

Analysts said the central bank's decision reflects growing confidence that the global credit crunch that preceded the financial meltdown is unlikely to resume any time soon.

"The worst is definitely behind us," said Michael Gregory, senior economist at BMO Capital Markets.

"What it does mean is that shorter-term borrowing costs for consumers and businesses, which are above and beyond what banks charge one another, can remain relatively low, and as low as they possibly can be."

The Bank of Canada outlined the changes to its money market operations in its interest rate announcement on Tuesday, in which it held its key rate at a record low of 0.25 percent as expected and gave a rosier economic forecast. [CA/INT]

It said that because conditions in short-term lending markets have improved, it would cut the minimum amounts auctioned through its term purchase and resale agreements and related facilities. In these operations the bank temporarily buys securities in an effort to improve liquidity. (The schedule can be found at http://www.bankofcanada.ca/en/notices_fmd/2009/notice_270709.pdf)

Scotia Capital economist Derek Holt said the central bank's scaling back of the program was "more concrete than expected" and reflected a dramatic improved in funding conditions.

"In a lot of respects, the markets had already scaled back on these initiatives. And so this is really just the bank's acknowledgment that the private industry players have signaled that they don't need them as aggressively any more," he said.

LIQUIDITY AUCTION SNUBBED

Signs that the need for such programs is declining emerged last week when the Bank of Canada managed to buy just C$2.25 billion ($2 billion) worth of securities in a C$3 billion PRA operation, the first time there had not been full demand since the facility was launched. [ID:nN13207877]

Behind the drop in demand is a sharp fall in the rates banks charge to lend among themselves. These had spiked last year as firms such as Lehman Brothers failed and panic set in about which institution would be next.

In Canada, the three-month Canadian dealer offered rate , similar to the key Libor (London interbank offered rate) used in other markets, fell from around 3.73 percent at the start of October to just 0.436 percent on Tuesday, according to Thomson Reuters data.

The thaw in money markets has been a global trend, with the benchmark three-month rates on U.S. dollar, euro and sterling funds that banks lend among themselves hitting record lows this month.

"There were concerns that at the height of the crisis period you simply couldn't get financing for some debt, regardless of the rate. It was a question of simply being able to get something done," said Mark Chandler, fixed income strategist RBC Capital Markets.

"I think that with a great amount of confidence you can say we won't revisit the lows."

NOT BACK TO NORMAL

The Toronto-based strategist said a factor underpinning the recovery is the commitment by the Group of 20 nations to prevent systemically important institutions from failing.

Analysts said the changes in seemingly arcane interbank lending rates have a very real effect on the economy, influencing everything from businesses raising short term funds to finance inventory, to capital spending projects.

BMO's Gregory said the thawing of Canadian short-term lending markets should ultimately help support the currency because it helps reduce the need for the Bank of Canada to keep policy accommodative.

But he warned that policymakers and investors shouldn't be complacent as the credit market fallout from the crisis is still weighing on the financial system and the broader economy.

"It is still hard for some entities to raise money in the markets and fund their lending activities ... so things aren't back to normal," Gregory said.

"But I think Canada, in terms of functioning in the financial system, is functioning much better than virtually all the other competing markets in the G7."

($1=$1.11 Canadian) (Editing by Rob Wilson)

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