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ANALYSIS-New sovereign funds to emerge as crisis eases

Published 08/04/2009, 10:56 AM
Updated 08/04/2009, 11:00 AM
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By Natsuko Waki

LONDON, Aug 4 (Reuters) - As the world emerges from financial crisis, a new generation of sovereign wealth funds is set to be born, and it may act as a catalyst for the recovery of global markets.

An estimated $3 trillion is currently parked in state-owned funds which manage nations' windfall earnings from sources such as oil, commodities and trade surpluses. Newly established funds could help to double that figure in coming years.

The new funds are likely at first to be conservative investors, mindful of how much existing funds have suffered during the crisis.

But over the long term, the shift of capital from central bank reserves, much of them invested in safe-haven government debt, into return-seeking sovereign funds could help revive demand for risky assets such as stocks, corporate bonds and even some of the complex derivatives which the crisis hit so hard.

"Once the financial crisis subsides, excess revenues in the emerging economies from their export activities will resume," said Steffen Kern, economist at Deutsche Bank in Frankfurt.

"This will strengthen again the rationale for setting up new SWFs."

(for a graphic on the world's largest sovereign funds, click

http://graphics.thomsonreuters.com/089/GLB_SWFASST0809.jpg )

Japan, Taiwan, Thailand, Bolivia, Nigeria and Canada are just some of the places where a public debate has begun on establishing some form of sovereign wealth fund.

Even within the United Kingdom, there is talk that Scotland should look at establishing such a fund to manage oil wealth.

Sovereign funds have been on a rollercoaster during the credit crisis. They poured some $80 billion into banking shares before the peak of the crisis, only to see the value of their investments implode within months.

Many funds reacted by shifting their focus away from aggressive investment abroad and instead put money into assets at home or into "strategic" foreign assets, such as mines, that fit in with national economic policy.

But the root sources of additional money for these funds -- rising commodity prices, export growth and foreign reserve accumulation -- are now returning after a 12-month hiatus.

DOUBLE YOUR MONEY

Kern estimates typical equity portfolios held by existing sovereign funds may have lost 45 percent between end-2007 and early 2009, reducing overall portfolios by around 18 percent.

But in the next 10 years, total assets under the management of sovereign funds are likely to hit $7 trillion, more than double the current level, he thinks.

In some countries, the crisis may actually have increased governments' desire to develop the funds, because officials see them as tools which can be used to respond to financial shocks.

In China, for example, a domestic arm of the country's sovereign fund began buying shares in major banks late last year as a way to support the sagging stock market.

"There is this appetite for governments to set up new SWFs. Certain countries have taken considerable utility from having SWFs and a pool of cash during the crisis," said Ashby Monk, SWF expert and research fellow at the University of Oxford.

"Coming out of this crisis, we are going to see SWFs increase in the same way central bank reserves increased coming out of the 1997 crisis. All these new funds may be the conduits for a real dramatic ramp-up of sovereign wealth funds."

Brazil is set to join the world's roughly 64 sovereign funds when its new fund starts operating over the next year. The fund, designed to provide a cushion for the domestic economy, is receiving 14.2 billion reais ($7.6 billion) from the government.

"On the horizon you may see new funds coming from emerging markets such as Africa where you...have vast oil and natural resources that will be developed on a large scale in the next 5-10 years," said Ken Griffin, president of BGR Capital and Trade in Washington.

BGR Capital and Trade is an investment banking arm of government relations firm BGR Group, which represents and advises Middle Eastern sovereign wealth funds.

"Less risky investments like Treasuries and investment grade bonds remain a natural safer harbour for smaller SWFs, especially during current, unstable market conditions," Griffin said.

As markets settle down, however, many sovereign funds are likely to enter more risky areas in search of returns. Some already show signs of doing so.

China Investment Corp (CIC), the country's $200 billion sovereign wealth fund, said in June that it was buying into a $2.2 billion stock offering by Morgan Stanley and would start a new round of hiring globally to expand its operations.

CIC said it would seek professionals in areas including risk management, real estate, commodities and hedge fund investment. It is looking at five or six distressed asset deals in Asia and the West, people familiar with CIC's plans have told Reuters.

OIL FUNDS

Scottish Finance Secretary John Swinney said last week that his government would advance its case for a oil fund for Scotland, which would invest some of its oil and gas revenues.

"Oil and gas reserves will be exhausted at some point -- be it in the North Sea or the Gulf. That's one of the major motivations for resource-rich countries to think about saving today for future generations," said Kern at Deutsche Bank.

Many of the new funds are likely to be based on oil money. Consultancy McKinsey estimates foreign assets held by petrodollar investors could reach as high as $13.2 trillion in 2013 from the current $5 trillion.

A study of 15 countries by the International Monetary Fund, looking at 30 years of data, found countries' inflation and the volatility of broad money supply and prices were lower when an oil fund was in place.

"Oil funds provide self-insurance against macroeconomic volatility," it said. "Their apparent success may be ascribed to the inherent prudence of the countries that adopt them." (Editing by Andrew Torchia)

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