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INTERVIEW-UPDATE 1-State St: inflation a worry for govt funds

Published 08/24/2009, 05:17 AM
Updated 08/24/2009, 05:21 AM
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* State Street: sovereign funds looking at hedging strategies

* Bigger govt role at sovereign funds to ease with crisis

* Sovereign wealth funds still hold a lot of "virtual cash" (Adds quotes)

By Kevin Plumberg

HONG KONG, Aug 24 (Reuters) - Inflation is becoming a top concern to sovereign funds, which are looking at ways to guard their portfolios against price pressures, State Street Global Advisors' head of institutions business in Asia said.

Persistent weakness in the U.S. dollar and the extent to which many benchmark bond yields have fallen because of emergency policies are signals that inflation could become a bigger concern for sovereign funds, which typically have a longer time horizon, in about a year.

"Inflation is getting to be a concern. That's more of a medium- to long-term issue obviously. If you're a savvy investor, you can see it coming," said Hon Cheung, regional director, Asia official institutions group for the firm.

State Street Global Advisors is the institutional asset management business of State Street Corp.

Cheung said in an interview on Monday that his firm was advising sovereign funds it was not a good time to keep relatively large bond overweights, and to hedge against price pressures with stocks, commodities and inflation-linked asset classes.

The role of sovereign wealth funds around the world, which oversee about $3 trillion in assets, has been changed by the financial crisis. At the start of the crisis they were a key source of capital for struggling Western banks, injecting about $80 billion into the industry.

But after Lehman Brothers collapsed and panic spread through financial markets, many funds were redeployed by their respective governments to stabilise their home markets.

For example, in September China's $200 billion sovereign fund began to take stakes in domestically-listed banks for the first time in its modern history to support the market. In March, the fund said if needed it would continue to boost its bank stakes.

FROM CASH TO STOCKS

However, Cheung said the need for sovereign funds to take emergency measures such as these on behalf of the government would ease as the financial crisis subsided. In Asia, they would likely return to make investments mainly on the basis of returns.

"The worst seems to be over so therefore the needs for support mechanisms now are perhaps less than before."

"As the financial crisis subsides, I am very comfortable with the notion that the degree of government oversight would also subside," he added.

Cheung said sovereign investors, like many other market participants, have been shifting money from cash equivalents to riskier assets, contributing to a six-month global equity rally.

However, he said sovereign funds are likely still heavy on what he called "virtual cash," meaning they have not brought their portfolio allocations back near target benchmark levels.

"Although a lot of the actual cash has already been invested, there's still a lot of 'virtual cash' just sitting there."

Some funds are indeed already trying to take advantage of the opportunities afforded by the crisis.

China's state fund is planning to invest up to $2 billion in U.S. mortgages through asset managers involved with the U.S. Treasury-designated Public-Private Investment Plan, sources told Reuters last week.

These funds are subsidised by U.S. taxpayers and meant to absorb as much as $40 billion in illiquid securities from banks' balance sheets.

State Street Global Advisors manages more than $291 billion for 66 central banks and government clients. (Editing by Jan Dahinten)

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