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SCENARIOS-What will S.Korea do to slow capital flows?

Published 11/10/2010, 12:14 AM
Updated 11/10/2010, 12:16 AM

By Kim Yeon-hee and Yoo Choonsik

SEOUL, Nov 10 (Reuters) - South Korea is preparing to impose fresh measures aimed at reducing sharp swings in cross-border capital flows and in the won , in addition to restrictions unveiled in June on currency derivatives trades by banks.

President Lee Myung-bak and his top finance officials have been priming investors for weeks for additional steps as South Korea is more exposed to market gyrations than its peers because of its high short-term foreign debt.

South Korea is hosting the Group of 20 major economies' summit meeting this week and analysts expect the authorities to unveil additional measures soon afterwards.


Key remarks by policymakers [ID:nTOE6A808E]

Graphic on portfolio investment and won's value http://link.reuters.com/syq64q

Steps countries are taking to counter hot money [ID:nSGE69503F]


Following are the expected measures that South Korea's financial authorities may adopt to reduce the sharp swings in capital flows into and out of the country:

RE-IMPOSITION OF A TAX ON BOND INVESTORS

Probability: high

The government will likely unwind a months'-old exemption on a 14 percent withholding tax on interest income that foreign investors earn from holdings of domestic treasury and monetary stabilisation bonds.

A lawmaker from the ruling Grand National Party is preparing to submit a bill to re-impose the tax as early as this Friday , one of his aides has told Reuters, and local media reported the ministry would support the move. The aide said it was hoped the bill would be passed by the end of the current session on Dec 9 and take effect in January

This is seen as the easiest step for the government to take because it is not creating a new taxation. It will most likely hurt foreign purchases of long-term bonds at a time when a pick-up in inflation has already made them less attractive.

IMPOSING A NEW TAX ON FX BORROWING

Probability: medium-high

The government may decide to levy a tax on short-term borrowings from abroad to discourage banks from borrowing cheap funds overseas and lending them out domestically at higher interest rates.

Such a move would have a significant impact on borrowing by banks operating in the country, but the impact on fund inflows for investment in domestic bonds will be limited because offshore investors may bring in their own funds.

It will take far more time for the government to go through the legislation process because the idea has not been publicised widely and so could require lengthy discussion among lawmakers.

REDUCTION IN FX DERIVATIVES CEILING

Probability: medium

The financial authorities may lower the ceiling on the amount of currency derivatives trades a foreign bank or branch operating in South Korea can take from 250 percent of its equity capital, adopted in measures announced in June.

The Bank of Korea and the Financial Supervisory Service have already warned the ceiling could be readjusted if deemed necessary to further restrict short-term foreign debt brought in to buy dollar/won forward sales.

This will help reduce short-term funds flowing into the derivatives market, but could move cross-currency swaps lower, tightening the basis over interest rate swaps and putting off arbitrage traders and hedge funds.

LIMITING NDF TRADING BAND

Probability: low

Imposing limits on the net sell or buy positions that each bank operating in the country can hold in non-deliverable forward trading to restrict excessive bets on the won's rise or fall.

The measures announced in June already partly restrict the amount of NDF positions that banks can take but this more direct ceiling could give an additional impact.

A top South Korean regulator said last week it would launch a special monitoring system for NDF positions on a constant basis. [ID:nSUL000190] [ID:nTOE6A4057] (Editing by Kim Coghill)

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