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SNAP ANALYSIS-ECB dips toe in quantitative easing waters

Published 05/07/2009, 10:59 AM
Updated 05/07/2009, 11:08 AM
BARC
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FRANKFURT, May 7 (Reuters) - The European Central Bank unveiled plans to buy up to 60 billion euros ($80 billion) of bank bonds backed by mortgage or public sector borrowing on Thursday and doubled the length of time it lends out money for to 12 months.

This is the first time the ECB has turned to the more exotic arsenal of monetary policy weapons at its disposal but is still less aggressive than the U.S. Federal Reserve and Bank of England's approaches.

Here are some likely implications the decisions will have.

BUYING COVERED BONDS

* LIKELY TO BOOST THE MARKET, LOWER SPREADS

The covered bonds are the second largest segment of the European bond market, estimated to be worth between 700 billion and 1.5 trillion euros. The covered bank bond market seized up after the collapse of Lehman Brothers in mid-September 2008. BNP Paribas reopened the market in January, but issuance has remained low.

The ECB's decision to buy these assets could help to kick start things again. "Happy days are here again," said Ted Lord, managing director at Barclays Capital, about the ECB move.

ECB activity could also help to lower spreads for covered bonds, the market for which has also suffered from the introduction of bank bonds backed by government guarantees, which are pitched to the same investors.

Depending on how the ECB conducts purchases, either in the primary or secondary market, the acquisitions might also free up banks to acquire new bonds themselves, thus also bolstering the market indirectly.

Covered bonds are securities created from either mortgage loans or public sector loans and make up one of the oldest and largest sectors of the European bond market. They are similar to Asset Backed Securities but with one key difference: they remain on a bank's balance sheet.

Germany, where they originated, remains by far the dominant market.

EXTENDING LENDING TO 12-MONTHS

* BOLSTERING CONFIDENCE

Extending the maximum maturity in its lending operations gives commercial banks greater certainty about their funding over the next year. The hope is banks would then have greater confidence to lend to corporates, individuals or other banks.

* LOWER MONEY RATES AT LONGER MATURITIES

Lending to banks at a low, fixed rate for 12 months should help push down 6 to 12-month interbank rates, effectively reducing banks' financing costs and further easing the funding pressure on them.

* LOWER MORTGAGE COSTS

In Spain and some other euro zone countries mortgage rates are set off the 12-month euribor rate. If the move has the desired impact on money market rates, homeowners should see their monthly repayments come down, boosting disposable income. * COLLATERAL

The bank also extended its existing promise to accept a wider range and lower quality collateral up to the end of 2010. It will keep the ECB's balance sheet well puffed out and could bolster demand in the market for the assets, as well as encourage banks into new lending to create the loans in the first place.

(Reporting by Marc Jones; editing by David Stamp)

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