Jan 16

Welcome to the first post in 2010! After having my blog (WordPress 2.8) hacked, I am happy to be reporting online again. I feel sorry for the poor soul that took the time to bring this website down for a couple of days, yet nevertheless I feel somewhat honored by the attention that I am receiving.

I would first like to comment on a Wall Street Journal article from Jan, 12th. I hold the concerns of Bulgaria’s prime minister Boyko Borisov that public debt surges in Greece (and to a lesser extent elsewhere in Old Europe) would have repercussions for Bulgaria’s euro-zone for very well grounded. The realistic achievement of a balanced budget in 2010 would be a huge success amidst a pile-up of political and public policy disappointments of the government led by Borisov. This success alone may however not suffice for a euro-zone membership. I am a big proponent of an early euro-zone entry, but still, the overall costs of integrating Bulgaria at this time may be higher than expected. The EU/ECB will have to carefully sort out whether the benefits for the added stability in Bulgaria would outweight midterm costs and lead to stability loss for the euro-zone as a whole.

Below I am posting an excerpt from a seminar paper that I wrote as an undergraduate which dealt with Bulgaria’s currency board on the way to the euro-zone:


Mundell (1961) et al formulated labor mobility, the degree of openness and economy diversification as the basic requirements for participation in a single currency area. [..] According to his analysis single currency areas rely on similar levels of price stability where a single monetary policy would theoretically suffice for all. His work had helped lead to the creation of the Euro, which according to him is “a great step forward” and “a catalyst for international monetary reform”. However, some of the requirements for a single currency area to work (such as the common U.S. Dollar for all 50 states) that Mundell has postulated such as labor mobility and indirectly language barriers and housing markets flexibility do not yet fully apply for the newest EU-members such as Bulgaria. Hence, even in basic theory, notwithstanding all common sense reasons and the positive public opinion to join the EMU, some contra-arguments exist in regard of the ability of the newly joined the EU “immature” Bulgarian economy to fight asymmetric shocks. Still, there is an overwhelming amount of positive effects that make the adopting of the single European currency unambiguously attractive, especially in a credit crisis with inherent refinancing problems.

Summarized in theory, benefits of euro-zone integration include the elimination of exchange transaction costs and exchange rate volatility, removal of payment obstacles to trade, prevention of competitive devaluation and speculation, prevention of extremely high interest rates that hinder economic growth when countering a currency speculation attack. [..]

I remember that in April 2009 the Financial Times quoted a non-disclosed IMF report, urging for unilateral euroization because “to countries in the EU, euroization offers the largest benefits in terms of resolving the foreign currency debt overhang, removing uncertainty and restoring confidence”. This assessment certainly still holds true and I hope that the severe public spending slashes actually do help put Bulgaria in ERMII soon enough.

Talking about spending cuts, I fully support Simeon Djankov’s actions for many reasons. Bulgaria’s economy has to be painfully restructured to rely much less on government spending — government projects, orders and the like. Apart from infrastructure projects the government should not be the main contractor and provider of business that companies are on the lookout for. And yes, taxes are low but I can’t help but quote Milton Friedman here that “if you receive more revenue by cutting taxes, you aren’t cutting taxes enough”. Thus, if Djankov is cutting spending while keeping taxes low — well, he can’t do much wrong. The whole polemic of an ultra large intra-company indebtedness that circulates in the media in Bulgaria is in my opinion overrated and things will eventually settle back to normal.

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Dec 02

Ok here’s some good news. Yesterday Standard & Poor’s confirmed Bulgaria’s BBB foreign currency long term debt rating but upgraded its outlook to stable.

The measures taken by the government to cut expenses and increase revenues as well as next year’s budget were taken into account for the revision of the rating outlook. The government plans a budget deficit of 0,7% but many analysts seem to conclude that a deficit of 1,2-1,3% for 2010 is more realistic.

Parallel to the rating revisions, it’s interesting to follow the CDS on Buglaria’s sovereign debt. I just looked it up in my Bloomberg terminal at work and made a chart:

For anyone interested, below are the FC/LT debt ratings that S&P has assigned to the Republic of Bulgaria since 1998 (source: Bloomberg):

Rating Watch Date Effective
BBB 10/30/2008
BBB+ *- 10/23/2008
BBB+   10/26/2006
BBB   10/27/2005
BBB-   6/24/2004
BB+   5/22/2003
BB   10/ 7/2002
BB-   11/ 7/2001
B+   5/10/2000
B   11/23/1998
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Nov 16

It is deeply frustrating to see the dire, very risky and potentially disastrous measures that are being taken to revive lending and restore confidence in Bulgaria’s economy. Yes, things do not look good.

Simeon Djankov, the ex-top World Bank economist, now finance minister told FT yesterday that they (because it’s not only his call here) have indeed decided on the unpopular measure of

allocating € 511m of the fiscal reserve (12%) for short-term deposits

at Bulgaria’s commercial banks. At least only at the foreign owned ones which to my knowledge hold more than 80% of the market share.

Now why is this so problematic? Virtually everyone else seems to have loose monetary policy today. However, this is an attempt at loosening monetary policy where monetary policy is by definition and by law extremely limited. The purpose of a currency board arrangement (CBA), especially in Bulgaria’s case, is clearly to prevent such

discretionary central banking practices

that affect domestic lending. Not only would that distort equilibrium in the banking sector, but it would also negatively impact the credibility of the currency board. The currency board is only as good as its credibility. Yes, it may successfully be argued that in the current crisis, economically this monetary loosening measure makes sense. And true, Bulgaria’s new government has done some drastic fiscal cuts in a frantic mid-year budgetary rescue mission. These cuts could have been better executed (more targeted) but have nonetheless helped restore some kind of confidence in the country, as reflected in the significantly tightened CDS-spreads. In sum it’s a very risky undertaking and I surely hope that Djankov manages to execute it properly.

But still, I think that the symbolic value of 1 bn BGN is only a trial version of what could potentially bubble up to something much bigger that would, and most probably will, result in a

controlled currency devaluation

if the crisis continues to persist in 2010. This is exactly the Plan-B strategy that Djankov has in mind. My bet goes for a 20% devaluation in late spring of 2010, i.e.

2,34 BGN for 1 EUR.

I expect many CEE/SEE analysts to start coming up with similar expectations and guesstimates so let us follow the newsflow closely and keep our deposit cash away from Buglarian banks in the meantime.

If anyone is interested as to why and how fiscal reserve operations do damage to the currency board I remember coming across a 2003 article by Prof Steve Hanke (one of the initial authors of Bulgaria’s currency board arrangement) that explains just that.

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