Friday, 6 May 2022

What Is Currency Depreciation? And Where is the Ringgit Headed?

Currency depreciation is a fall in the value of a currency in terms of its exchange rate versus other currencies. Currency depreciation can occur due to factors such as economic fundamentals (e.g. GDP decline/negative), interest rate differentials, political instability, rise in inflationary risk, risk aversion among investors, negative perceptions, speculative activity (by banks and others), export decline, current account deficit, low forex reserves, a deficit fiscal position and major outflow of “political” or “hot” money.

Countries with weak economic fundamentals, such as chronic current account (and fiscal) deficits and high rates of inflation, generally have depreciating currencies. Currency depreciation, if orderly and gradual, improves a nation’s export competitiveness and may improve its trade deficit over time. But abrupt and sizable currency depreciation may scare foreign investors who fear the currency may fall further. This may lead many to pull portfolio investments out of the country. These actions will put further downward pressure on the currency. Some economists and Government sources suggest that depreciation is good, it improves export competitiveness. But this is a short-term phenomenon. The “J” curve will result in situation returning to its pre-depreciation state.

In many situations, easy monetary policy and high inflation are two of the leading causes of currency depreciation. When interest rates are low, hundreds of billions of dollars chase the highest yield. Expected interest rate differentials can trigger a bout of currency depreciation. Central banks can increase interest rates to combat inflation, especially if it is of the demand-pull kind. 

Additionally, inflation can lead to higher input costs for exports, which then makes a nation's exports less competitive in the global markets. This will widen the trade deficit and cause the currency to depreciate. While economic fundamentals for the most part determine the value of a currency, political rhetoric can cause a currency to fall as well.

Between 2015 and 2016, the U.S. and China were repeatedly in a battle of words with regards to each other’s currency value. In August 2015, the People’s Bank of China (PBOC) devalued the country’s currency, the yuan, by roughly 2% against the U.S. dollar. Chinese officials said the move was required to prevent a further slide in exports.

In 2019, the Trump administration labeled China a currency manipulator, saying Chinese officials were purposely devaluing its currency, leading to unfair advantages on trade. In 2018, U.S.-China political rhetoric turned toward protectionism that resulted in a long-term trade dispute between the world’s two largest economies.

Sudden bouts of currency depreciation, especially in emerging markets, inevitably increase the fear of "contagion," whereby many of these currencies get afflicted by similar investor concerns. Among the most notable was the Asian crisis of 1997 that triggered the collapse of the Thai baht and caused a sharp devaluation in most Southeast Asian currencies.

Today, an example of that would be the Turkish lira. The currency has lost more than 40% of its value against the USD since early 2021. A combination of factors led to the depreciation. First, investors grew fearful that Turkish companies wouldn't be able to pay back loans denominated in dollars and euros as the lira continued to fall in value. Secondly, President Trump approved the doubling of steel and aluminum tariffs imposed on Turkey.

Then Turkey’s president, Recep Tayyip Erdogan, did not allow Turkey's central bank to raise interest rates.  And the country didn't have enough U.S. dollars to defend its currency. Turkey's central bank lifted interest rates in September 2018 from 17.75% to 24% to stabilize its currency and curb inflation. But Erdogan believes high interest rates are against the teachings of Islam!

For Malaysia, it is the decline against the Singapore dollar that “drops” our face.


We were on par up to 1980. Beyond that we have gone “south”. Why? The rot from a so-called “nationalist” PM set in! Currency weakness is a symptom of a larger disease. If the disease is not treated, the rot cannot be stopped.

The ringgit is also vulnerable to a slowdown in global growth prospects, especially in the world's largest economies — the US, China and the Eurozone.

Then there are hawkish statements by the U.S. Federal Reserve and others on interest rates. The Fed is set to raise its Fed Funds rate to 2.25% by end 2022. So, expectations of interest rate differentials could play a part in exchange rate movements. In turn, a declining rate will raise imported inflation, especially if food imports alone exceed RM60 billion a year. Some say a 1% variance of the ringgit to the USD will result in a 0.337% variance in CPI.

So, what can we do? BNM must raise OPR now not act after the event. That will stem outflow. Then look at supply bottlenecks. A whole set of structured reforms are also required – from removal of APs to integrity and good governance to political changes that could put Malaysia on the right path (i.e. a pre-1980 scenario)!

AmBank group chief economist recently said that strong commodity prices have kept the ringgit from sliding too much. Being sensitive to the oil price movement, the strong upside to Brent oil price has provided some buffer to the ringgit from slipping too much. Stability to ringgit is more likely to be seen once we start to factor BNM normalisation of its policy rate, health of the economic fundamentals, besides the economic and inflation outlook. 

But it is time to act and to act now, growth is already muted. So why not raise OPR?  The issue is really one of stabilisation/improvement in exchange rate or the pursuit of an “illusive” growth projection.

References:
Currency Depreciation, Tim Smith, Investopedia

“Water face drop” as ringgit depreciates to record low against Sing dollar, Cheah Chor Sooi, Focus Malaysia, 26 April 2022

Singapore dollar hits record high against ringgit at 3.1665, Syafiqah Salim TheEdgeMarkets.com, 25 April 2022

Why is the Turkish lira crashing and what impact is the currency crisis having in Turkey? Associated Press, 4 December 2022

SGD MYR historical exchange rate, Currency converter (https://www.currency-converter.org.uk)

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