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BOJ says 90 ppercent of banks taking on more risk post-QE

Published 23/04/2014, 12:13

By Leika Kihara

TOKYO (Reuters) - Over 90 percent of Japanese banks have increased loans and investment in riskier assets in the past year, the Bank of Japan said on Wednesday, suggesting that the wall of money it is pumping out is spilling over into the broader economy.

"Financial institutions have reduced investment in domestic bonds, especially Japanese government bonds (JGBs), while increasing investment in relatively high-risk assets such as loans," the central bank said in a semi-annual report analysing Japan's financial system.

The ratio of banks that increased investment in riskier assets, including loans, has gradually risen since last March and exceeded 90 percent in February, according to a survey included in the report.

Banks are lending to a wider range of industries and are more keen to lend to small- and medium-sized companies whose appetite for loans is on the rise, the report said.

Bank lending rose 2.1 percent in March from a year earlier, marking the 29th straight month of increase, with lending by regional banks up 3.2 percent, a monthly BOJ data showed.

Japanese banks also continue to boost overseas lending, with loans to Asia by the top three megabanks having risen 20 percent in the past three years, it said.

The BOJ's current quantitative easing programme, launched in April last year, aims to revive the economy and achieve 2 percent inflation by around April next year by pumping massive amounts of money into the system via aggressive asset purchases.

Aside from the effect of weakening the yen and lifting stock prices, the central bank hopes that by pushing down bond yields it can nudge domestic banks into taking on more risk instead of sitting on their huge pile of JGBs.

Investing in 10-year JGBs currently yields just 0.6 percent even as consumer inflation has accelerated to 1.3 percent, as the BOJ gobbles up 70 percent of new bonds issued every month.

BOJ Governor Haruhiko Kuroda told parliament on Wednesday that the central bank held 17 percent of total JGBs issued in the market, making it the biggest investor. He said that ratio is likely to exceed 20 percent next year.

While banks have reduced holdings of JGBs, they remain exposed to potential losses should long-term interest rates spike in the future, the report showed.

A 1 percent increase in Japanese interest rates would result in 2.6 trillion yen (14 billion pounds) in unrealised losses on government debt held by major Japanese banks, the report said.

For regional banks, the unrealised losses would total 3.0 trillion yen, it said.

(Reporting by Stanley White; Editing by Dominic Lau & Kim Coghill)

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