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Turkey's ailing financial markets and foreign exposure

Published 21/06/2018, 14:43
© Reuters. FILE PHOTO:  Traders walk on the floor of the Borsa Istanbul
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By Karin Strohecker and Tommy Wilkes

LONDON (Reuters) - Turkey heads to the polls on Sunday to vote in parliamentary and presidential elections, with President Tayyip Erdogan widely expected to be re-elected to an office that will be given sweeping new executive powers.

Once a darling of emerging market investors, Turkey has seen its star fall dramatically in recent years, hit by mounting concerns about a build-up of debts and Erdogan's outsized influence over monetary policy.

Those worries have coalesced this year into a market rout, with Turkish assets suffering massive falls and prompting a wave of criticism by the government against foreign speculators.

Below are five charts that illustrate the recent selloff and foreign investors' involvement in Turkey's $864 billion economy:

THE LIRA

Turkey's currency has plunged 25 percent in 2018 to record lows, the starkest sign of investor unease with the country's economic direction.

The lira's rout only stabilised from late May onwards after the central bank hiked rates by a total of 500 basis points even as Erdogan advocated cutting rates to fight inflation and said he would take greater control of monetary policy if he wins this weekend's election.

(GRAPHIC: Turkish lira against U.S. dollar - https://reut.rs/2McKjlp)

Volatility in the lira has exploded and nearly tripled in May as investors bet on further falls. A measure of expected future price swings has fallen since the central bank hike but remains close to double the levels of early May, suggesting investors expect more big moves in the months ahead.

The lira is one of the top ten most traded emerging market currencies, often above peers like the Russian rouble and South African rand, and traders say volumes have shot up in 2018.

According to the Bank for International Settlement's most recent FX survey, from 2016, London - the world's largest foreign exchange market - saw almost 60 percent of the daily volumes for trading the lira, followed by the United States and Turkey.

In the spot market, where $20 billion-worth (15.3 billion pounds) of flows were traded daily on average in 2016 according to the BIS, cross-border dealers and financial institutions accounted for more than half of flows, while hedge funds and proprietary traders for about 14 percent.

EQUITY MARKETS

Turkey's $160 billion stock market has had a torrid year. Following hefty losses in the second quarter, the main bourse (XU100) dropped nearly 20 percent in lira terms. In dollar terms, Turkish blue-chip stocks (XU030) are down 35 percent this year, making it the worst performer among the major emerging market stock indices tracked by Reuters.

Foreign investors, who hold around 64 percent of Turkey's listed equities according to the World Bank, have pulled money from Turkish shares for four consecutive months, fund flow data from the Institute of International Finance shows.

(GRAPHIC: Turkey Fund Flows - https://reut.rs/2MFe7Z6)

While the 64 percent foreign ownership is around eight percentage points less than a decade ago, it is still well above levels in peers such as South Africa, where foreign ownership amounted to less than 40 percent at the end of 2016, according to the country's finance ministry.

(GRAPHIC: Turkey Equity Markets - https://reut.rs/2K3XAMJ)

BOND MARKETS

Unlike some other major emerging market peers, Turkey's domestic bond market is dominated by local players: Just over 20 percent of 575 billion lira (92.3 billion pounds) outstanding government debt securities are held by foreigners.

This compares to around one third of Russia's OFZ bonds which are held by investors abroad, and more than 40 percent of South Africa's domestic bonds.

However, despite two emergency rate hikes to stem the freefall of the currency, Turkish bond markets still offer a relatively low premium against the backdrop of rampant inflation.

(GRAPHIC: Emerging Market Real Yields - https://reut.rs/2M74xND)

While Turkey's government has relatively low debt-to-GDP levels compared with some of its peers, investors have grown increasingly nervous about the hard currency debts of Turkish companies.

Mounting pressure from the weakened lira has pushed borrowing costs paid by a trio of top Turkish banks to record highs.

And it is not only financial firms that have found themselves in the firing line. According to McKinsey, corporate debt in Turkey is one of the highest among developing countries in dollar-terms and as a percentage of GDP, and has been growing by 28 percent annually on average since 2007.

(GRAPHIC: Turkey corporate debt - https://reut.rs/2M5I1EJ)

FOREIGN DIRECT INVESTMENT AND OVERSEAS LOANS

Foreign direct investment into Turkey has fallen sharply from a peak of nearly $18 billion (13.7 billion pounds) in 2015 to around $11 billion (8.4 billion pounds) in 2017, according to data from the United Nations trade and development body UNCTAD.

Accounting for more than a quarter of total inflows to the West Asia region from 2007–2015, Turkey saw FDI fall substantially after a failed coup in July 2016.

"Political instability has had a negative impact on the Turkish economy and on FDI," UNCTAD found in its annual report.

Turkey's private sector has accumulated huge foreign-currency denominated debts - in total the economy has an estimated $200 billion of dollar debt, among the largest as a percentage of GDP for any emerging market country.

The plummeting lira has made servicing those debts more expensive, encouraging companies to try and refinance their loans.

Turkish banks have $56.5 billion (43.1 billion pounds) of dollar debt compared with only $2.1 billion (1.6 billion pounds) of lira-denominated debt, according to the BIS data.

© Reuters. FILE PHOTO:  Traders walk on the floor of the Borsa Istanbul

(Reporting and graphics by Karin Strohecker and Tommy Wilkes Graphics by Ritvik Carvalho; Additional reporting by Riham Alkousaa; Editing by Peter Graff)

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