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No sign yet of real problem in bond market liquidity - UK finance official

Published 25/02/2016, 17:06
© Reuters. A British 10-pound banknote and Chinese 100-yuan banknotes are seen in a picture illustration, in Beijing

By Huw Jones

LONDON (Reuters) - Patchy liquidity in bond markets has prompted policymakers to consider taking action to improve liquidity but there is no sign yet of a real problem, a top official from Britain's finance ministry said on Thursday.

Banks have called for a rethink of new rules introduced since the 2007-09 financial crisis, saying they have harmed the ability of investors to buy and sell bonds.

"We need a more nuanced and balanced discussion on what is the right level of liquidity," Charles Roxburgh, director general for financial services at Britain's finance ministry, told a conference organised by banking lobby AFME.

It would be easier for policymakers to respond to specific, detailed problems and their root causes rather than to generalised statements from the industry on the need for less regulation, Roxburgh said.

"Liquidity is very important to financial stability," said Roxburgh, who is also a non-voting member of the Bank of England's Financial Policy Committee (FPC).

Deep and liquid markets are core elements of London's competitive advantage as a global financial centre for currency bond and derivatives, Roxburgh said.

He said turnover in gilts or UK government bonds have fallen to their lowest since 2005, but the higher levels of liquidity seen before the 2007-09 financial crisis were "illusory", echoing comments from Bank of England Governor Mark Carney.

In some ways the decline in liquidity can be seen as a "necessary correction", he said.

"A lot of evidence is being quoted at us to say there is a problem. However, the facts themselves don't demonstrate conclusively that there is a problem, it just shows that things have changed," Roxburgh said.

"There are some symptoms that do give us policymakers pause for thought, but it's too early to say cause for concern," he added.

Roxburgh said the BoE's FPC is looking at the issue of market liquidity, as is the global Financial Stability Board, a G20 regulatory task force that he sits on.

Regulators were looking at whether thinner market liquidity poses risks to the broader financial system and how asset managers would cope with widespread calls from investors for their money back.

The work includes conducting a "top down" stress test of investment funds to model large waves of redemptions, he said.

The European Union is finalising new rules to inject more transparency into bond markets from 2018, a step banks say could end up harming liquidity further.

"These reforms do need to proceed cautiously," Roxburgh said.

© Reuters. A British 10-pound banknote and Chinese 100-yuan banknotes are seen in a picture illustration, in Beijing

The EU's European Securities and Markets Authority chairman Steven Maijoor said on Thursday no intervention was needed in bond markets. An official from the Central Bank of Ireland has also said there is not enough evidence to warrant intervention by policymakers.

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