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Han Eun “SVB incident, system risk spread is low”

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While the global financial market is fluctuating due to the bankruptcy of the US Silicon Valley Bank (SVB), the Bank of Korea assessed that the possibility of the SVB crisis leading to a systemic risk is not high.

On the morning of the 13th, the Bank of Korea held a ‘market situation inspection meeting’ presided over by Vice President Lee Seung-heon and checked the international financial market situation after the SVB incident and the impact it would have on the domestic financial and foreign exchange markets.

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On the 10th (local time), the California Department of Financial Protection and Innovation shut down Silicon Valley Bank of the United States for insufficient liquidity and insolvency, and on the 12th, the New York State Financial Authority closed down New York-based Signature Bank and confiscated its assets. started the process.

With total assets of 276.5 trillion won, SVB’s bankruptcy is the largest since Washington Mutual, which collapsed during the 2008 financial crisis, and the second largest in US history.

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After announcing a capital increase plan on the 8th to cope with the recent deterioration in liquidity and profitability, SVB suffered a massive deposit withdrawal (bank run) and the capital increase was canceled. Accordingly, on the 10th, the US financial authorities suspended SVB’s business due to insufficient liquidity and insolvency, and the Deposit Insurance Corporation (FDIC) started deposit protection procedures.

SVB’s main customers, venture companies, increased deposit withdrawals to secure liquidity due to sluggish investment attraction. This is due to the sharp rise in interest rates (decline in bond prices) by the US Federal Reserve (Fed).

As risk aversion sentiment strengthened due to this crisis, volatility in the international financial market increased, such as a sharp drop in US interest rates and stock prices, and concerns about bank defaults grew, the US Treasury, the Federal Reserve, and the Federal Deposit Insurance Corporation (FDIC) announced their customers on the 12th. We decided to fully guarantee the money entrusted to this SVB regardless of the limit covered by insurance.

In the past two days from the 9th to the 10th, the 2-year and 10-year Treasury yields fell by 48bp (1bp = 0.01 percentage point) and 20bp, respectively, and the Standard & Poor’s (S&P) 500 Index fell by 3.3%, with the value of the dollar against the currencies of six major countries. The dollar index also fell 1%.

“Considering the fact that the soundness of US banks has improved since the global financial crisis and the fact that the US Treasury Department, the Federal Reserve and the FDIC immediately implemented measures to protect depositors, the closure of SVB and signature banks is currently the only option for banks,” Vice President Lee Seung-heon said. It is evaluated that the possibility of spreading to the systemic risk throughout the financial sector is not high.”

He said, “However, as there is a possibility that the volatility of the global financial market will increase depending on the impact of this situation on investor sentiment and the results of the Consumer Price Index (CPI) to be announced on the 14th, the Bank of Korea said that this situation will affect prices such as domestic interest rates, stock prices and exchange rates. We will closely monitor variables and their impact on capital inflows and outflows, and take appropriate market stabilization measures if necessary.”

Source: Donga

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