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PhilStar Business

‘BSP regulatory relief credit negative for banks’

The Bangko Sentral ng Pilipinas temporary regulatory relief for banks may help cushion capital ratios from market volatility, but Moody’s Ratings warned that the move is credit negative as it reflects rising pressure from higher bond yields and unrealized losses on investment securities. In a report, Moody’s said the BSP’s relief measure allows banks to exclude valuation losses on peso-denominated government securities measured at fair value through other comprehensive income from the computatio

Context & Analysis

Banks in the Philippines have long treated peso-denominated government securities as a stable component of their investment portfolios. These holdings are typically classified under fair value through other comprehensive income, meaning market fluctuations affect equity but not reported earnings. When bond yields climb, the market value of those securities drops, creating paper losses that sit on balance sheets. The central bank’s temporary adjustment to capital computation rules essentially pauses the accounting hit, keeping reported capital adequacy ratios from breaching regulatory thresholds during periods of market turbulence.

For businesses and consumers, the immediate effect is stability in credit availability. If banks were forced to recognize those unrealized losses against regulatory capital, they would likely tighten lending standards or raise borrowing costs to rebuild buffers. The relief measure acts as a circuit breaker, preserving the financial system’s lending capacity while policymakers assess whether the yield spike reflects temporary portfolio rebalancing or a deeper repricing of risk. However, rating agencies view the accommodation as a signal that underlying balance sheets are under strain. Temporary accounting relief does not erase the economic reality that higher yields mean banks are holding assets worth less than what they paid, which can constrain long-term profitability and limit room for maneuver if stress persists.

The broader picture ties directly to how the peso bond market interacts with monetary policy and global capital flows. When domestic yields rise relative to regional peers, foreign investors adjust positions, and domestic institutions face valuation headwinds. The central bank must balance financial stability with the need to maintain market confidence, which is why temporary regulatory flexibilities are calibrated carefully. What matters next is whether yield pressures ease or become structural, how banks adjust their asset-liability management, and whether lending growth remains resilient. Investors and business leaders should track quarterly capital disclosures, Treasury auction demand, and any signals from regulators about the duration of the relief window. If the accommodation extends, it will likely reflect ongoing market friction rather than a return to calm.

Analysis by IJE Software — original commentary on the story above.

This is an excerpt. Read the full article at the original source:

Source: philstar.com

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