Fitch: Turkish Bank Risks Increase Following Failed Coup
At the same time, we continue to view the Turkish banking sector as fundamentally sound, as reflected in the investment-grade ratings of most large lenders, and do not expect any sharp movements in banks' financial metrics in the near term. There has been little evidence of deposit instability triggered by the attempted coup, and the central bank has indicated its readiness to provide liquidity support to the sector.
Turkish banks' dependence on foreign market access results from their high level of short-term external debt. We see the level of foreign-currency liquidity at Fitch-rated banks as generally adequate and broadly sufficient to cover short-term foreign-currency liabilities due within one year. However, any significant weakening in creditor sentiment, resulting in net capital outflows, would be likely to put banks' FX liquidity under some pressure, and would also probably result in further depreciation of the lira. At end-1Q16, banks accounted for USD170bn of Turkey's USD416bn external debt, with USD100bn of this (including both market funding and more stable sources) maturing within 12 months.
The sharp drop in the lira following the attempted coup highlights the banking sector's exposure to foreign-currency lending risks, with FX-denominated loans making up around a third of the total sector portfolio. Following the significant depreciation of the lira in recent years, banks are likely to suffer some losses on these exposures. But we expect these losses to be manageable in volume and recognised over time, given the loans' typically long-term natures and repayment structures. A further sharp deterioration of the lira would, however, increase risks to banks' asset quality and put pressure on capital ratios as a result of the increase in the lira value of FX loans.
Individual banks' asset quality ratios could also come under renewed pressure from exposure to the troubled tourism sector, which could suffer further from the increased political instability. However, on a sector basis, banks' tourism lending is small (around 3% of loans), while the thawing of relations with Russia could provide some respite in terms of tourist flows.
The sovereign rating is also a key sensitivity for most Turkish bank ratings. The ratings of 10 foreign-owned banks are driven by shareholder support but capped at the 'BBB' Country Ceiling, while the ratings of five domestically owned lenders are driven by their standalone strength at the 'BBB-' level and are sensitive to negative rating action on the Turkish sovereign's Foreign-Currency IDR. Whether the events of the last few days translate into sovereign rating pressure will depend on the extent to which the government's reaction deepens political divisions and weakens institutional independence.
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