Fitch Says APAC Banks' Vulnerability Rises as China's Growth is Slowing
The significant increase in APAC banks' China exposure in the past four years may be attributed to their greater participation in trade financing, as China is often the largest trade partner of their home countries. While there was no meaningful increase in the economies' trade dependency, leverage has increased to a level that is broadly comparable with past peaks and asset price inflation in some markets has made some economies and banks more vulnerable - just as China's growth is slowing.
Fitch has published today two reports that cover APAC banks' and, more specifically, Hong Kong banks' exposure to China.
Fitch estimates APAC banks' China exposure reached USD1.2trn at end-2014, accounting for 74% of foreign banks' claims on China. Hong Kong is most exposed (32% of system assets), followed by Macau (21%), Singapore (12%) and Taiwan (8%). China-related growth has slowed in line with easing volumes, reflecting the economic slowdown in China, lower commodity prices and the narrower gap between onshore and offshore yuan funding costs.
The Hong Kong-focused report provides a snapshot of the size and composition of the systems' and individual banks' exposure to China. System-wide non-bank mainland China exposure is fairly diversified with 36% to state-owned entities and 27% to non-mainland borrowers. There is, however, a considerable degree of variation among banks due to business models, ownership, franchises and risk appetite.
Key areas to watch include the profitability from China businesses, degree of competitive advantage from leveraging parent banks' relationships and improving transparency and risk frameworks due to increased regulatory supervision. The pace of growth, risk taking and capital buffers remain key rating drivers.
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