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MNI RIKSBANK WATCH: A 75BP Hike Expected As Cycle Peak Nears

The Riksbank is widely expected to hike by 75-basis-points on Thursday after its November meeting, following its 100bps increase in September, but hefty declines in property prices and the Swedish central bank's own research showing high household sensitivity to interest rates suggest it will signal the end of the tightening cycle is near.

After delaying the start of its tightening campaign compared to its peers, the Riksbank has moved aggressively, with all five Executive Board members voting to increase the policy rate to 1.75% in September, when its forecast showed the policy rate peaking at a little over 2.5% in Q3 2023. While market pricing indicates that this anticipated cycle high is likely to be increased this time round, the increment is unlikely to be large.

The board's strategy of front-loading hikes to reinforce its commitment to getting inflation back to target is clear but so are downside risks.

As highlighted in analysis published in September’s Monetary Policy Report Sweden’s, high debt levels and the widespread use of floating rate or short-term fixed mortgages mean a policy rate of 2% would have an equivalent effect on household interest payments to one of 8% in the mid-1990s. First Deputy Governor Anna Breman also warned of the swift impact of interest rate rises in the September minutes.

HOUSE PRICES FALL

The widely used Valueguard home price index (HOX) fell 3.0% on the month in October alone, or by 2.1% seasonally-adjusted, with prices down 12% from their recent peak. Analysts' forecasts are for 20%-plus declines in house prices peak-to-trough.

The knock-on impact on the economy and the likelihood of recession in 2023 will weigh on the rate profile looking forward, with the Riksbank projecting unemployment to move back above 8% in 2024.

Late summer’s inflation surge surprised the Riksbank but the target CPIF measure, which does not take changes in mortgage rates into account, dipped to 9.3% in October from 9.8% in September. The central bank's latest forecast for it to reach almost 11% at the beginning of 2023 may remain little changed in November's forecast round.

November will be Governor Stefan Ingves’s final policy-setting meeting, and it may see the last sizeable hike of this cycle.

MNI London Bureau | +44 203-586-2223 | david.robinson@marketnews.com
MNI London Bureau | +44 203-586-2223 | david.robinson@marketnews.com

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