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MNI STATE OF PLAY: Riksbank Signals Early QT; End To Zero Rate

The Riksbank expects to raise rates from zero in 2024 and could start reducing the size of its balance sheet even earlier, it signalled on Thursday after its November meeting.

Its new projection showed the policy rate edging higher in the second and third quarters of 2024 to stand at 0.19% by the end of its three-year forecast period, pretty much as expected. The September projection had shown no tightening, but the Riksbank has now joined other advanced economy central banks in moving to reduce stimulus while moving ahead of its counterparts in contemplating bond sales before hiking the policy rate.

In the lead-up to the meeting, Sweden's financial regulator had pressed the central bank to come up with plans to start exiting the country's relatively thin sovereign debt and corporate bond markets, where its bulk purchases may have fuelled risk-taking and added to liquidity problems.

QUANTITATIVE TIGHTENING

The Executive Board stated that the asset purchase programme undertaken in response to the Covid shock will end as scheduled on Dec. 31 and that its asset holdings would "decrease gradually" after 2022. This implies that balance sheet shrinkage could be underway in 2023.

"The expansionary economic policy during the pandemic … has exacerbated vulnerabilities and risks," the Riksbank said in its Monetary Policy Report.

The Riksbank intends to stop fully investing the proceeds of maturing assets, rather than actively selling assets. This gives it scope to determine the pace of its balance sheet reduction, in contrast with the approach taken by the Bank of England, which will stop reinvestment altogether once Bank Rate hits 0.5%.

A chart published by the Riksbank showed its asset purchase pile shrinking from its current SEK920 billion, with a fan of possibilities for its size in three years' time. The mid-point of the fan shows shrinkage to the mid-SEK700 billions by end 2024.

The Riksbank's shift to tightening comes despite its central projections showing underlying inflation, on its CPIF target measure, holding very close to the 2.0% target.

CPIF was projected to be 2.2% in 2022, 1.8% in 2023 and 2.1% in 2024, little changed from the previous quarterly projection in November.

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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