Bloomberg
 Goldman, Right in 2010, Sees 7% RBI Rate by June: India CreditNovember 19,
2010, 4:20 AM EST

By Kartik Goyal

Nov. 19 (Bloomberg) -- Tushar Poddar, the Goldman Sachs Group Inc. economist
who correctly predicted how high India’s central bank would raise interest
rates this year, forecasts further increases are needed to curb inflation.

The Reserve Bank of India may lift the repurchase rate as much as 75 basis
points in the first half of 2011 to 7 percent, according to Poddar. That’s
three times the median estimate of 25 basis points in a survey of 10
economists by Bloomberg News yesterday. Only HSBC Holdings Plc. shared his
forecast. Poddar estimated in January 150 basis points of increases in 2010,
a call fulfilled by the bank’s Nov. 2 move.

“There is a concern inflation may remain persistent despite the RBI’s rate
action,” Poddar said in the interview in his office a day after the RBI’s
meeting. “Ideally, both the fiscal and the monetary policy should be tighter
than where they are right now to address inflation and the current-account
deficit.”

Asia’s fastest round of monetary policy tightening threatens to slow
expansion in the $1.3 trillion economy and push up government borrowing
costs. While higher rates would bolster the rupee by enhancing the premium
over the near-zero borrowing costs in the U.S., a widening current-account
deficit may limit gains and increase exchange-rate swings, Poddar said.

Inflation, IDBI

India’s annual consumer-price inflation was 9.82 percent in September, more
than twice China’s and the highest among Group of 20 nations after
Argentina. China, the fastest-growing major economy, raised its main
one-year lending rate for the first time since 2007 last month. Brazil
raised benchmark borrowing costs by 200 basis points this year, while Russia
cut by 100.

Elsewhere in India’s credit markets, state-owned lender IDBI Bank Ltd.
obtained a $125 million dollar-denominated loan. GAIL India Ltd., the
nation’s biggest natural gas distributor, plans to raise about $420 million
borrowing from the U.S. Export-Import Bank and selling local-currency debt
to fund projects. The nation’s government bonds gained yesterday.

IDBI’s three-year loan will pay interest at 145 basis points, or 1.45
percentage points, more than the three-month London interbank offered rate,
or Libor, Executive Director Melwyn Rego said in an interview yesterday. The
loan was arranged by 12 banks, including BNP Paribas, Royal Bank of Scotland
Group Plc and Standard Chartered Plc, he said.

Government Bonds

GAIL, a state-run company that recently got approval for a $100 million loan
from Exim Bank, has applied for another $100 million, Finance Director R.K.
Goel said in a telephone interview. The utility plans to raise 10 billion
rupees ($220 million) in the year ending March 31 selling bonds, commercial
paper and raising funds from other state-run companies.

India’s 10-year bond yield rose one basis point to 8.03 percent as of 2:45
p.m. local time today. The bonds gained the most in more than two weeks
yesterday, driving the yield on the 7.80 percent note due May 2020 down five
basis points to 8.02 percent, according to the central bank’s trading
system. That was the biggest decline since Nov. 2.

While India’s benchmark 10-year rupee bond yield has risen 44 basis points
this year, Poddar predicted it will remain at about 8 percent through March.

The premium compared with similar-maturity U.S. Treasuries has advanced to
517 basis points from 375 on Jan. 1, helping to attract an unprecedented $10
billion of inflows into rupee debt this year, bringing foreigners’ holdings
to $17.6 billion.

Rupee Forecast

Goldman forecasts the rupee will strengthen 4.1 percent to 43.40 per dollar
in six months, adding to a 2.9 percent gain this year to 45.20 as of today.
It may lag behind some emerging- market currencies because of India’s
current-account deficit, which may be 2.9 percent of gross domestic product
for the year through March, according to Goldman. The firm advised buying
South Korea’s won versus the rupee.

RBI Governor Duvvuri Subbarao raised the repurchase rate, used to inject
money into the financial system, to 6.25 percent this year from 4.75
percent, and the reverse repurchase rate, used to withdraw funds, to 5.25
percent from 3.25 percent.

With inflation slowing, and the RBI concluding in September that monetary
policy had already returned “close to normal,” India’s central bank said
Nov. 2 that it probably wouldn’t boost borrowing costs for at least three
months.

“Immediate future rate action is unlikely barring some shocks,” Subbarao
said in a press conference in Mumbai Nov. 2. He said in a Nov. 3 interview
that it may take one or two years to bring inflation “firmly” under control.

‘Wait and Watch’

Standard Chartered Plc predicted he will keep rates unchanged through June
to safeguard growth. Prime Minister Manmohan Singh’s government wants the
nation to achieve a sustained 10 percent expansion pace. The International
Monetary Fund raised its 2010 economic growth forecast for India on Oct. 6
to 9.7 percent from 9.4 percent, the fastest pace among major economies
after China.

“The RBI will wait and watch,” said Samiran Chakraborty, a Mumbai-based
economist at Standard Chartered who previously taught at the Delhi School of
Economics.

The cost of fixing rates on money for a year has surged a record 166 basis
points this year to 6.72 percent in India’s interest-rate swaps market, data
compiled by Bloomberg show. The rate, a fixed payment made to receive
floating rates, increased 24 points this quarter as the Federal Reserve
announced plans to pump $600 million into the U.S. economy by buying
Treasuries.

‘Taking a Risk’

“The RBI is definitely taking a risk not hiking rate further,” Edwin
Gutierrez, a money manager who helps invest $6 billion in emerging
market-debt at Aberdeen Asset Management Plc in London, said in a Nov. 16
interview. “If stronger commodity prices do indeed feed through from the
Fed’s easing, that risk will prove to be foolhardy.”

India’s wholesale inflation rate will reach 6.5 percent in the year through
March, a percentage point higher than the RBI’s forecast, said Poddar, who
researched the monetary systems of Jordan and Lebanon while an economist at
the International Monetary Fund before joining Goldman in 2006.

“The pause in the interest-hiking cycle may be temporary and RBI will resume
raising rate in early 2011,” said Poddar, 37. The native of Kolkata earned
his doctorate in economics from the London School of Economics and his
bachelor’s degree at Lawrence University in Appleton, Wisconsin.

Poddar predicted in January the central bank would announce a shift in its
main policy tool to the repurchase rate from the reverse repo, resulting in
monetary tightening to the extent of another 150 basis points. The RBI did
that in July as the banking system faced a shortage of liquidity.

JPMorgan Chase & Co. underestimated in January the amount of increases,
predicting 0.75 to 1 percentage point before March 2011. Nomura Holdings
Inc. the same month forecast a rise of 1.25 percentage points in the repo
rate by December, as did HSBC and Credit Agricole SA. Morgan Stanley
correctly forecast the year-end 6.25 percent level. Deutsche Bank AG had
estimated a 6 percent repurchase rate for December 2010, and now see 75
basis points of increases in 2011, taking it to 7 percent.

“Making forecasts in India is very difficult and can’t be compared with
advanced economies, given the inefficiencies in the data compilation, such
as for inflation,” Poddar said. After his forecasting success in 2010, he
said, “the stakes and challenges have increased to get the next rate call
right.”


-- 
Best Regards,
Jay Shah, FRM

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