A banknote of Japanese yen is seen in this illustration picture taken June 15, 2022. REUTERS/Florence Lo/Illustration

Japan's fiscal woes may cause more yen falls, yield rises, says ex-BOJ policymaker

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TOKYO, Dec ‌23 : Japan may face further yen declines and a relentless rise in bond yields driven by market concern over the government's expansionary fiscal policy, former central bank policymaker Seiji Adachi told Reuters.

The yen has fallen despite the Bank of Japan's decision on Friday to raise interest rates to a 30-year high of 0.75 per cent, as markets interpreted Governor Kazuo Ueda's post-meeting comments as signalling that it would be in no rush to hike rates further.

But ‌Adachi, who was a member of the BOJ board until March, said ‌the yen's declines were driven largely by market doubts about Japan's ability to keep its fiscal house in order.

"The yen is weakening despite narrowing Japan-U.S. interest rate differentials, which means it has little to do with BOJ policy," he said in an interview on Monday.

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"I think investors are starting to demand a higher premium for Japan's fiscal risk," which is also clear in recent rises in Japanese government ‍bond (JGB) yields, he said.

The benchmark 10-year government bond yield hit a 27-year high of 2.1 per cent on Monday, reflecting prospects of further BOJ rate hikes and big debt issuance.

Adachi said the BOJ may eventually raise interest rates up to 1.5 per cent with the next increase to come around July next year.

The BOJ's rate-hike cycle would increase ​the cost of funding Japan's huge ‌public debt, which is seen growing further on the back of Prime Minister Sanae Takaichi's expansionary fiscal policy.

The size of next fiscal year's budget, the first to be compiled ​by Takaichi, will likely exceed 122 trillion yen ($781 billion) to hit a new record and require new bond issuance ⁠above the previous year's 28.6 trillion yen, ‌the Nikkei newspaper reported.

It would come on top of a 21.3-trillion-yen stimulus package, funded by an extra ​budget for the current fiscal year, to cushion the blow to households from rising living costs.

The BOJ may be forced to review its bond taper plan if the ‍bond market selloff continues, or come up with a framework to rescue smaller banks hit by huge losses ⁠on its bond holdings, Adachi said.

"It's hard to erase market doubts over Japan's finances after Takaichi so powerfully branded her ​policies as proactive fiscal policy," ‌he said. "Rising bond yields will be the biggest risk to Japan's economy next ‍year."

($1 = ​156.2700 yen)

Source: Reuters

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