Friday, 14 February 2014

Risk-based pricing to affect lending rates

THE EDGE WEEKLY ISSUE#1000
THE WEEK OF FEBRUARY 13 – JANUARY 19, 2014
By: BEN SHANE LIM

Depending on the borrower’s profile, banks’ rates for retail loans could change after March 17 when Bank Negara Malaysia (BNM)’s risk-informed pricing (RIP) policy is implemented.

The policy will ensure that banks adequately price in risks to their loans while pursuing a commercially-driven pricing strategy.  This comes at a time when the property sector has been hit with a slew of cooling measures and the automotive sector is expecting slower sales this year.

What will be the impact on borrowers?

Kenanga Research’s head of research Chan Ken Yew says risk-based pricing will benefit high-quality borrowers who could see lower rates while high-risk borrowers will have to pay higher rates.

“At present, banks are offering rates that are very much the same for most borrowers despite the fact that they may have different risk profiles.  This is because most banks take the portfolio approach and price their loans based on the overall average risk of borrowers.  Therefore, they are able to cover their credit costs because this is priced in to their average landing rate,” says Chan.

However, this means that borrowers with relatively good credit scores are subsidising those with higher risks, he says.  “Take, for example, two borrowers of equal financial standing each applying for a RM1 million loan to buy property.  One buys a single property with loan-to-value (LTV) ratio of 90% while the other purchases three properties.  However, because one can only borrow up to 70% LTV on the third property, the second borrower’s overall LTV is about 83%.  What we are seeing now is that they borrow at similar rates despite the fact that the first borrower has a gearing of 9 times compared with the second borrower’s 4.9 times,” explains Chan.

Ideally, the second borrower should get better rates than the first, and the RIP policy will encourage such lending practices.

Another example is that there is barely any spread between shorter loan tenures and longer ones, notes Chan.  “If you look at the bond market, interest rates are about 10 basis points higher for each extra year.  On that basis, a 15-year loan should be 1.5% cheaper than a 30-year loan, but that is not the case at the moment.”

There is some concern that there could be an increase in the average lending rate once the policy is implemented, given that lending rates have been trending down while house hold debts have risen to worryingly high levels.

Since 2007, household debts have climbed from 65.9% to GDP to more than 80% in 2013.  At the same time, BNM data shows that the average lending rate of commercial banks has gone from 6.6% to 4.56%.

Notably, with roughly RM300 billion in liquidity in the banking system, banks had to sell more loans to maintain their loan-to-deposit ratios.  On top of that, the property boom in the past few years fueled demand for housing loans, particularly with the highly popular developer interest bearing scheme.

Another area of concern is hire purchase loans that are at rock-bottom rates, considering that motor vehicles are assets with depreciating values.  According to one senior banker, AAA customers could secure rates as low as 2.3% while the average rate at the moment is around 2.4%.

AMMB Holdings Bhd group managing director Ashok Ramamurthy says AmBank is already practising risk-based pricing.

“It (the lending rate) depends on the profile of the customer.  We differentiate our pricing based on a whole range of characteristics.  So, the riskier the customer, the higher the price.  We’ve generally said that margins, after cost of funds, will be in excess of 200 basis points,” he says.

Nonetheless, in a written response to The Edge, BNM points out that the RIP policy is not a measure specifically intended to curb lending to households.  It emphasises that the decision to alter rates remains with the banks.

Instead, it’s meant to be a pre-emptive prudential measure to ensure that the financial service providers’ (FSPs) risk management practices are robust to face the increasingly intense competition in the retail loan segment, says the central bank.

“In managing risks, the policy requires the FSPs to look at pricing of all retail products and ensure that adequate information of the associated risks is taken into account in arriving at pricing decision,” it says.

Chan says from the banks’ perspective, it is hard to say what the impact will be at this stage as it will depend on a myriad of factors ranging from risk appetite to funding costs.  However, he points out that it should not have a negative impact on banks’ earnings as any change in rates will be offset by a corresponding adjustment to the banks’ credit costs.

“The risk-based pricing should not have a substantial impact on average lending rates.  I can’t speak for the other banks, but our bank has already been practising stringent risk management policies.  If anything, rising inflation and the likelihood of BNM raising the overnight policy rate (OPR) is more likely to result in a hike in interest rates going forward,” says one senior banker.

The OPR has remained unchanged at 3% since May 2011.

Meanwhile, inflation has crept up to 3.2% y-o-y in December, overtaking the OPR for the first time in two years.E






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