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Moody's: Asian Liquidity Stress Index improves to 25.2% in May from 25.4% in April

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Capital Market
Last Updated : Jun 09 2017 | 12:01 AM IST
Moody's Investors Service says that its Asian Liquidity Stress Index (Asian LSI) fell month-on-month to 25.2% in May 2017 from 25.4% in April.

The Asian LSI measures the percentage of high-yield companies with Moody's weakest speculative-grade liquidity score of SGL-4, when speculative-grade liquidity appears to improve for Asian high-yield issuers.

"The 25.2% Asian LSI reading in May was the lowest since August 2015, but remains above the long-term average of 22.8%, highlighting that weak liquidity is still a concern for many companies in Asia, despite improvements over the last six months," says Brian Grieser, a Moody's Vice President and Senior Credit Officer.

Moody's report points out that the Chinese high-yield property sub-index fell to a record low in May 2017, registering 7.5% from 10.0% the month before; the lowest level since Moody's began tracking the sub-index in 2010.

The liquidity stress sub-index for North Asian high-yield companies dropped to 24.7% in May from 25.0% in April. Within this portfolio, the Chinese sub-index fell to 25.4% from 25.7%. By contrast, the Chinese high-yield industrials sub-index rose to 48.4% from 46.7%.

As for the South and Southeast Asian sub-index, the index was unchanged at 26.1% month-on-month. And, the Indonesian sub-index remained at 22.7% over the same period.

Moody's explains that the strong high-yield issuance in 2017 continued to support improved liquidity for Asian issuers, with issuance totaling $3.1 billion for the month, bringing year-to-date issuance to $16.2 billion. The year-to-date issuance is already above the full-year issuance of $11.4 billion recorded in 2016.

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First Published: Jun 08 2017 | 12:17 PM IST

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