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Moody's Liquidity Stress Index remains close to all-time low in August, reflecting strong spec-grade liquidity

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Capital Market
Last Updated : Aug 23 2017 | 1:47 PM IST
Moody's Liquidity Stress Index (LSI) remained at 3.3% in mid-August, unchanged from its reading at the end of July and just above its record low of 2.8%, set in April 2013, the rating agency says in its most recent edition of SGL Monitor. The index indicates that US speculative-grade liquidity is strong and supports a continued low speculative-grade default rate, which Moody's forecasts will fall to 2.6% in July next year from around 3.7% today.

Moody's Liquidity-Stress Index falls when corporate liquidity appears to improve and rises when it appears to weaken.

"A growing US economy and capital markets amenable to funding new investments and refinancing maturities continue to forestall widespread liquidity strains for speculative-grade companies," said Moody's Senior Vice President John Puchalla. "At the same time, a rebound in production is boosting the energy sector's earnings and liquidity. Liquidity problems of late are largely confined to firms under competitive pressure or in industries experiencing secular decline, such as publishing."

No energy companies have been downgraded to Moody's lowest speculative-grade liquidity rating, SGL-4, so far in 2017, though the sector contributed more than half of such downgrades in 2015 and 2016, Puchalla says in "Energy liquidity gains lead LSI's drop." This improvement helped the oil & gas LSI drop to 7.2% at the end of July, below its long-term average of 8.1% and far below its record high of 31.6%, set in March 2016.

Meanwhile, Moody's Covenant Stress Index slipped to 2.8% in July from 2.9% the prior month. The drop suggests that US speculative-grade companies for the most part face little imminent risk of violating their financial maintenance covenants.

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First Published: Aug 23 2017 | 1:29 PM IST

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