Charts of the Week: Credit Suisse, a slowing chip sector and adverse trends in China

Charts of the Week: Credit Suisse, a slowing chip sector and adverse trends in China

This week’s charts cover the following data:?


Credit Suisse is stressed but not the new Lehman

Speculation about the future of Credit Suisse was rampant over the past week. Swiss central bankers said they were monitoring the situation.

On Oct. 7, Credit Suisse responded with a debt buyback to reassure the markets while it plans a major overhaul.

As the chart below shows, this year, the bank’s credit-default swaps (CDS) have spiked along with the European Central Bank’s Composite Indicator of Systematic Stress (CISS). It’s worth noting that the two stress measures moved more or less in tandem until about 2013, before and during the global financial crisis and the subsequent European debt crisis. Perceived risk for European banks generally stayed higher thereafter.?

Capital requirements for banks are much higher than before the GFC, and policy makers are very unlikely to allow another “Lehman moment” where a financial institution gets into trouble and contagion spreads to the others. It’s worth noting that banks were relatively unscathed by the pandemic as central banks provided markets with an enormous amount of liquidity.

To access this chart, you require a subscription to the GFI Company CDS database.

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Semiconductor stocks have a rough 2022

The Philadelphia Semiconductor Index (SOX) includes the 30 largest US companies in the sector.?It’s closely watched because chipmakers are considered?particularly sensitive to the economic cycle.

As our chart shows, chip stocks are seeing a substantial drawdown. The SOX is down almost 40 percent this year, putting 2022 on track to be one of its three worst yearly performances.?

With central banks continuing to hike and tech companies announcing hiring freezes, there might be more pain to come.

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South Korean chip production cools

It’s not just the US chip sector: the following chart shows how South Korean semiconductor production is slowing.?

South Korean trade data is often regarded as a “canary in the coal mine” because the country exports so many high-tech products to the rest of the world. When Korean exports stall, this usually indicates a period of cooling global demand.?

Domestic inventories of chips have increased significantly since the end of last year, while shipments have declined. That could well indicate bad news for the global tech sector.?

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In case you missed it: our economist Julius Probst, Phd did a deep dive into the forces whipsawing the pound up to and including last month's tumultuous UK mini-budget. READ MORE


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