Former BoJ Muto calls for QE expansion to weaken yen

29 Aug, 2011

The Bank of Japan should consider boosting asset purchases further to weaken the yen as currency intervention has only a temporary effect in stemming yen rises, former BoJ Deputy Governor Toshiro Muto said.
Muto, who was a top bureaucrat at the Ministry of Finance before joining the BoJ, also urged the government to maintain fiscal reform efforts regardless of who succeeds outgoing premier Naoto Kan, warning that delaying tax hikes for too long could trigger a severe market backlash.
"If the government weakens efforts to restore fiscal discipline, Japan may face a market attack through a sharp bond sell-off. While that may not happen immediately, the risk is quite high," Muto, now chairman of private think-tank Daiwa Institute of Research, told Reuters in an interview on Friday.
Muto, who still has influence on and contact with key policymakers, said Japan's unilateral currency intervention earlier this month was justified as a measure to stem an overshooting of the yen, and likely had informal consent from the United States and Europe.
But given that intervention alone cannot sustainably weaken the yen, the central bank should buy more government debt to help stem yen gains by narrowing interest rate differentials between Japan and the United States, said Muto, who served as deputy BoJ governor for five years until 2008.
"Japan is in a very tough situation with (short-term) interest rates stuck at zero. The option left is quantitative easing," Muto said. "Giving the impression that nothing more can be done by the BoJ would be a disappointment to markets."
The BoJ has room to further expand the size of its 15 trillion yen ($194 billion) asset buying programme, and to buy more risk assets and government bonds with longer durations, he said.
The central bank should even not hesitate to boost its buying of long-term government bonds from the current 21.6 trillion yen per year, but should hold off on directly underwriting debt and stick to purchasing bonds from the market, he said.
Japan intervened in the currency market and eased monetary policy by boosting the central bank's asset buying programme on August 4, but the measures have had only a limited effect in stemming yen rises that hurt the country's export-reliant economy.
Under the asset buying scheme, the BoJ buys Japanese government bonds (JGBs) with up to two years until maturity as well as private debt such as corporate bonds and trust funds investing in shares and real estate.
Some analysts have called on the BoJ to buy under its asset buying scheme JGBs with longer periods until maturity, or boost outright purchases of long-term JGBs from the market.

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