Canada Hits Two Critical Warning Signs For A Financial Crisis

Canada Hits Two Critical Warning Signs For A Financial Crisis

Yet another international organization is warning about Canada’s major debt problems, mostly tied to a housing addiction. The Bank for International Settlements (BIS), an international banking organization that serves as a bank for central banks, is flashing warning indicators for Canada. The warning signs mean that debt has reached critical levels, and will likely result in a financial crisis.

Credit-to-GDP Gap Breaches Critical Level In Canada

The credit-to-GDP gap has reached a critical level in Canada. The BIS defines this as the “difference of the credit-to-GDP ratio from its trend.” That’s bankster for “it compares credit consumption to the output of the economy.” If the level is too high, the amount of private credit is “unjustified.” The lower the number, the more credit can be “safely” consumed. BIS considers anything above 2 to be a strong gap, and anything above 10 to be a critical warning. Breaching 10 results in a banking crisis in two-thirds of economies, within three years.

Currently Canada is sitting at 14.1, the only G7 country to breach this level. China and Hong Kong are the only other countries that are higher. China is currently at 24.6, and Hong Kong is at 30.3. To contrast Australia is at -0.5, Germany is at -4.3, and the US is at -7.7. So we’re pretty far off the mark. Also worth noting that the BIS has also flagged Canada for a property price gap above critical level. This could complicate the credit-to-GDP gap even further.

Canada Hits Two Critical Warning Signs For A Financial Crisis - BIS Chart

Source: BIS.

Debt Service Ratio Will Hit A Critical Level If Rates Rise To “Normal” In Canada

The debt service ratio (DSR) of three countries are throwing warning signs when interest rates return to normal. A DSR is a term economists use to determine the ratio of debt payments a country will be making, compared to the country’s export earnings. It covers principal and interest payments. If the level is too high, it makes it hard for an economy to grow. You know, since people are devoting a high amount of money to stuff they already bought.

BIS modeled a 250 basis point rise in interest rates, which would put Canada back to a “normal” level according to Canadian parliament. This modest increase would send three economies above the critical warning threshold – Hong Kong, China, and Canada. The DSR of those countries are modeled to be 11.1, 8.8, and 7.6. The organization claims that when this warning threshold is breached, two-thirds of countries face a banking crisis within two years.

Canada, China, and Hong Kong are the only economies that have issues with both their credit-to-GDP gap, and their debt-service-ratios if rates rise. China is actively trying to crackdown on high amounts of leverage, even at major financial institutions. Canada and Hong Kong, not so much. Two-thirds of countries experience a banking crisis, eh?

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17 Comments

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  • Jim 6 years ago

    You nailed it. For all the hype about offshore money, rampant flipping, greedy devolpers, it is interest rates and demographics( including net migration, age and income) that drive real estate.
    I’m not an economist, (or even all that bright) but I have been buying single family homes since since 1982.
    Higher interest rates, say a 2% lift, will crater this market.

    • Nic 6 years ago

      Even without an interest rate hike, the banks have effectively cratered the market. Anyone who has more than 4 doors has a very hard time getting financing now. The rules have changed and are so stringent. I had a very hard time recently re-funding some condos I had in an interalia mortgage when I sold one and took profit.

      • bubu 6 years ago

        I’m not sure what are you talking about but I see properties in Edmonton going for stupid prices…. You can’t a decent house for less than 600k unless you go 15km away from downtown

        • The Real Tony 6 years ago

          I unloaded three townhouses in Edmonton, 2 in the fall of 2013 and one in the fall of 2016. The first two were two 3 bedroom townhouses in Patricia Heights and other one was a 2 bedroom one in Northmount. I was lucky to get $150,000 for the first two and $130,000 for the other one. Ten years ago the exact same townhouses would have gone for almost double those figures.

    • The Real Tonoy 6 years ago

      If that was true real estate would have taken the same run-up in cities that are virtually non-Chinese. The same argument can be seen in America. As the entire world knows and has always known the only driver of real estate prices worldwide is Chinese money.

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  • Justin Thyme 6 years ago

    The debt level is not important nor significant.

    The piece of data that is missing is the period in which the debt is locked in for, at a set rate.

    If, say, 25% of this debt load is locked in at low rates for five years, then what is the problem? Higher rates in the future are meaningless. Or at least, the problem is a great distance down the way. In fact, even with inflation at two percent, makes more sense to buy today at zero percent, than to wait.

    Many new car loans have the rate set for five or more years, sometimes at zero percent. No worries about rising rates. In fact, better to buy now at zero percent locked in for five years, than wait until the rates rise.

  • Justin Thyme 6 years ago

    ‘BIS considers anything above 2 to be a strong gap, and anything above 10 to be a critical warning. Breaching 10 results in a banking crisis in two-thirds of economies, within three years’

    I believe this is basically what I said in my response a few days ago to the article linking GDP-per-square-kilometer to the rate of increase in housing prices.

    If housing prices increase substantially higher than the GDP-per-area rate of increase, the economy is actually getting relatively poorer and can not support the higher prices, so something has to give.

    Same as inflation. When inflation increases slower or equal to the rate of increase in GDP, the economy is getting wealthier. When inflation is greater than the rate of increase in GDP, the economy is getting poorer. When the rate of inflation is equal to the rate of increase in GDP, as it pretty much is today, the economy is stagnant, even though the GDP and inflation are growing.

    However, you do have to fit interest rates into the equation, and today all three (inflation, interest rates, and GDP growth are all the same. Economic growth stagnation. So when the debt ratio is going up, there is absolutely no new money to pay the debt off, and keep spending at the same rate. Ideally, all four have to be in equilibrium (I suspect it is a net relative constant product among the four) – debt ratio increase, inflation, interest rates, and rate of GDP growth. If the net product of all four gets out of whack, there is inevitably an economic downturn until the numbers get back in line.

    However, I have yet to see an economic theory that links all four together in a universal fundamental equation.

  • Sean 6 years ago

    Based on this analysis, one would be led to believe that the people and governments of Spain, Italy and Brazil are doing phenomenally. Too bad this couldn’t be farther from the truth.

    • Dave Calhoud 6 years ago

      I think you misunderstood the analysis. The gap is the change from the long term trend. A sudden rise in the gap means things are going to go bad. A decline in the gap means things were bad, and are improving. The author even made a point of explaining it for the industry, and explaining it again for non-industry.

      So yes, Spain, Italy, and Brazil are doing phenomenal compared to how they were doing in 2012 when their economy collapsed.

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