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Exchange Fund faces ‘triple-whammy’, if equities, bonds and forex valuation all drop, HKMA’s Eddie Yue warns

  • Investors started the year treading on thin ice when managing their assets amid multiple uncertainties, HKMA boss says
  • The Exchange Fund’s first-quarter results will be released on May 3

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Eddie Yue Wai-man, CEO of Hong Kong Monetary Authority, issued a rare profit warning for the Exchange Fund, the city’s war chest to defend the local currency from attacks by short sellers. Photo: Winson Wong
The head of Hong Kong’s de-facto central bank gave a rare profit warning, saying the Exchange Fund would face a “triple-whammy” situation with equities, bonds and foreign exchange valuation falling at the same time if the US speeds up its interest-rate increases.
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“Moving into 2022, investors were treading on thin ice when managing their assets amid multiple uncertainties, ranging from the evolving pandemic situation and rising inflation, to policy shifts by major central banks,” said Eddie Yue Wai-man, chief executive of Hong Kong Monetary Authority (HKMA), which manages the HK$4.6 trillion (US$586.14 billion) Exchange Fund.

He said the conflict between Russia and Ukraine was the “last straw” that triggered huge swings in the stock, bond and currency markets, posing significant challenges to investors all over the world, including the Exchange Fund.

Yue’s warning came in an article published on the HKMA’s website on Monday, just ahead of the Exchange Fund’s first-quarter results on May 3.

A man walks near damaged buildings in the course of Ukraine-Russia conflict in the southern port city of Mariupol, Ukraine, on April 22. The war has affected stock, bond and currency markets worldwide. Photo: Reuters
A man walks near damaged buildings in the course of Ukraine-Russia conflict in the southern port city of Mariupol, Ukraine, on April 22. The war has affected stock, bond and currency markets worldwide. Photo: Reuters

The Exchange Fund is the war chest used to defend the local currency from attacks by short sellers. It invest in stocks in Hong Kong and overseas, bonds and overseas properties and other long-term projects.

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While the Exchange Fund’s earnings declined 28 per cent last year to HK$170.5 billion, it showed a gain of HK$51.3 billion in the first quarter of 2021.

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