Swiss impose negative deposit rate, cut Libor target

December 18, 2014

By CentralBankNews.info
    The Swiss central bank imposed a negative interest rate of minus 0.25 percent on large bank deposits with the aim of pushing its benchmark three-month Libor interest rate on Swiss francs into a negative range of -0.75 to 0.25 percent.
    The Swiss National Bank (SNB) said the introduction of negative rates, which makes it less attractive for banks and major investors to hold Swiss franc investments, should help it support its exchange rate target of a maximum 1.20 francs to the euro.
    The negative interest rate would be imposed on banks’ sight deposit balances at the SNB that exceed 10 million Swiss francs.
    The SNB said the cap on the franc’s exchange rate, which was imposed at the height of the euro area’s sovereign debt crises in September 2011, remained its main instrument to avoid a “undesirable tightening of monetary conditions resulting from a Swiss franc appreciation.”
    The SNB reaffirmed its commitment to this exchange rate cap and repeated that it would “continue to enforce it with the utmost determination” and was prepared to purchase foreign currency in unlimited quantities and to take further measures, if needed.
    “Over the past few days, a number of factors have prompted increased demand for safe investments,” the SNB.
    Since mid-November the Swiss franc has been trading marginally above 1.20 to the euro, quoted at 1.2009 on Wednesday. Following the SNB’s decision to introduce negative rates, it immediately weakened to 1.208 before settling around 1.204.

    The franc has come under renewed upward pressure against the euro since the European Central Bank (ECB) began a more aggressive easing campaign to avoid deflation and economic stagnation, including a September cut to its repo rate to technically zero of 0.05 percent.
    The ECB is also expected to expand its asset purchase program to include sovereign bonds early next year.
    In June the ECB introduced a negative deposit rate of minus 0.10 percent and then lowered it further to minus 0.20 percent in September in an attempt to make it more profitable for banks to lend money out than park it at the central bank.

    The Swiss National Bank issued the following statement:
 

“The Swiss National Bank (SNB) is imposing an interest rate of –0.25% on sight deposit account balances at the SNB, with the aim of taking the three-month Libor into negative territory. It is thus expanding the target range for the three-month Libor to –0.75% to 0.25% and extending it to its usual width of 1 percentage point. Negative interest will be levied on balances exceeding a given exemption threshold.
The SNB reaffirms its commitment to the minimum exchange rate of CHF 1.20 per euro, and will continue to enforce it with the utmost determination. It remains the key instrument to avoid an undesirable tightening of monetary conditions resulting from a Swiss franc appreciation. Over the past few days, a number of factors have prompted increased demand for safe investments. The introduction of negative interest rates makes it less attractive to hold Swiss franc investments, and thereby supports the minimum exchange rate. The SNB is prepared to purchase foreign currency in unlimited quantities and to take further measures, if required.”

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