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MPC Meet Preview | Omicron uncertainty reaffirms underwhelming policy normalisation

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Going forward, prudent policy making dictates that in order to minimize policy related volatility in markets, Central Banks should consistently under-deliver on tightening compared to market expectations.

Reserve Bank of India (File image)


“If there’s one thing the history of evolution has taught us, it’s that life will not be contained. Life breaks free, it expands to new territories, and crashes through barriers painfully, maybe even dangerously… [in simple words] Life finds a way.” – Ian Malcolm, Jurassic Park

The Omicron – the latest WHO variant of concern, is déjà vu all over again in the ongoing evolutionary battle between humanity and the virus. After multiple COVID waves across countries, we can now safely conclude that COVID is more likely to co-exist with humanity than just pass away. Consequently, policymakers and financial markets must take into account this ‘co-existence’ as part of their decision framework.

Along with the virus, it is the nature of inflation that has undergone multiple mutations in the COVID-era. Over the last few months, there has been an endless debate on ‘transitory’ inflation. There are three parties to this conundrum – those who believe inflation is transitory, those who believe it’s ‘time to retire’ the word ‘transitory’ and those who are paying high prices while the debate rages on. In fact, everything that can be said about inflation has already been said, while little has been done to address it yet. And just when the world is beginning to expect the possibility of a measured policy response to manage inflation, as if on cue, arrives the Omicron.

But, as always, this time it’s different. Unlike in the first half of 2021, inflation has now started to hit the common man through high energy and consumer prices. The recent US CPI inflation of 6.2 percent is the highest in 30 years. Eurozone inflation too hit a record high in November. In India, inflation is visibly on the uptrend amid higher vegetable prices, revision in GST rates and most recently due to price hikes by FMCG and Telecom companies. This puts at risk RBI’s headline CPI tolerance level of 6 percent, despite the recent excise duty cuts on fuel.

Furthermore, any COVID-related slowdown may have additional adverse consequences for the already high inflation, complicating the policy response.

Prior to Omicron, India’s Interest Rates Swaps market were expecting a swift pace of normalisation by the RBI over the next few quarters. The government securities market was pricing the same, albeit to a lesser extent, possibly due to expectation of favourable demand dynamics from the Global Bond Index inclusion and continuing RBI support. Since then, financial markets have substantially watered down their expectations of central bank normalisation across the board, given the Omicron uncertainty.

In a few weeks, as we get better, data-driven understanding of the threat posed by the Omicron, financial markets may again realign to the new realities. The only market certainty during times of high uncertainty is high volatility amid reduced participation. Going forward, prudent policy making dictates that in order to minimise policy-related volatility in markets, the central banks should consistently under-deliver on tightening compared to market expectations. That way, the element of positive surprise is maintained even during policy normalisation, thereby keeping undue volatility in check.

In India, this should begin from the December policy. The MPC is likely to keep all interest rates unchanged and continue with its accommodative policy stance. We also expect the RBI to continue to extend the tenors and quantum of existing VRRR (variable rate reverse repo) operations, thereby continuing to nudge the overnight rates higher.

Rate action, if any, will be accompanied by sufficiently dovish commentary, building a case for modest future actions compared to markets’ expectations. Over time, we expect orderly evolution of Yield Curve – an acknowledged “public good”, to continue as this cycle of dovish policy normalization begins.

Albeit, a noticeably slower than expected pace of policy normalization coupled with the reduced Central Bank purchases amidst high government borrowing could threaten yet another consensus trade of Yield Curve flattening.

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