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China's Global Claims

Paper Session

Saturday, Jan. 8, 2022 10:00 AM - 12:00 PM (EST)

Hosted By: American Economic Association
  • Chair: Carmen M. Reinhart, World Bank and Harvard University

China's Impact on Global Financial Markets

Isha Agarwal
,
University of British Columbia
Eswar Prasad
,
Cornell University
Grace Weishi Gu
,
University of California-Santa Cruz

Abstract

We analyze shifts in the structure of China’s capital outflows over the past decade. The composition of gross outflows has shifted from accumulation of foreign exchange reserves by the central bank to nonofficial outflows. Unlocking the enormous pool of domestic savings could have a significant impact on global financial markets as China continues to open up its capital account and as domestic investors look abroad for returns and diversification. We analyze in detail the allocation patterns of Chinese institutional investors (IIs), which constitute the main channel for foreign portfolio investment outflows. We find that, relative to benchmarks based on market capitalization, Chinese IIs underweight developed countries and high-tech sectors in their international portfolio allocations but overinvest in high-tech stocks in developed countries. To further examine Chinese IIs’ joint decisions on destination country-sector pairs, we construct continuous measures of revealed relative comparative advantage and disadvantage in a sector for a country based on trade patterns. We find that, in their foreign portfolio allocations, Chinese IIs overweight sectors in which China has a comparative disadvantage. Moreover, Chinese IIs concentrate such investments in countries that have higher relative comparative advantage in those sectors. Diversification and information advantages related to foreign imports to China seem to influence patterns of foreign portfolio allocations, while yield-seeking and learning motives do not.

Global Footprints of Monetary Policy

Silvia Miranda-Agrippino
,
Bank of England and CEPR
Tsvetelina Nenova
,
London Business School
Helene Rey
,
London Business School

Abstract

We study the international transmission of the monetary policy of the two world’s giants: China and the US. From East to West, the channels of global transmission differ markedly. US monetary policy shocks affect the global economy primarily through their effects on integrated financial markets, global asset prices, and capital flows. EMEs in particular see both a reduction in inflows and a surge in outflows when the market tide turns as a result of a US monetary contraction. Conversely, international trade, commodity prices and global value chains are the main channels through which Chinese monetary policy transmits worldwide. AEs with a strong manufacturing sector are particularly sensitive to these disturbances.

Banking Across Borders: Are Chinese Banks Different?

Eugenio Cerutti
,
International Monetary Fund
Catherine Casanova
,
Bank for International Settlements
Swapan-Kumar Pradhan
,
Bank for International Settlements

Abstract

We explore the global footprint of Chinese banks and compare it with that of other bank nationalities. Chinese banks have become the largest cross-border creditors for almost half of all emerging market and developing economies (EMDEs). Their global reach resembles that of banks from advanced economies (AEs). We take a nationality approach as international banks, and Chinese banks in particular, grant a substantial share of their cross-border loans from affiliates located abroad. But differences remain. Using a gravity model with a novel measure of distance capturing the role of foreign affiliates across all bank nationalities, we find that larger distances deter crossborder bank lending to EMDEs more than to AEs. For Chinese banks, however, distance deters lending to EMDEs less than for peer EMDE banks. We show that for all banks combined, bilateral economic interactions like trade, FDI and portfolio investment, positively correlate with lending. Chinese banks' lending to EMDEs also strongly correlates with trade, but not with FDI and, unlike other banks, it correlates negatively with portfolio investment.

How China Lends

Anna Gelpern
,
Georgetown University and Peterson Institute for International Economics
Sebastian Horn
,
Kiel Institute for the World Economy
Brad Parks
,
AidData, College of William and Mary, and Center for Global Development
Christoph Trebesch
,
Kiel Institute, Kiel University, and CEPR
Scott Morris
,
Center for Global Development

Abstract

China is the world’s largest official creditor, but we lack basic facts about the terms and conditions of its
lending. Very few contracts between Chinese lenders and their government borrowers have ever been
published or studied. This paper is the first systematic analysis of the legal terms of China’s foreign
lending. We collect and analyze 100 contracts between Chinese state-owned entities and government
borrowers in 24 developing countries in Africa, Asia, Eastern Europe, Latin America, and Oceania, and
compare them with those of other bilateral, multilateral, and commercial creditors. Three main insights
emerge. First, the Chinese contracts contain unusual confidentiality clauses that bar borrowers from
revealing the terms or even the existence of the debt. Second, Chinese lenders seek advantage over
other creditors, using collateral arrangements such as lender-controlled revenue accounts and promises
to keep the debt out of collective restructuring (“no Paris Club” clauses). Third, cancellation,
acceleration, and stabilization clauses in Chinese contracts potentially allow the lenders to influence
debtors’ domestic and foreign policies. Even if these terms were unenforceable in court, the mix of
confidentiality, seniority, and policy influence could limit the sovereign debtor’s crisis management
options and complicate debt renegotiation. Overall, the contracts use creative design to manage credit
risks and overcome enforcement hurdles, presenting China as a muscular and commercially-savvy
lender to the developing world.

Discussant(s)
Stijn Claessens
,
Bank for International Settlements
Maurice Obstfeld
,
University of California-Berkeley
Jesse Schreger
,
Columbia University
Patrick Bolton
,
Columbia University
JEL Classifications
  • F3 - International Finance
  • F4 - Macroeconomic Aspects of International Trade and Finance