"Corporate Bonds in Turmoil: Record Downgrades to Junk Status and Economic Slowdown Increase Funding Costs"

"Corporate Bonds in Turmoil: Record Downgrades to Junk Status and Economic Slowdown Increase Funding Costs"

 


Ratings agencies are set to downgrade more

US corporate bonds to junk status, increasing

funding costs for some companies just as

economic growth is slowing. In Q1 of 2023,

$11.4 billion of bonds were downgraded to high

yield status, 60% of the 2022 full-year total,

according to Barclays. The bank expects

between $60 billion and $80 billion of these

securities, known as fallen angels, in 2023,

reflecting pressure on many companies facing

rising borrowing costs as the Federal Reserve

increases interest rates. Corporations whose

bond ratings are cut to junk face even higher

funding expenses because a smaller universe

of investors is eligible to buy their bonds.


Barclays expects downgrades to junk status to

accelerate in H2 2023 as slowing economic

growth puts additional strain on blue-chip

borrowers. The bank expects about $60 billion

to $70 billion of “rising stars” this year, which

would be the second-highest total on record.

The pace of those upgrades is likely to slow in

the second half, the bank said.


The lion’s share of the fallen angel total came

from Nissan Motor’s $9.8 billion debt pile,

which S&P Global Ratings cut to speculative

grade in March. The list of fallen angels also

included two regional banks, First Republic

Bank and Axos Financial. The total loans on

banks’ books have declined by about $95 billion

since mid-March, according to data from the

Federal Reserve. Credit conditions are

generally getting tighter, which tends to spur

more ratings downgrades.


Declining profits are likely to eat into corporate

borrowers’ bottom lines and could hurt margins

for issuers more sensitive to changes in the

economy. Fitch Ratings expects a recession to

occur late in the third quarter.


As the dollar volume of fallen angels is rising,

downgrades are still relatively muted. The $60

billion to $80 billion of downgrades the bank

forecasts represent about 2.2% of BBB tier

corporate bonds, according to Barclays. The

average since 2000 is closer to 6.6%, the bank

said.


In summary, the increasing number of US

corporate bond downgrades to junk status is

set to further boost funding costs for some

companies as economic growth slows. Despite

this, some bonds are likely to be upgraded to

investment grade, according to Barclays. The

collapse of Credit Suisse and regional lenders

such as Silicon Valley Bank may also be

contributing to the decline in lending.