The share of nonfinancial firms in financial distress has reached a level that is higher than during most previous tightening episodes since the 1970s

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by Dismal-Jellyfish

Source: www.federalreserve.gov/econres/notes/feds-notes/distressed-firms-and-the-large-effects-of-monetary-policy-tightenings-20230623.html

TLDRS:

  • Since March 2022, U.S. monetary policy has become tighter. More businesses are financially distressed now than in previous instances of tightening since the ’70s.
    • Studies suggest that these conditions could lead to significant declines in investment and jobs in the near future.
  • The theory is that when monetary policy gets tougher, distressed firms find it harder to secure external funding compared to healthy firms.
    • These troubled companies then cut down on investments and jobs more than their healthier counterparts.
    • On the other hand, when policy is eased, both types of firms respond similarly and weakly, not affecting investment and job rates dramatically.
  • Data from U.S. nonfinancial firms from 1990 to 2022 was used for this analysis.
  • To measure the potential for a firm’s default, they used a system called “distance to default”, which they claim is better than other methods to predict borrowing ability.
  • The findings show that tight monetary policy has a stronger impact on investment and jobs than easy policy.
    • Also, distressed firms react more severely to a tight policy by reducing their investment significantly, while healthy firms’ reactions are negligible.
    • Both types of firms didn’t show a significant change in investment in response to easy policy.
  • The evidence suggests that how hard a monetary policy hits, particularly when it’s getting tighter, is stronger when there are more distressed firms around.
  • So, this current cycle of monetary tightening, with a high number of firms in distress, could potentially lead to significant impacts on investment, jobs, and overall economic activity.
    • These effects could become more noticeable in 2023 and 2024.
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