The risk of default on China’s more than $2 trillion of credit bonds maturing in March and April next year has increased

Chinese state-owned enterprises have suffered from continuous bond defaults, and investors’ confidence has been hit. As a result, they are more vigilant about the risks of Chinese corporate bonds. For Chinese enterprises that rely on issuing new bonds and paying off old ones to maintain financial balance, the issuance of new bonds may encounter difficulties, which may result in the deterioration of corporate cash flow and the increase of credit risk. Traders and analysts expect more defaults in China in 2021, and some analysts see state-owned enterprises as the most at risk. Data from Everbright Securities showed that the maturity scale of China’s credit bonds in March and April of next year both exceeded one trillion yuan, increasing the risk of default.

On December 14, Reuters quoted China everbright securities latest research report according to the report, China’s state-owned enterprises credit debt default event impact is still in the fermentation, the bond market circulation of rapid decline, with a steady stream of stock to form the contradiction between the maturity of bonds, due to pressure the two biggest month for march and April 2021, more than 1 trillion yuan a month.

According to the report, since the default of “20 Permanent Coal SCP003”, the yield of the credit bond market has increased rapidly, indicating that the default risk of Chinese enterprises’ credit bonds has increased. In general, bond yields are proportional to risk, with higher yields on high-risk bonds rising and lower yields on low-risk bonds falling. For example, on December 11, 2020, the yields of the 3-year medium notes of AA and AA- rose by 31BP and 44BP, respectively, compared with November 10, 2020, indicating that the market is pessimistic about The Chinese bond market.

The rise in yields has been accompanied by a contraction in the volume of financing, the report said. Within one month after the default of 20Wing Coal SCP003, the scale of credit debt financing and net financing in the interbank and exchange markets plunged to 696.1 billion yuan and -281.6 billion yuan respectively, down 255.2 billion yuan and 162.9 billion yuan respectively from the previous month.

According to the calculation of everbright securities, there will be 8.98 trillion yuan of credit bonds maturing in December 2020, solstice by the end of 2021 (including back-sale), among which the two months with the greatest maturity pressure will be in March and April 2021, and the amount of maturity each month will exceed 1 trillion yuan.

In addition, bloomberg news on December 1, 2020 to 8 to 18 from Banks, brokerages and fund bond traders and analysts of financial institutions such as the annual bond market according to the survey, more than eighty percent of the respondents expect, in 2021 China’s bond defaults will be more than in 2020, pessimistic mood that the proportion of respondents is three or four quarterly survey is higher, and some respondents believe that the recent frequent risk of default risk biggest state-owned enterprises.

Yang Yewei, an analyst with Guosheng Securities, said in the report that China will face credit contraction pressure in 2021, which will make it more difficult for companies to refinance loans and worsen cash flow, which will lead to increased credit risks for companies.