Mitsubishi UFJ Asset Management Warns Japan May Require Substantial Rate Hikes to Support Yen

Deep News06-05

A senior official from Mitsubishi UFJ Asset Management has indicated that the possibility of a significant interest rate increase or an unconventional emergency hike by the Bank of Japan cannot be dismissed. He cautioned that the market's anticipated rate move this month may be insufficient to prevent further weakness in the yen and Japanese government bonds.

Masayuki Koguchi, chief fund manager at the major Japanese asset management firm, stated that a mere 25 basis point rate hike would not halt the yen's depreciation. Should inflation accelerate, the Bank of Japan might need to implement a 50 to 75 basis point increase in a single meeting.

He further noted that, influenced by shifts in the external environment and economic fundamentals, the central bank could potentially resort to an unscheduled, unconventional policy tightening.

The yen and Japanese bonds continue to face pressure amid concerns that geopolitical tensions involving Iran could fuel inflationary pressures. While overnight index swap pricing suggests the market is pricing in a greater than 90% probability of a 25 basis point hike by the Bank of Japan this month, Koguchi believes a single, modest rate increase is unlikely to reverse prevailing pessimistic market sentiment.

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