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Daily roundup of research and analysis from The Globe and Mail’s market strategist Scott Barlow

RBC Capital Market’s bank research team, led by Darko Mihelic, published a 39-page report discussing the upcoming mortgage payment shock on domestic earnings in the sector,

“We believe a significant number of mortgages are coming due in the next three years (around 60 per cent of all outstanding mortgages at the Canadian chartered banks) and that payment shock (the increase in payment at renewal) could be significant and represents a tail risk to Canadian banks. Unless there are significant declines in interest rates, we believe that credit losses will inevitably rise, perhaps significantly in 2025 and beyond … We are not changing our estimates with this report but feel confident that our tepid outlook for revenue growth of approximately 4 per cent in 2024 and 3 per cent in 2025 in Canada retail banking is reasonable as we believe banks will be managing through this phenomenon carefully with slow loan growth, low NIMs [net interest margins] , and fee pressure. We will revisit PCL [provisions for credit losses] estimates at year-end … We believe there will be more than $186-billion of mortgages renewing in 2024 at the chartered banks in Canada and at current interest rates (for example, the 5-year fixed mortgage rate of 5.54 per cent is over 180 bps higher than five years ago), a weighted average payment shock of 32 per cent could be expected. .. In 2025, we believe there will be $315-billion of mortgages renewing at chartered banks in Canada”

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BMO chief economist Doug Porter’s weekly Talking Points report was entitled “Down Goes Loonie”,

“The loonie has never met a crisis it didn’t want to join. That’s not to say that the Canadian dollar is in crisis. At barely 72 cents (or $1.387/US$), it’s a long way from its all-time low of just under 62 cents in early 2002. And, it’s holding its own against currencies not named the U.S. dollar … One clear side effect of the remorseless rise in long term Treasury yields—the pain trade of recent months— has been a broader rebound in the U.S. dollar itself … Bank of Canada Governor Macklem was asked directly at this week’s post-decision press conference about how policy should respond to the lagging loonie. Without wanting to pile on the currency’s descent after holding rates steady, the Governor carefully responded that a weak currency implies that interest rates need to do more of the work than would otherwise be the case. In other words, ‘we certainly can’t cut any time soon, and we have to keep talking tough about possible further hikes, because a weak currency is making our job harder’”

“Talking Points: Down Goes Loonie” - BMO Economics

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Morgan Stanley chief U.S. equity strategist Michael Wilson is still bearish,

“Over the past month, we have been arguing that the chances of a 4Q rally have fallen considerably. Our observations on narrowing breadth, cautious factor leadership, falling earnings revisions and fading consumer and business confidence tell a different story than the consensus, which sees a rally into year-end that’s based mostly on bearish sentiment and seasonal tendencies. While we acknowledge that sentiment deteriorated in September, it recovered this month on the expectation of better 3Q earnings and seasonal strength into year-end. In our view, the fundamental setup is different than normal this year, with earnings expectations too high for the fourth quarter and 2024, even in an economy that’s performing well … The stock market has taken notice, with some of the more economic- and interest rate-sensitive sectors like autos, banks, transport, semiconductors, real estate and consumer durables underperforming significantly over the past three months. More recently, many defensive sectors and stocks have started to outperform together with energy, which supports our “late cycle” view and the barbell of defensive growth plus late cycle cyclicals we have been recommending”

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Diversion: A Halloween Reading List for Adults – The Atlantic

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