Potential near-term downside, but SEK feels undervalued – BAML

FXStreet (Barcelona) - The Bank of America-Merrill Lynch Team, target EUR/SEK at 9.40 by 2015-end and 9.00 by 2016-end, anticipating SEK weakness to reverse as the currency feels undervalued since the financial crisis and the Fed tapering debate.

Key Quotes

“We have seen the SEK fading on a medium-term basis, and part of that decline is likely a feature of the overall USD rally. But deflation concerns have also gripped Sweden, pushing the Riksbank to reverse its previous rate-hiking cycle and cut rates all the way down to zero, thus helping to weaken the currency.”

“The most recent drop in the SEK may also partly be the particular result of increasing expectations that the Riksbank will soon move into unconventional policy, perhaps as early as the February meeting.”

“We believe the more likely action from the Riksbank in February will be to lower the rate path again, further pushing out of the first rate hike, and a commitment to keeping rates at zero until a specific inflation threshold is reached. Nevertheless, the continued drop in oil prices and inflation expectations increase the risks of more aggressive action.”

“Still, we do expect some modest recovery in the currency. Our baseline view is that SEK weakness should reverse and that the currency has been somewhat consistently undervalued post the financial crisis, but especially since the Fed tapering debate.”

“In the medium term, if the ECB succeeds in stimulating demand, this will be positive for the Swedish economy and for the SEK, and we target EUR/SEK at 9.40 by year-end 2015, and a further lower 9.00 by year-end 2016.”

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