Short-term Debt: Unknown killer on the loose

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Short-term Debt: Unknown killer on the loose

Short-term foreign debt is a killer for emerging markets as recent events have shown. Incredibly, few analysts bother to measure it accurately. Often they only consider medium- and long-term debt figures to make predictions about economic health. Small wonder so many of those forecasts prove incorrect.

Trying to redress the balance is Alberto Ades, an economist with Goldman Sachs' emerging markets economic research group in New York. Pulling figures from several sources, he has come up with a table showing the short-term debt position for major emerging countries. They make for sober reading, with high levels in Russia, Brazil and Mexico as well as the countries already in trouble such as Indonesia and Thailand.

"The problem is that a lot of analysis doesn't include data that is comparable and complete. People only consider medium- and long-term debt. No-one includes short-term debt," says Ades. "This has very strong implications for analysis, and can change opinions dramatically."

"You can't claim that just analyzing medium- to long-term debt is a good proxy for total debt," he argues. "Indeed, the correlation comes out negative, so not only is the result biased but it is the opposite of what you are actually looking for."

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