VIX Spikes With 35% Plunge in Three American Banks: Markets Wrap

A selloff in regional banks roiled trading desks around the globe just days after the second-biggest bank failure in US history, with investors growing even more anxious about the next financial shoe to drop.

(Bloomberg) — A selloff in regional banks roiled trading desks around the globe just days after the second-biggest bank failure in US history, with investors growing even more anxious about the next financial shoe to drop.

The plunge in Western Alliance Bancorp and PacWest Bancorp that topped 60% at one point triggered multiple volatility halts. The rout engulfed several other lenders — big and small — with First Horizon Corp. down 35% after its $13.4 billion merger with Toronto-Dominion Bank was scrapped. A US probe into Goldman Sachs Group Inc.’s role in Silicon Valley Bank’s deal also weighed on sentiment.

All 21 shares in the KBW Bank Index of financial heavyweights like JPMorgan Chase & Co. and Bank of America Corp. retreated. The $2.5 billion SPDR S&P Regional Banking exchange-traded fund was on pace for its lowest since September 2020. The S&P 500 headed toward its fourth straight decline — the longest losing streak since February. The drop in equities sent the Cboe Volatility Index (VIX) above the key 20 mark.

“The acute phase of bank turmoil may not be over, and policymakers need urgently to recognize that,” said Krishna Guha, vice chairman at Evercore ISI. “The problem is that their financial stability policy options are limited.”

Unrealized Losses

The turmoil shows how investor angst remains elevated after a string of industry failures and deposit outflows despite Federal Reserve Chair Jerome Powell’s assurance Wednesday that authorities were closer to containing the crisis. Smaller banks are under pressure after a year of interest-rate hikes hammered the value of their bond holdings and drove unrealized losses to an estimated $1.84 trillion.

In such a stressful scenario, some lenders have been trying to assuage investors — with little to no avail.

PacWest Bancorp tumbled 50% even after saying core deposits have increased since March and confirmed it’s in talks with several potential investors. Western Alliance plunged 42% after denied a report that it’s exploring strategic options including a possible sale of all or part of its business. 

The recent collapse of First Republic Bank and a raging selloff in regional banks has also bolstered fears of a lending crunch that could spur a hard landing. For firms with shakier finances that often borrow money not only through banks but also with high-yield debt, signs of stress in the system may inflict even more pain.

“Companies with the highest level of leverage aren’t necessarily the most prudent ones, so if we see a pullback in bank lending, they become harder to underwrite,” said Max Gokhman, head of MosaiQ Investment Strategy at Franklin Templeton Investment Solutions. “Investors recognize that if rates go down, they may not necessarily go down for the most-indebted companies and they may have a hard time getting additional financing when they need it most.”

Jobs Report

In the run-up to the jobs report, data showed applications for US unemployment benefits rose by the most in six weeks while continuing claims fell. Even as the labor market starts showing some weakness, it’s still cooling at a much slower pace than other economic indicators in the wake of an aggressive tightening campaign by the Fed.

“In our view, the Fed is very unlikely to cut unless there’s severe financial stress and/or a recession is imminent — stocks likely go down in both scenarios,” said Chris Senyek at Wolfe Research.

Later in the day, traders will be sifting through Apple Inc.’s quarterly earnings. After blowout results from Microsoft Corp. and Meta Platforms Inc. spurred huge rallies in their stocks, there are concerns the bar has been set too high for the iPhone maker.

Not only does Apple trade at an elevated valuation to peers, but it also comes with a weaker growth outlook. Second-quarter results are expected to show a 4.8% drop in revenue and a 5.8% slide in earnings, according to consensus analyst estimates, paving the way for a first year of declining sales since 2019.

 

Some of the main moves in markets:

Stocks

  • The S&P 500 fell 0.9% as of 12:07 p.m. New York time
  • The Nasdaq 100 fell 0.4%
  • The Dow Jones Industrial Average fell 1.3%
  • The Stoxx Europe 600 fell 0.5%
  • The MSCI World index fell 0.6%

Currencies

  • The Bloomberg Dollar Spot Index fell 0.1%
  • The euro fell 0.4% to $1.1019
  • The British pound rose 0.2% to $1.2586
  • The Japanese yen rose 0.8% to 133.67 per dollar

Cryptocurrencies

  • Bitcoin rose 1.1% to $28,835.07
  • Ether rose 0.5% to $1,884.06

Bonds

  • The yield on 10-year Treasuries declined two basis points to 3.31%
  • Germany’s 10-year yield declined six basis points to 2.19%
  • Britain’s 10-year yield declined four basis points to 3.65%

Commodities

  • West Texas Intermediate crude was little changed
  • Gold futures rose 1.2% to $2,060.80 an ounce

This story was produced with the assistance of Bloomberg Automation.

–With assistance from Vildana Hajric.

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