Currencies May 24, 2026 09:13 AM

RBI Can Allow Further Rupee Depreciation with Limited Macro Harm, Analysis Says

Analysts argue that a weaker rupee would raise inflation modestly while supporting exports, with central bank intervention and forward-covering limiting immediate pressure

By Leila Farooq

The Indian rupee has weakened sharply this year amid surging oil import costs, capital outflows and a strong U.S. dollar. While intervention by the Reserve Bank of India has so far capped losses, research from Capital Economics suggests allowing a further decline would produce only limited macroeconomic damage, though it could lift inflation modestly and prompt policy action if pressure persists.

RBI Can Allow Further Rupee Depreciation with Limited Macro Harm, Analysis Says

Key Points

  • Rupee has been one of the weakest emerging market currencies this year due to oil import dependence, Middle East supply disruptions, heavy foreign outflows and a strong U.S. dollar - affecting currency and external sectors.
  • RBI intervention - including a larger forward book - has reduced the rupee’s decline and preserved headline FX reserves near US$700bn, limiting immediate pressure on external stability - impacting central bank balance-sheet management and money markets.
  • Capital Economics finds that further rupee depreciation would modestly raise inflation but could support growth and exports; a 5% depreciation might lift growth by about 0.25% - relevant for exporters, monetary policy and inflation-sensitive sectors.

The Indian rupee has emerged as one of the weaker emerging market currencies this year, pressured by the country’s heavy dependence on oil imports at a time of historic Middle East supply disruption, large foreign investor outflows and a robust U.S. dollar supported by safe-haven demand.

In recent weeks, the government has also urged households to embrace temporary belt-tightening measures to reduce the economy’s exposure to the geopolitical shock. Among the recommendations were cutting fuel use by working from home and relying more on public transportation, as well as holding off on purchases of gold.

Currency moves have been notable. The rupee fell to a record low of 96.305 against the U.S. dollar on Friday before recovering some ground to close at 95.700. Year to date, the currency is down roughly 6.5%. Market participants say the decline would likely have been steeper without active measures by the Reserve Bank of India to support the currency.


Research from Capital Economics argues that, from a macroeconomic perspective, the RBI could allow further depreciation without triggering large-scale damage. Shilan Shah, deputy chief emerging markets economist at Capital Economics, points to the central bank’s balance-sheet tools and the relatively robust headline reserve position as reasons the rupee’s path has been smoother than it might appear.

"The depreciation (in the rupee) this year would have been larger if it weren’t for intervention from the RBI. That doesn’t immediately show up in overall FX reserves, which still look healthy at almost US$700bn. Instead, the RBI’s growing forward book - now standing at around US$100bn, from US$68bn at the start of the year - has enabled it to manage the rupee’s decline," Shah said.

Shah and the research note underline two policy levers the RBI has already deployed: direct intervention in the spot market and a sizable increase in its forward book, which serves to smooth volatility and provide time for adjustment. Those actions have helped shield headline reserves while allowing the central bank to influence near-term currency moves.

However, the research also suggests that if depreciation pressures continue, the RBI would likely respond with a monetary policy tightening. Other emerging markets have moved in that direction recently; for example, Indonesia has already raised rates, and Chile and Poland are widely expected to follow suit.


On the inflationary consequences of a weaker rupee, Capital Economics provides a measure of the expected pass-through, arguing that direct effects on headline inflation are relatively modest. As an approximate rule of thumb cited in the research, a 10% depreciation of the rupee would raise headline inflation by about 0.5 percentage points over the following three to four quarters.

Shah noted that while such a pass-through is not negligible, it is small compared with other inflation drivers currently at work in India - notably higher pump prices for fuel, rising food inflation and broader supply-chain disruption. As a result, the research predicts that headline inflation will likely exceed the upper bound of the RBI’s 2-6% target range regardless of further rupee weakness.

The analysis also highlights structural factors that reduce the risk of severe macro stress from currency depreciation. India’s relatively low stock of foreign-currency-denominated debt limits the exposure of both corporations and the sovereign to exchange-rate moves, lowering the probability of defaults tied directly to currency moves.

Moreover, a softer rupee could offer a competitive tailwind for exporters. According to the RBI’s own estimates cited in the note, a 5% depreciation in the rupee could boost economic growth by around 0.25%.


In sum, the recent weakness in the rupee reflects a mix of external shocks and capital flows, with domestic policy responses blunting what might otherwise have been a larger decline. The Capital Economics research frames a policy choice for the RBI - whether to continue active defence of the currency or to tolerate a further depreciation that would have only limited macro fallout while supporting export competitiveness and leaving inflationary pressures mainly driven by other factors.

Risks

  • Inflation risk - Further rupee weakness would raise import prices and add to headline inflation, which is already under pressure from higher fuel and food costs - impacting consumers, retailers and the broader cost base for businesses.
  • Monetary policy tightening - Continued currency pressure could force the RBI to raise interest rates, with spillovers to borrowing costs, investment and interest-sensitive sectors such as real estate and consumer credit.
  • Capital flow volatility - Heavy foreign investor outflows have contributed to the rupee’s fall; continued outflows could increase exchange-rate volatility and stress on short-term funding markets, affecting banks and corporates reliant on external financing.

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