The U.S. Treasury Department's plan for its as-yet undefined
stress test has analysts voicing new wariness about investing in
some banks.
The stock market has been spooked by Treasury's promise of a
stress test, announced with little detail this week as part of the
Obama administration's Financial Stability Plan. The fear is that
the test will seal the fate of some investments in banks without
any advance notice to shareholders.
Sanford C. Bernstein & Co. LLC analyst Kevin J. St. Pierre
wrote in a research report Friday that Fifth Third Bancorp (FITB)
is "essentially 'un-investable' at this point" because the outcome
of the test could mean that the bank needs additional capital if
the economy worsens and loan losses double from what Sanford
Bernstein has projected.
Fifth Third isn't alone in the un-investable category. St.
Pierre's report shows that Regions Financial Corp. (RF) and
SunTrust Banks Inc. (STI) might also be on "quicksand" because they
might need to do capital raises that would hurt common
shareholders; KeyCorp (KEY) might be moving in the same
direction.
Representatives of Fifth Third, SunTrust and Regions declined to
comment on the Sanford Bernstein report. KeyCorp wasn't immediately
available for comment.
Stress tests often look at how different extreme economic
conditions will affect banks' loans and investments.
But without much detail from the Treasury, bankers and analysts
have been left to speculate about the nature of the test. In a
separate report, Sanford Bernstein called the test
"mysterious."
Some bankers and other observers say the test might simply be
some extended or altered version of the regulatory safety and
soundness exam bankers have to go through at least once a year.
In an interview with Dow Jones Newswires, BB&T's Chief
Credit Officer Clarke Starnes said, "We have had conversations with
our regulators and at this point they haven't heard what the
approach is" that the Treasury Department might use for the stress
test.
Analysts are meanwhile trying to find guidance by taking another
look at last year's bank failures and government-assisted
acquisitions, and loan-loss ratios under economic stress.
In a report published Wednesday, Jason Goldberg at Barclays
Capital ranked banks by the hit their capital could take if he
applied markdowns to the loan portfolio based on cumulative losses
in Barclay's (BCS) securitized products groups, and the measures
used by JPMorgan Chase & Co (JPM) when it bought Washington
Mutual Inc.; Wells Fargo & Co. (WFC) in its acquisition of
Wachovia Corp.; and PNC Financial Services Group Inc. (PNC) when it
took over National City Corp. He divided those marks by the sum of
third-quarter capital, preferred stocks from government investments
through the Capital Purchase Program, and the loan-loss
reserve.
Applied to Synovus Financial Corp. (SNV), the bank's capital
could be reduced by as much as $4.9 billion, a mark that would
exceed its entire capital base.
The capital of M&T Bank Corp. (MTB) and BB&T Corp.
(BBT), two banks many analysts consider well run, would be reduced
by 91% and 90%, respectively. Synovus declined to comment, and
M&T didn't immediately return phone calls.
M&T Bank Corp. and BB&T Corp. might illustrate just how
difficult it is for analysts to find "one-size-fits-all"
analysis.
Goldberg warned that the list is simply a quick cheat sheet. For
example, the analysis doesn't take the quality of a bank's
underwriting into consideration.
"We had to come up with something quickly" to help investors, he
said. "I'd hope Treasury is more thoughtful than that" when it
comes up with its own loan-loss analysis.
BB&T's Starnes said the bank performs its own stress test
every month, and it would be misleading to assess the
Winston-Salem, N.C. company's loan book using the same measure
applied to companies that have exotic mortgages, lend to large
national home builders or originate loans outside their home
markets.
BB&T does none of those. Despite a sizable share of loans
tied to real estate, "Our products are very traditional" with
equity and personal guarantees required from borrowers, Starnes
said. "We have a very granular portfolio" that has less risk than
the ones the Barclays Capital report uses as a comparison, he
said.
Sanford Bernstein said in the stress-test report, "Bank and
thrift failures are a function of capital, liquidity and regulatory
risks. Some of the largest 'failures' of last year were the result
of a combination of these factors."
Liquidity refers to money that banks need to fund their
day-to-day operations. Longer term, capital is needed to make
investments and, most importantly right now, to provide a cushion
for delinquent loans. Liquidity risk is largely mitigated at this
point - banks are liquid enough to be able to make the loans their
borrowers want. But capital and regulatory risk are "alive &
kicking," the report said.
While regulators put in place programs to prevent bank failures
through capital infusions, those programs could essentially wipe
out common equity at some banks, leading to "common equity
failures," Sanford Bernstein wrote.
Not all banks looked bad.
"Banks with higher capital levels are analyzable and
investable," St. Pierre said in an email to Dow Jones Newswires.
"I'd put Comerica Inc. (CMA), M&T Bank Corp. (MTB) and Capital
One Financial Corp. (COF) in that camp."
While Fifth Third declined to comment, it appears not to share
St. Pierre's concerns. The analyst said he recently met with the
management of Fifth Third and, "justifiable or not," St. Pierre
"noted a conspicuous absence of panic among the team, though with a
clear recognition of the headwinds they face."
Fifth Third took aggressive measures in the fourth quarter to
provide for future loan losses and isolate soured loans to be sold
off.
Chief Executive Kevin Kabat said in a recent interview with Dow
Jones Newswires that the Cincinnati company's core banking business
has been performing well despite the rise in delinquencies. He
pointed to rising earnings before taxes and the provision Fifth
Third put aside to cover current and future loan losses.
-By Matthias Rieker, Dow Jones Newswires; 201-938-5936;
matthias.rieker@dowjones.com