Archive for the ‘Miscellaneous News’ Category

Covered Bonds

Wednesday, November 7th, 2007

RBC has issued covered bonds – denominated in Euros.

Covered bonds are a financing that offers increased protection to the lender and decreased funding costs for the issuer. The issuer sets up a mortgage pool and securitizes it – so far, this is just an ABS. However, there is full recourse to the issuer in the event that the pool does not cover repayment of the debt. The high regard with which covered bonds’ credit quality is held is reflected in their Basel II risk-weights – there are a number of different options for the calculation, but basically, covered bond holdings are added to risk weighted assets at between 40%-50% of the charge that would be incurred by holding the issuing bank’s senior unsecured debt.

I am advised that RBC was able to sell their issue for “midswaps + 11bp” (a measure with which I am not very familiar), a rate that will can be swapped back into Canadian at Canadas + 65bp for their five year paper. This compares to GoC +88bp for CIBC’s recent five-year deposit note issue.

So, based on the Canadian Curve, and allowing a few bp for the credit differential between CIBC and RBC, 5-year covered bonds can be issued 20bp through deposit notes! This is cheap financing!

These issues have recently been authorized for Canadian Banks, to a limit of 4% of total assets after consideration by the OSFI:

We note that covered bonds — debt obligations issued by a deposit taking institution (DTI) and secured by assets of the DTI or of any of its subsidiaries — provide a number of benefits but also raise concerns. For example, covered bonds can improve funding diversification and lower costs. However, they also create a preferred class of depositors, reducing the residual level of assets available to be used to repay unsecured depositors (including the Canada Deposit Insurance Corporation) or other creditors in the event of insolvency, depending on the amount issued and the nature of credit enhancements.

RBC’s issue has been rated AAA by DBRS:

The rating is based on several factors. First, the Covered Bonds are senior unsecured direct obligations of Royal Bank of Canada (RBC), which is the largest bank in Canada and rated AA and R-1 (high) by DBRS. Second, in addition to a general recourse to RBC’s assets, the Covered Bonds are supported by a diversified collateral pool of first-lien prime conventional residential mortgages in Canada. Third, the Covered Bonds benefit from several structural features, such as a reserve fund, when applicable, and a minimum rating requirement for swap counterparties, servicer and cash manager. Fourth, the underlying collateral originated by RBC is of a high credit quality with a low credit loss historically. And, lastly, the final maturity date on the Covered Bonds can be extended for an additional 12 months, if required, which increases the likelihood the Covered Bonds can be fully repaid.

Despite the above strengths, the Covered Bonds have the following challenges. First, a weakened housing market in Canada could result in higher losses and lower recovery rates than those used for credit enhancement determinations. This is mitigated by the home equity available and conservative underlying asset values. Secondly, RBC may be required to add mortgages to maintain the collateral pool, incurring substitution and potentially credit-deterioration risk. These risks are mitigated by the ongoing monitoring of the pledged assets to ensure the over-collateralization available is commensurate with the AAA-rating assigned. Third, there is a liquidity gap between the scheduled payment of the Covered Bonds and the repayment of underlying mortgage loans over time. This risk is mitigated by the over-collateralized collateral pool and the build-up of a reserve fund if RBC’s rating falls below A (high) or R-1 (middle) and the extendible maturity date for an additional 12 months, if required. And lastly, there is no specific covered bond legislative framework in Canada, unlike in many European countries. This is mitigated by the contractual obligations of the transaction parties, supported by the opinions provided by legal counsel to RBC and a generally creditor-friendly legal environment in Canada.

A Fact Book regarding covered bonds is available from the European Covered Bond Council.

Update: OK, got it. The “midswaps” stuff bothered me because RBC seems so proud of themselves for being to issue 11bp over. Top-Quality banks ARE the interest-rate-swaps rate … bank debt should normally trade AT the swaps rate (except for weak banks, which would trade over); covered debt should therefore trade THROUGH swaps.

I have been advised that due to the credit crunch, market impact costs (or “new issue concession” to be more particular) are such that being able to issue EUR 2-billion at only 11bp over is, indeed, something of an achievement.

Update, 2012-12-21: CMHC has released the Canadian Registered Covered Bond Programs Guide.

PrefBlog Now a Member of Blogburst

Friday, October 5th, 2007

I am pleased to announce that PrefBlog is now a member of the BlogBurst network.

BlogBurst is an aggregator with an impressive client list – including Reuters, which displays the feed on their story pages.

DBRS Conference Call on ABCP

Wednesday, September 12th, 2007

Lightning-fast reader MP told me about the DBRS call even before DBRS did!

Details are on their website. Basically:

DBRS is hosting a call today at 4:30 PM ET to discuss its updated criteria for rating Canadian ABCP Programs and outlines liquidity arrangement standards for Global Liquidity Standard ABCP (GLS-ABCP).

The call will be hosted by Huston Loke, Group Managing Director for Global Structured Finance. He will joined by senior members of DBRS’s Canadian Structured Finance department, Jerry Marriott, Managing Director for Canadian RMBS/ABS and James Feehely, Senior Vice President.

Update: There’s a story on Reuters and a press release on the DBRS site, unlinkable as usual (dorks!). The latter notes:

DBRS is pleased to announce today that it has updated its criteria for ABCP liquidity support arrangements to require contractual liquidity agreements that provide for the full and timely repayment of ABCP by the liquidity provider where the credit quality of the underlying assets, including credit enhancements, is sufficient to support funding at par (Global Liquidity Standard). DBRS will require that all new trusts issuing Canadian ABCP comply with the standards outlined below. DBRS plans to work with the current trust administrators and sponsors to ensure that current trust documentation will be revised to achieve the Global Liquidity Standard.

Changes to S&P/TSX Preferred Share Index

Wednesday, July 11th, 2007

Standard and Poor’s has announced:

the following index changes as a result of the semi-annual S&P/TSX Preferred Share Index Review. These changes will be effective at the open on Monday, July 23, 2007

Additions:

ADDITIONS
S&P/TSX Preferred Share Index Additions Effective 2007-7-23
Ticker HIMI Index
FBS.PR.B SplitShare
ALB.PR.A SplitShare
BNA.PR.C SplitShare
BMO.PR.J PerpetualDiscount
BMO.PR.H PerpetualPremium
BMO.PR.I OpRet
BNS.PR.L PerpetualDiscount
BCE.PR.F Not in HIMIPref™ universe
BAM.PR.K Floater
BPO.PR.F Scraps (Credit)
BPO.PR.H Scraps (Credit)
CM.PR.H PerpetualDiscount
CIU.PR.A PerpetualDiscount
DFN.PR.A SplitShare
DW.PR.A Scraps (Credit)
FIG.PR.A InterestBearing
LBS.PR.A SplitShare
NSI.PR.D Scraps (Volume)
POW.PR.B PerpetualDiscount
POW.PR.C PerpetualPremium
PWF.PR.F PerpetualPremium (for now!)
PIC.PR.A SplitShare
RPA.PR.A Not in HIMIPref™ universe
RPB.PR.A Not in HIMIPref™ universe
WFS.PR.A SplitShare
YPG.PR.A Scraps (Credit)
DELETIONS
S&P/TSX Preferred Share Index Deletions Effective 2007-7-23
Ticker HIMI Index
CL.PR.B PerpetualPremium
CM.PR.C PerpetualPremium
ELF.PR.G PerpetualDiscount
FAL.PR.A Scraps (Credit)
FTS.PR.E Scraps (Credit)
W.PR.J PerpetualPremium

It’s a good thing to see that Split Shares have been added to the index – although, sadly, it makes the index a little tougher to beat.

Total changes to the S&P Index, in terms of the HIMI Indices, are:

Changes in issues included in S&P/TSX Index, Effective 2007-07-23
Ratchet  0
FixFloat  0
Floater  +1
OpRet  +1
SplitShare  +7
InterestBearing  +1
PerpetualPremium  0
PerpetualDiscount  +4
Scraps  +3
Not in Universe  +3

Hat tip to assiduous reader MP, who asked “What’s happening with ELF.PR.G?” and thereby tipped me off to the index change. I wonder how the Claymore ETF will handle this … I’ll bet they’re annoyed!

David Berry Hearing Set for October 29, 2007

Monday, June 18th, 2007

Market Regulation Services Inc. has announced:

Commencing on October 29, 2007 for five (5) days, an RS Hearing Panel will convene at RS, 9th floor, 145 King Street West, Toronto to consider whether David Berry has contravened certain Requirements of UMIR as set out in the Statement of Allegations. The proceeding is open to the public.

This is the first news to emerge in the case since the McQuillen settlement.

Premium Perpetuals

Saturday, June 9th, 2007

There was a discussion at Financial Webring Forum in which one of the participants expressed a view that recent market declines proves that buying perpetuals at a premium to their ultimate redemption price is a bad idea.

So, I thought I’d provide a brief review of the arguments in favour of premiumPerpetuals as a sub-class of preferreds. The advantages are two-fold:

(i) A premium to redemption price implies that a redemption will be favourable to the issuer. Thus, an investor in such issues has at least some chance of having his capital returned in a timely manner without having to accept the usually very low yields offered on retractibles. This also mitigates the credit risk inherent in lending a company money “forever”.

(ii) A premium to redemption price, to the extent that it implies a coupon that is higher than required for new issues, provides a buffer against adverse changes in interest rates.

A quick understanding of the second point can be achieved by considering two imaginary issues. The numbers in this example are not mathematically precise – should a reader wish mathematical precision he is more than welcome to work them out!

The first issue is callable in 4 years at $25 and is currently priced at $26.00 with a coupon of 6% (that is, the annual dividend is $1.50). The holder would be very happy to hold it forever at this coupon, but must account for an expected capital loss when the issue is called of $1. The amortization of this premium amounts to $0.25 annually, thus his net income is $1.50-$0.25 = $1.25 which, taken as a fraction of $25.00 (I told you the numbers wouldn’t work out precisely!) is a net yield of 5% p.a., or, to put it another way, 6% coupon – 1% annual capital loss = 5% net income.

The second issue has a coupon of 4% and it trades at $20.00. The holder cannot rely on it being called at $25 (why would the issuer call an issue with a 4% coupon to refinance at 5%?), so the net yield is 5%.

Thus, in terms of expected annual yield, these issues are basically the same. Suppose, however, that yields increase massively … from 5% to 6%. The first issue, with its coupon of 6% will be trading at $25 … only $1 of capital has been lost and that was a dollar the holder was expecting to lose anyway! Lose it in 4 years, lose it now … it’s not the biggest deal in the world.

The second issue, with a coupon of 4%, implying an annual dividend of $1.00, will fall in price to about $16.70 (in order to keep the yield for new purchasers equal to the new market rate of 6%) – a capital loss of $3.30, or about 16.5% of the capital invested.

Thus, the premium issue provides greater protection against interest rate increases.

This doesn’t come for free, however: if interest rates fall, the discount issue will rise in price, just as dramatically. The premium issue will also rise in price, but not nearly so much – a rational buyer will still be expecting the same call at $25.00 at the same time … that will have even greater likelihood, as the issuer will cut costs even more on refinancing.

Additionally, premium issues will generally trade so that their yield-to-expected-call is a little less than discounts. Ain’t nuthin’ free in this world! Each investor has to assess the risk/reward trade-offs of each investment for himself, and come up with a diversified portfolio that meets his needs. You can’t just buy a premium issue simply because it has a premium … the yield give up might be too much. Even now, with all the recent carnage in the market, GWO.PR.F is bid at 26.95, with a yield-to-worst of 2.75% based on a call 2008-10-30 at $26. Obviously, buyers are hoping that it won’t be called at that time, that it will take longer … but even if it lasts until a $25.00 call on 2012-10-30, it will only have yielded 4.22%! One can find many high quality perpetuals yielding far in excess of 4.22% without any pious hoping that the treasurer won’t notice the fat dividend. The market obviously disagrees with me, but I say that issue is just too damn expensive.

In my article How Long is Forever?, I made the point that yield spreads between perpetuals and retractibles can be so large that rates would have to be extremely high in the future for total return over the period to favour the retractible. In Perpetual Hockey Sticks, I look at the trade-off between “expected yield” and “protection from future higher interest” in more detail. Enjoy!

Note: We can get some idea of the differences by looking at the NAV of the Claymore Preferred ETF. This peaked at 20.05 on 4/12 and the bottom (so far!) is yesterday, 6/8, at 19.08. In that time, the HIMI PerpetualPremium index has had a total return of -4.35%, the PerpetualDiscount index has returned -10.12%.

Take a deep breath …

Friday, June 8th, 2007

The sky is not falling.

V122544: SELECTED GOVERNMENT OF CANADA BENCHMARK BOND YIELDS: LONG-TERM
Low 11/2006 4.02
Average 05/2006 – 05/2007 4.26
High 06/2006 4.67
05/2006 4.50
06/2006 4.67
07/2006 4.45
08/2006 4.20
09/2006 4.07
10/2006 4.24
11/2006 4.02
12/2006 4.10
01/2007 4.22
02/2007 4.09
03/2007 4.21
04/2007 4.20
05/2007 4.39
06/2007 Not available
V122518: OTHER BONDS: AVERAGE WEIGHTED YIELD (SCOTIA CAPITAL INC.) – ALL CORPORATES LONG-TERM
Low 11/2006 5.11
Average 05/2006 – 05/2007 5.37
High 06/2006 5.81
05/2006 5.60
06/2006 5.81
07/2006 5.60
08/2006 5.33
09/2006 5.18
10/2006 5.33
11/2006 5.11
12/2006 5.18
01/2007 5.28
02/2007 5.15
03/2007 5.27
04/2007 5.38
05/2007 5.63
06/2007 Not available

The above is from The Bank of Canada.

Today’s data shows long Canadas at 4.50%, long corporates at 5.64%.

As I mentioned in the June 7 Comments, recent events have had a major effect on the preferred share market … first the BCE rumblings, then tough talk from the Bank of Canada.

But as far as skyrocketting interest rates, doom and destruction are concerned? Yawn … another day of excited market chatter. Wake me up in time for the next end of the world, OK?

TV Appearance: Stars, Dogs & Perps

Friday, May 11th, 2007

As mentioned earlier, I was on BNN’s “Stars & Dogs” programme tonight.

It went reasonably well but, alas, I don’t think I’ll ever be one of those guys who can smoothly chatter about complex things in simple ways!

For those interested, BNN has posted the video and I think it will be on their site for the next week. The archived show for May 11, I come on at about the 20 minute mark.

Television Appearance, 2007-5-11, 6pm

Tuesday, May 8th, 2007

I will be appearing on BNN’s Stars & Dogs programme at the captioned time.

Sure wish I was the star!

Catching up on Posts

Thursday, April 19th, 2007

There are a number of posts that will be forthcoming. In the near future. I swear!

Drew asked some questions on April 5:

1. HIMIPref currently gives high valuation scores to several P3 issues. You, however, have noted that HIMIPref is less reliably values P3’s as compared with investment grade. Is the credit risk worth the potential reward? The yield differential alone does not seem to warrant taking on the risk.

2. Widely accepted equity portfolio theory says that adding risk in small amounts to an otherwise conservative portfolio can increase returns and actually decrease risk, where risk is measured in terms of volatility. Does the same hold true for preferred shares where risk is measured in terms of credit and not duration?

3. My intuition is that not all P3’s are in principle alike in terms of risk/return potential. A P3 (high) of a utility-like business such as Yellow Pages seems substantially less risky from a credit perspective than a cyclical issuer with a P3 rating. Further, a P3(high), it seems, has substantially higher reward potential than any P3 due to the bump in price that will no doubt result from a credit upgrade. Should these issues – issuer specific and differences between P3(high) and all other P3’s – play a role as we move down the food chain?

I will answer these briefly in this blog, but this is high-level fixed-income stuff … I think it’s probably worthy of an article.

I have been asked recently to comment on Brompton Lifeco Split Corp, LCS.PR.A. This is too small an issue to warrant inclusion in the HIMIPref™ universe but since I was asked by a subscriber to PrefLetter (cough, cough) I will write something more formal shortly. Not article-formal, not full-analysis-formal, but something.

Also, I haven’t yet commented on the closing of CIU.PR.A, other than to note its role in the redemption of CU.PR.T, CU.PR.V & CU.PR.D. This will be rectified shortly.

No rest for the wicked!