FHFA To Set New Rules On Capital, Holdings For GSEs Next Week
January 23 2009 - 4:47PM
Dow Jones News
The regulator for Fannie Mae (FNM), Freddie Mac (FRE) and the 12
federal home loan banks will propose new financial regulations for
the entities next week.
A federal housing law enacted last summer requires the
regulator, the Federal Housing Finance Agency, to revamp the
capital requirements for all 14 institutions within six months as
well as propose new rules governing the portfolio holdings of
Fannie and Freddie.
FHFA Director James B. Lockhart told Bloomberg News Friday that
he would unveil draft regulations next week. He also expects both
Fannie and Freddie, which were seized by the government last
September, to require cash infusions from the Treasury after they
post their fourth quarter results.
"I think everybody would expect that there would be a draw on
Treasury," Lockhart told Bloomberg.
When Fannie and Freddie put under the conservatorship of their
regulator, Treasury agreed to pump $200 billion of capital as
needed into the firms to keep them solvent in exchange for
preferred stakes in the companies.
Freddie Mac has already received a $3.8 billion injection from
Treasury, after posting a more than $25 billion loss in the third
quarter. Fannie Mae hasn't yet tapped Treasury funds.
It is unclear what, if any, impact the new requirements will
have on Fannie and Freddie. They could remain in the limbo of
conservatorship for years, during which time any new capital
requirements and restrictions on holdings would be unlikely to
apply. After seizing the firms, Lockhart promptly waived their
current capital requirements.
Meanwhile, as a covenant of Treasury's agreement to pump money
into the firms, Fannie and Freddie are required to begin steadily
shrinking their portfolios to $250 billion at the end of the
year.
Also, the new restrictions could be moot if Fannie and Freddie
don't reemerge from conservatorship in their previous forms.
By contrast, new capital requirements for the home loan banks
could take effect much sooner, though not likely this year. The
banks, which are a major source of funding for thousands of
commercial banks, thrifts and credit unions across the country,
have come under pressure due to losses tied to the plunging market
value of investments in mortgage-backed securities.
Under accounting rules, banks have to mark down certain
securities holdings to their current market value, even though they
may intend to hold them to maturity. Yet since the onset of the
financial crisis in August 2007, investors have fled all types of
assets, causing the market value of certain investments to plummet
even though they are still generating cash.
The rules are straining several home loan banks, some of which
have suspended dividend payments to conserve capital. The federal
home loan banks of Seattle and Pittsburgh warned recently they may
fail one of their capital tests.
Analysts argue that the situation isn't necessarily cause for
alarm. In a recent report, Moody's Investors Services estimated
losses on the home loan banks' investments wouldn't reach $1
billion. Analysts at Barclays Capital said the eventual losses on
the securities could be less than $5 billion.
As of Sept. 30, the home loan bank system had $57 billion in
capital, more than enough to cushion against such losses.
Lockhart said Friday he planned to revamp the risk-based capital
test for the federal home loan banks, which factors in the market
value of bank investments. It is one of three capital tests that 11
of the 12 banks must submit to; the Federal Home Loan Bank of
Chicago is only subject to one test.
The federal home loan banks' business has exploded in the last
18 months, as other sources of bank credit have dried up. They
increased their lending to financial institutions to about $1
trillion as of Sept. 30 from $641 billion at the end of 2006.
Despite their increased exposure to the troubled U.S. banking
system, the home loan banks have performed well in the last 18
months, Brian Harris, a Moody's analyst, said.
The home loan banks have avoided losses by demanding more in
collateral than they are delivering in advances to member banks,
Harris said. Regulators have also historically put them ahead of
other creditors when banks fails. With the collapse of Washington
Mutual (WAMUQ) and IndyMac Bancorp (IDMCQ), all home loan bank
advances were paid off or assumed by another party.
-By Jessica Holzer, Dow Jones Newswires; 202-862-9228;
jessica.holzer@dowjones.com
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