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Top banks face wait for detail of new buffer to protect against bailouts

Published 07/07/2014, 22:42
Top banks face wait for detail of new buffer to protect against bailouts

By Huw Jones

LONDON (Reuters) - Details of a new buffer of bonds to shield taxpayers from having to rescue a big bank won't become clear for at least a year or more, a global banking regulator said on Monday.

Lenders like Goldman Sachs, Deutsche Bank and HSBC are waiting to see how big the new cushion of bonds must be. The cushion represents an added cost and the wait will prolong regulatory uncertainty that is casting a cloud over valuations in the banking sector.

The bonds, known as gone concern loss absorbing capacity, or GLAC, would be tapped to avoid a government ending up owning a collapsed lender, as occurred during the 2007-09 financial crisis.

A deal on GLAC is seen as key to ending banks considered too big to fail -- lenders which have hitherto been considered too large to be allowed to go under for fear of wreaking mayhem in markets like the collapse of Lehman Brothers did in 2008.

Leaders of the Group of 20 economies (G20) meet in Australia in November to agree the new GLAC rules, but Stefan Ingves, governor of the Swedish central bank, said technical details such as size won't be ready until 2015 or beyond.

"It will take probably a year, more than that to come up a GLAC definition," Ingves told students at the London School of Economics.

He chairs the Basel Committee, a group of banking supervisors from G20 and other countries, which will flesh out the finer details of the new rules.

Discussion was still under way on how to define GLAC, whether it should be based on a bank's risk-weighted assets, total assets or liabilities, he said.

"First there is a need for a global agreement at the political level," Ingves said. "It's one thing to come to an agreement, it's a different thing to do all the technical work."

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Ingves also said that any attempts to change a rule that allows banks to set aside no capital in case government bonds on their books turn sour would take years given the political sensitivities involved.

Governments don't want their debt to be seen as risky and put off investors, even though the euro zone debt crisis showed they were not risk free.

Ingves said there were always elements of national interest in negotiations on regulation which produce "oddities".

"The problem will take many years for the committee to look into that issue again. ... This is not a 100 percent actuarial approach to risk. There are other elements to it as well but that is basically what it takes to get us all to agreement," Ingves said.

Some regulators want to tighten Basel's rules on how banks calculate their core capital buffers by using their own models to add up the risks their holdings present.

Ingves accepted that this risk-weighting system has lost credibility and that quite an effort was needed to correct it, otherwise countries will drift to other ways of determining how much capital banks should hold.

"We will discuss, probably for many years to come, how to deal with that issue," Ingves said.

© Reuters. Head of Sweden's Central Bank speaks to Reuters reporters during an interview in Stockholm

Solutions include tougher curbs on banks' calculations or floors on capital requirements.

"It's too early to tell which way we will go," Ingves said.

(Reporting by Huw Jones; Editing by Leslie Adler)

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