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Deutsche Bank set to be among hardest hit by new capital rules - sources

Published 02/11/2016, 18:02
© Reuters. A pigeon takes off next to the headquarters of Germany's largest business bank, Deutsche Bank in Frankfurt
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By Francesco Canepa and John O'Donnell

FRANKFURT (Reuters) - Germany's Deutsche Bank (DE:DBKGn) is among roughly a dozen large European lenders that face higher capital requirements when new banking rules come into force in the coming years, several sources familiar with the matter told Reuters.

The assessment has been made by the Basel committee of supervisors, which is in the process of negotiating stricter bank capital rules - due to be finalised in January and come into force in 2019 - to avoid a repeat financial crisis.

This could pose a further challenge to Deutsche, as it also braces for a fine of up to $14 billion from U.S. authorities over its part in the mortgage debt crash.

Three people familiar with the matter have told Reuters the new regime will be stricter with big banks, demanding new standards for how they assess risks of, say, property loans - effectively raising the capital hurdle.

International supervisors believe the tougher regime will affect Deutsche Bank and others with complex balance sheets more harshly, the sources added, without naming other lenders in the roughly dozen-strong group.

"For a small number of big banks there could be a significant increase," one of those people said, on condition of anonymity.

Deutsche Bank and the Basel Committee on Banking Supervision declined to comment.

The rising demands set the stage for a confrontation between U.S. and European regulators. Many in Europe are demanding a compromise, threatening to otherwise scupper the launch of the rules dubbed by banks as Basel IV.

"From a German perspective, what we have on the table so far is not acceptable," the head of Germany's financial watchdog Bafin, Felix Hufeld, said this week.

Bank of England governor Mark Carney said last week that one significant element of the new rules - covering so-called operation risk - is expected to be cut.

MODELS

Among the worries at the forefront of Basel regulators' minds are the 'models' banks use to calculate how much capital to put aside against the loans and investments they make.

Internal models, which vary significantly between firms, have served Deutsche and other large banks well in the boom years, allowing them to take on significant risks and record big profits, including via property loans.

The regulators are now looking to establish stricter and more homogenous rules for setting these so-called 'risk weights'.

Although this does not necessarily mean banks would immediately need more funds, it would compress their capital cushions.

Ratings agency Moody's has said European banks would be particularly affected by this change.

Deutsche Bank has a Core Tier 1 ratio, a key gauge used by supervisors that measures funds against risky assets, of roughly 11 percent - above current requirements.

But Germany's largest lender is already under pressure due to an imminent multi-billion-dollar fine that analysts believe could open a capital shortfall of 5-10 billion euros.

Still, rule makers will be wary of squeezing banks too hard. Further bargaining is expected to take place before central bank governors and heads of supervision meet again in January.

"It is not our objective to set capital requirements that cannot be met," a European supervisor said.

European banks complain the new rules are a poor fit. Many argue against steeper capital demands for mortgage debt, saying German mortgages, for instance, are less risky than those made in the United States.

They point to U.S. banks being helped by state-sponsored bodies, Fannie Mae and Freddie Mac, which package and resell mortgages, allowing lenders to hive off part of the risk.

© Reuters. A pigeon takes off next to the headquarters of Germany's largest business bank, Deutsche Bank in Frankfurt

Such disagreements could ultimately result in a dilution or delay of the new rules.

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