Andrew Bailey: SVB collapse was the ‘fastest passage from health to death since Barings’

[ad_1]

Providing evidence at the Treasury Select Committee to discuss the sale of Silicon Valley Bank UK to HSBC following the collapse of its parent company, Bailey agreed with committee chair Harriett Baldwin that the events had come out of “left field”.

SVB failed on 10 March, making it the second biggest US banking collapse in history, after clients became concerned the bank could not cover its deposits and withdrew billions in the space of a day.

The bank has now been bought by fellow US regional bank First Citizens Bank.

By 13 March, its UK wing had been sold to HSBC for £1, in a deal facilitated by the BoE.

Conservative MP Anthony Browne grilled Bailey on the how the central bank had been managing its oversights of SVB UK, given it met all the regulatory requirements on the Thursday 9 March, despite collapsing the following day.

Browne asked: “Does that mean your supervisory regime and criteria are simply not fit for purpose?”

Higher inflation forces BoE to pursue rate rise in face of banking crisis

Bailey retorted that it should not be the base case to assume that a subsidiary will survive if its parent company fails.

“I do not think that this is a reasonable expectation,” he told Browne, as it would be too “tightly associated and connected”.

The governor insisted that SVB UK was a well-capitalised subsidiary, with strong liquidity and cash buffers to handle the loss of 30% of its deposits in a single day.

It was this strength allowed regulators to find a buyer for SVB before the UK markets reopened on Monday morning, he explained.

In his evidence submitted prior to the oral procedures, the Bank said British technology firms withdrew £2.9bn from the UK subsidiary of SVB on the day the bank collapsed in the US, exceeding the expected size of withdrawals, 30% of the SVB UK’s entire deposit base.

Sam Woods, chief executive officer of prudential regulation authority and deputy governor for prudential regulation for the BoE added that regulators could force banks to keep enough reserves at the central bank to cover deposits but said it did not want to do that as it would lessen the availability of lending to the economy.

Bailey also referenced the raising of the $250,000 deposit threshold that the US government had committed to in the wake of SVB’s collapse, stating: “I would not, as Janet Yellen has said, support 100% deposit guarantees becoming the norm.”

Market ‘stress testing’

When asked about the recent volatility in the UK market on the back of the banking issues, Bailey dismissed it as a major event, claiming that markets were trying to effectively running a stress test and trying to identify weakness.

“There is quite a bit of testing out going on at the moment,” he said.

Baldwin pointed back to the Mini Budget and the stress test on LDI funds, which she said had been outside the parameters of any models the central bank had run, and asked the SVB fallout was also outside of those case studies.

Wood said: “I am entirely content the stresses we have seen are inside the types of stresses that we apply for capital purposes.”

He said the big question going forward was an international policy question and how the liquidity coverage ratio was correctly calibrated across different regulations.

Credit Suisse

Addressing the simultaneous buyout of Credit Suisse to UBS, Labour MP Emma Hardy called it a “car crash in slow motion”, and asked if the regulators should have “taken greater steps earlier to prevent this smash”.

Bailey said the bank had managed to “stack up problems” that went back “over a long period of time”.

He said that in the end, it was not a question of actual solvency with the bank, but the “viability of the bank going forwards, given the given the sort of severe sort of business model restructuring that the chief executive that identified needed to take place”.

Stock Spotlight: Can Credit Suisse sail through scandal?

Bailey said the bank was met with a “a coincidence of timing”, as at the time SVB collapsed and created uncertainty about the banking sector, Credit Suisse was “experiencing a run”, as depositors lost confidence in its viability going forwards, even though it was in a strong solvency position. This was then followed by the news that the Swiss bank’s major shareholder was not going to provide it more support, resulting “in this crescendo of a moment”.

The dual regional banking crisis put significant pressure on the BoE and the Federal Reserve last week, as they faced interest rate decisions, having to choose whether to ease off tackling inflation to provide relief for the financial sector.

AT1 bonds

Bailey was additionally asked if he was “surprised” that Swiss authorities provided some relief to equity holders in Credit Suisse amid the sale, and wrote down the value of $17bn AT1 bond holders assets to zero.

These were some of the bank’s riskiest bonds, but in the asset hierarchy would have traditionally ranked above equity holders in a buyout.

Other central banks have not been entirely on board with the result, and Bailey remained evasive today, stating he could not fully comment, as “no doubt there will be lots of law cases in Switzerland to challenge it”.

Bailey did however state that while the circumstances that the Swiss authorities had to navigate with the collapse are not fully known, as he understood it, Credit Suisse had “a different contractual clause in them to I think most other AT1 bonds”.

He added: “I can certainly tell you, it is different to an AT1 bond issued by UK banks, in that they have a clause that allows this contractual wipeout, if you like to take place under certain circumstances.”

[ad_2]

Source link