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4% chargeoffs?

 
Clever Chris Whalen scopes the nations bank solvency crisis… and he can see in the distance the potential need for the federal government to nationalize C, JPM and maybe BAC…

~~~~ ” …Like the heavy surf following a tropical storm, the next several quarters promise to reveal some truly ugly problems and also a considerable number of opportunities for cash investors. Here’s the bullet points we gave to the Squawk Box gang last week:

1. The capital injection into the largest banks by Treasury is a down payment, in our view. Expect to see some banks on the list (C, JPM, Bank of America (NYSE:BAC) - in that order of need) go back to Treasury for additional capital by early in 2009 as realized losses mount. Continue deterioration in housing due to a) no credit and b) shrinking economy will drive losses in all loan sectors/categories.

2. Despite grim macro outlook for US economy, most smaller banks in the US are in good shape. While losses will rise for the banking industry as a whole, smaller banks up through large regional institutions have the capital to absorb losses and continue during business. Top five institutions are where the assets are concentrated and the loss rates will be higher as the credit cycle peaks in Q1-2 of 2009.

3. We expect to see peak level bank loan loss rates reach 2x 1990 levels. In 1990, charge offs or realized losses for all banks loss were 2% of total loans, while subprime lenders like Citi were over 3%. Some institutions are already above 1990s level loss rates. Look at Fifth-Third (NASDAQ:FITB) sporting default rates over 200bp in Q3, almost 2x its asset peers and 3x loss rates seen in the 2000-2001 “mini slump.”

4. If we go 2x 1990 next year, means that the whole banking industry approaches 4% charge offs and the US government ends up in control of C, JPM and maybe BAC. Well Fargo (NYSE:WFC), US Bancorp (NYSE:USB), and BB&T (NYSE:BBT), et al shall inherit the earth. A new renaissance in US banking industry occurs as Uncle Sam liquidates these defacto GSEs into an auction populated by banks, private equity and other cash-financed funds.

Last week, we had a conversation with Josh Rosner about precisely this prospect, namely were the Treasury eventually to take control of JPM, C and BAC, would not the better public policy choice be breaking up these giant banks to help recapitalize, re-liquefy and grow the smaller, healthier survivors? There would still be a large concentration of deposits among the top 100 banks by assets, but the distribution would be more even than today.

Instead of trying to orchestrate mergers of weak regional banks, as Paulson is reported to be pursuing, perhaps instead the Treasury should ponder some creative destruction as and when further equity infusions are required. Such is the magnitude of the peak loss wave approaching the banking industry, in our view, that considering how to resolve fully nationalized money center banks to best recapitalize the industry seems appropriate…. ” ~~~~

2 Comments

  1. cate wrote:

    the upshot: look for citi, bank of america and jpmorgan chase to be nationalized outright at some point over the next two years, as real loan defaults eat through everything they’ve already set aside as loan loss reserve and more. the TARP, as whalen sees it, is a down payment on the kind of government assistance that is going to be required to help these banks absorb the losses they are already exposed to — never mind new credit growth, which will be essentially nonexistent.

    of further concern, whalen’s characterization of jpmorgan as “an OTC derivatives exchange with a bank attached to it” is utterly correct — while citi is the riskiest of the large banks by traditional metrics, JPM carries scads of a different kind of non-banking risk.

    as for smaller regional banks — many of which are reporting deeply disappointing earnings this week — they are more likely now that ever to end up in FDIC receivership with the money center banks as well as GS and MS swooping on their deposit bases in resolution.

    http://declineandfallofwesterncivilization.blogspot.com/2008/10/now-for-real-losses.html

    Tuesday, October 21, 2008 at 4:12 pm | Permalink
  2. cate wrote:

    From Standard and Poors…

    ~~~~ “The U.S. Treasury Dept.’s Oct. 14 decision to set aside $250 billion of the $700 billion of funds approved by Congress under the Emergency Economic Stabilization Act to invest directly in financial institutions will help to stabilize the credit quality of the participating firms. We believe the clear implication is that the government views these firms as systemically important–a status that, by itself, should ease investor and counterparty concerns” ~~~~

    Tuesday, October 21, 2008 at 9:00 pm | Permalink

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