Information about finance, the economy and business. Entertaining and informative. Seeking Alpha Certified Mark Sunshine Chairman & CEO

Tag Archive: Accounting

  1. Securitization Accounting Rules Are Changing

    Comments Off

    Accoun­tants are chang­ing the rules gov­ern­ing most of the shadow bank­ing sys­tem and almost no one is notic­ing. About 10 days ago the Finan­cial Account­ing Stan­dards Board con­firmed that by year end “secu­ri­ti­za­tion account­ing” will be dif­fer­ent and the changes are likely to have a big­ger effect on finan­cial insti­tu­tions than mark to mar­ket account­ing. The new account­ing rules will make it much harder for finan­cial insti­tu­tions to count secu­ri­ti­za­tions as “off bal­ance sheet” trans­ac­tions and will recon­sol­i­date, i.e., put onto the bal­ance sheet, a large num­ber of trans­ac­tions that are cur­rently accounted for as off bal­ance sheet.

    When finan­cial insti­tu­tions secu­ri­tize assets and elect off bal­ance sheet account­ing treat­ment they are pre­tend­ing that nei­ther their secu­ri­tized assets nor their related secured debt exists. Like a dead­beat dad deny­ing pater­nity, secu­ri­ti­za­tion account­ing is designed to avoid admit­ting respon­si­bil­ity by secu­ri­ti­za­tion sponsors.

    Most secu­ri­ti­za­tions are a form of secured bor­row­ing exe­cuted by banks and other finan­cial insti­tu­tions. How­ever, “form over sub­stance” secu­ri­ti­za­tion account­ing encour­ages secu­ri­ti­za­tion spon­sors to act as if secured bor­row­ings are really asset sales and thereby decrease the report­ing of both their asset size as well as their debt.

    When insti­tu­tions use off bal­ance sheet account­ing for secured debt trans­ac­tions finan­cial ratios are dis­torted, and trans­parency is destroyed. No one can tell if secu­ri­tiz­ing insti­tu­tions are well cap­i­tal­ized or not and whether their oper­at­ing per­for­mance is con­sis­tent given the scope of their operations.

    As a result of secu­ri­ti­za­tion account­ing finan­cial insti­tu­tions like Bear Stearns, Lehman Brother, Cit­i­group and Mer­rill Lynch appeared much less lever­aged, and much more prof­itable, than they really were. The “grand­daddy” of secu­ri­ti­za­tion shops, Cit­i­group, at one time had more than $1 tril­lion of assets that it reported as “off bal­ance sheet”.  Cit­i­group pre­tended that the $1 tril­lion of off bal­ance sheet assets were orphans; they just appeared one day on Citigroup’s doorstep.  Sim­ple finan­cial mea­sures such as net inter­est spread and asset qual­ity and prof­itabil­ity ratios were vastly dis­torted by Citigroup’s orphans.

    The secu­ri­ti­za­tion account­ing rules also facil­i­tated the “orig­i­nate for sale” shadow bank­ing sys­tem that lead to sub-prime and other con­sumer and com­mer­cial lend­ing abuses.

    The new secu­ri­ti­za­tion account­ing rules are sup­posed to enhance trans­parency and make it much tougher for finan­cial insti­tu­tions to pre­tend that they don’t own their assets. But, no one is really sure how the changes will play out in the real world mar­ket­place. The new rules may enhance trans­parency.  On the other hand, mechan­i­cal appli­ca­tion of new and com­pli­cated rules may con­fuse already incom­pre­hen­si­ble report­ing. Retro-active appli­ca­tion of the rules may high­light how dan­ger­ously under­cap­i­tal­ized some finan­cial insti­tu­tions remain and may spark a new round of loss of con­fi­dence. Sim­pli­fy­ing the rules may help restart the secu­ri­ti­za­tion mar­ket­place and help the econ­omy, but then again they may be another nail in the cap­i­tal mar­kets coffin.

    I don’t know what this all means because I never under­stood the old rules and don’t know what the new rules will do to finan­cial report­ing. There is a Wall Street sub-culture that holds itself out to be “secu­ri­ti­za­tion account­ing” experts. Per­son­ally, I never bought the “snake oil” that these guys were sell­ing. I don’t think that the so called experts have a clue what is going to hap­pen when the new rules are enacted and if they don’t know the media cer­tainly has no clue which is why there hasn’t been much report­ing of this account­ing change.

    It’s a good idea to fix secu­ri­ti­za­tion account­ing rules and I sup­port the effort; just not the way that reform is play­ing itself out. In fact on Decem­ber 4, 2008, I wrote a let­ter to then Pres­i­dent Elect Obama sug­gest­ing that reform­ing secu­ri­ti­za­tion account­ing needs to be a cor­ner­stone of finan­cial insti­tu­tions reform. The fol­low­ing is from my Decem­ber 4th letter:

    If account­ing rules mat­ter, bad reg­u­la­tory account­ing rules mat­ter even more. About 20 years ago bad reg­u­la­tory account­ing rules were enacted that apply to all banks and have the unin­tended side effect of encour­ag­ing the worst excesses of the secu­ri­ti­za­tion mar­ket. These rules reward banks that use the OPM model (i.e., “other people’s money”) to finance assets and penal­izes banks that want to cre­ate well cap­i­tal­ized invest­ment struc­tures. These bank reg­u­la­tory rules vir­tu­ally man­date the “orig­i­nate and sell” model of finance and need to be fixed imme­di­ately. Gen­er­ally accepted account­ing prac­tices have run amok try­ing to work around the bad bank reg­u­la­tory rules. The account­ing indus­try is about to “reform” the rules relat­ing to secu­ri­ti­za­tion account­ing in FAS rule 140 but the new rules con­tinue to make a mess of things. An inter­a­gency ini­tia­tive is needed to fix this mess. And, inter­a­gency coop­er­a­tion will only hap­pen with Pres­i­den­tial leadership.

    The prob­lem with the cur­rent secu­ri­ti­za­tion account­ing reform ini­tia­tive is that it isn’t inter­a­gency reform but rather uni­lat­eral work of the Finan­cial Account­ing Stan­dards Board which has at best mixed moti­va­tions. Until secu­ri­ti­za­tion reform is a joint effort of all con­stituen­cies that are affected it won’t work.

    The U.S. needs a joint task force to address this issue includ­ing the SEC, OCC, FDIC, Fed­eral Reserve and state insur­ance com­mis­sion­ers. Reg­u­la­tory and statu­tory account­ing rules must be con­formed to finan­cial account­ing and dis­clo­sure. Secu­ri­ti­za­tion reform is needed but ad hoc and piece­meal reform is prob­a­bly worse than no reform and what we are get­ting is ad hoc reform.

  2. A Letter To President Elect Obama – How to restore confidence

    Leave a Comment

    Dear Pres­i­dent Elect Obama:

    As you get closer to inau­gu­ra­tion I would like to make a few sug­ges­tions for your admin­is­tra­tion and its future eco­nomic policy.

    Every­one knows that the econ­omy is in trou­ble and con­fi­dence in the future is low. Con­fi­dence in the United States eco­nomic sys­tem and gov­ern­ment is our nation’s most impor­tant asset. Unfor­tu­nately, this asset has been squan­dered through ad hoc and poorly com­mu­ni­cated pub­lic pol­icy ini­tia­tives. You need to focus on restor­ing con­fi­dence in our eco­nomic sys­tem and gov­ern­ment. How you admin­is­ter eco­nomic pol­icy will count almost as much as the sub­stance of your pol­icy in restor­ing con­fi­dence. I believe that com­mu­ni­ca­tion skills mat­ter, details mat­ter and dis­ci­pline mat­ters. Also, Tru­man was right when he said “The Buck Stops Here”. Mak­ing tough deci­sions and explain­ing them to the Amer­i­can pub­lic is your job and can­not be del­e­gated to lower level offi­cials. It’s your admin­is­tra­tion and your eco­nomic pol­icy, not the Trea­sury Secretary’s.

    Enact­ing the below rec­om­men­da­tions will require tough deci­sions and a thick skin. You will be crit­i­cized by the “talk­ing heads” who are more inter­ested in stir­ring up con­tro­versy than find­ing solu­tions. Stim­u­lus alone isn’t enough to solve our prob­lems. With­out fun­da­men­tal changes in how we do things, I believe the cur­rent eco­nomic prob­lems will get pro­gres­sively worse in wave after wave of bad news.

    My sug­ges­tions for fix­ing the econ­omy are below.

    1.  Pass fis­cal stim­u­lus now and make sure it is mas­sive. The econ­omy is rapidly falling into a defla­tion­ary death spi­ral. Defla­tion is like pour­ing hydrochlo­ric acid on the econ­omy. Half mea­sures won’t work; you need to force feed demand. So please, go for the gusto. $500 bil­lion+ is needed. If the stim­u­lus is too small or doesn’t force demand to rise it will actu­ally make the prob­lem worse because con­fi­dence will be destroyed, peo­ple will get more scared and fur­ther hoard­ing of cash will take place. While imme­di­ate and mas­sive stim­u­lus is needed, it would be nice if the spend­ing also was in projects and pro­grams that actu­ally might have some long term benefit.

    2.  Go slow on bank­ing and secu­ri­ties reg­u­la­tory over­haul; Push hard on enforce­ment. The United States has plenty of rules and reg­u­la­tions but lacks the will to enforce them. It is inex­plic­a­ble why the SEC and other Fed­eral reg­u­la­tors have refused to enforce exist­ing rules that pro­mote full and fair dis­clo­sure, dis­cour­age mar­ket manip­u­la­tion, man­date safe and sound bank­ing prac­tices pre­vent con­sumer fraud and have other com­mon sense objec­tives. For some rea­son, tried and true enforce­ment was sac­ri­ficed on the altar of “free mar­kets”. But, free mar­kets aren’t sup­posed to be crooked mar­kets and it is time that Fed­eral reg­u­la­tors did their jobs and enforced exist­ing law and reg­u­la­tion. I believe that when the cur­rent rules and reg­u­la­tions are enforced you will find that the reg­u­la­tory gaps are small. 

    Oh, by the way, the SEC is a bas­ket case and needs to be restaffed with pro­fes­sion­als that believe in its mis­sion of pro­tect­ing the lit­tle guy, mak­ing sure that mar­kets are free and fair so that the cap­i­tal mar­kets work to everyone’s advan­tage and not just for a few Wall Street insiders.

    3.  Account­ing rules mat­ter; Sus­pend mark to mar­ket account­ing and reform secu­ri­ti­za­tion account­ing. Please get rid of mark to mar­ket account­ing now; it is a bad account­ing rule. When you announce that you are con­sid­er­ing get­ting rid of this rule, watch who gears up the PR cam­paign oppos­ing its elim­i­na­tion. They will be the peo­ple who have been prof­it­ing from mark to mar­ket account­ing. I am will­ing to bet that almost all of the lob­by­ists will be bankrolled by traders and fund man­agers that make money from the rule’s car­nage. After all, mark to mar­ket account­ing makes bet­ting on cor­po­rate value destruc­tion a near certainty.

    If account­ing rules mat­ter, bad reg­u­la­tory account­ing rules mat­ter even more. About 20 years ago bad reg­u­la­tory account­ing rules were enacted that apply to all banks and have the unin­tended side effect of encour­ag­ing the worst excesses of the secu­ri­ti­za­tion mar­ket. These rules reward banks that use the OPM model (i.e., “other people’s money”) to finance assets and penal­izes banks that want to cre­ate well cap­i­tal­ized invest­ment struc­tures. These bank reg­u­la­tory rules vir­tu­ally man­date the “orig­i­nate and sell” model of finance and need to be fixed imme­di­ately. Gen­er­ally accepted account­ing prac­tices have run amok try­ing to work around the bad bank reg­u­la­tory rules. The account­ing indus­try is about to “reform” the rules relat­ing to secu­ri­ti­za­tion account­ing in FAS rule 140 but the new rules con­tinue to make a mess of things. An inter­a­gency ini­tia­tive is needed to fix this mess. And, inter­a­gency coop­er­a­tion will only hap­pen with Pres­i­den­tial leadership.

    4.  Imme­di­ately out­law naked credit default swaps and other credit deriv­a­tives that aren’t tied to own­er­ship of under­ly­ing assets. What­ever ben­e­fit we get from naked credit default swaps is more than off­set by mar­ket abuses from the casino men­tal­ity they encour­age. In a naked credit default swap nei­ther coun­ter­party owns any of the under­ly­ing secu­ri­ties of the com­pany whose credit is being wagered upon. Gen­er­ally, the big money pro­po­nents of naked credit default swaps are spec­u­la­tors who jus­tify them­selves by claim­ing that “price dis­cov­ery” can only be achieved in the CDS casino. I think that prices should be estab­lished by buy­ing and sell­ing actual assets. There is no rea­son to have CDS book­ies tell us what things are worth. By the way, I can’t find any­one who is an insur­ance expert that can explain why credit default swaps aren’t a form of insur­ance con­tract and why they shouldn’t be reg­u­lated as an insurance.

    5.  Form gov­ern­ment spon­sored bond insur­ance com­pa­nies and return Fred­die Mac and Fan­nie Mae to their orig­i­nal mis­sion. Bond insur­ance com­pa­nies played an impor­tant role in the devel­op­ment and oper­a­tion of the cap­i­tal mar­kets. For years these pri­vately held com­pa­nies were the grease that made the wheels of munic­i­pal and con­sumer finance turn. It is not a coin­ci­dence that since the col­lapse of the “AAA” rated bond insur­ance com­pa­nies the cap­i­tal mar­kets have been a sham­bles. For decades the bond insur­ance com­pa­nies had a good busi­ness model. Unfor­tu­nately for a few years the bond insur­ance com­pa­nies did a bad job and as a result blew them­selves up. But, a few years of bad exe­cu­tion doesn’t change the fact that the basic busi­ness model pro­vided value. The gov­ern­ment needs to form and cap­i­tal­ize new bond insur­ance com­pa­nies with the goal of pri­va­tiz­ing them within 5 years when the cap­i­tal mar­kets recover. By the way, this will be the low­est cost and biggest “bang for the buck” mar­ket stim­u­lus that the Gov­ern­ment can do to free up the cap­i­tal markets.

    When they were formed Fred­die Mac and Fan­nie Mae were a form of bond insur­ance com­pany that made it easy for investors to pur­chase mort­gages and mort­gage backed secu­ri­ties. How­ever, over the last 20 years Fred­die Mac and Fan­nie Mae expe­ri­enced “mis­sion creep” and started directly invest­ing in mas­sive amounts of mort­gages. As their bal­ance sheet exploded, Fred­die Mac and Fan­nie Mae crowded out banks, thrifts and other mort­gage lenders and became the world’s largest investor of res­i­den­tial mort­gages. The orig­i­nal idea behind Fred­die Mac and Fan­nie Mae was sound and if re-implemented in a ratio­nal man­ner will pro­vide pri­vate investors with a chance to again put money to work in the insured mort­gage market.

    Mr. Obama, hope­fully you agree that my sug­ges­tions strike a bal­ance of short term stim­u­lus and struc­tural reform so that we don’t have a repeat of the last few years. Good luck as you lead the nation in what will hope­fully be a new and great chap­ter in our history.

  3. LUNCHTIME TALK: “IF I LIVE 1,000 YEARS I WILL NEVER UNDERSTAND THAT ACCOUNTING RULE! IT’S DISHONEST!”" rel="bookmark">LUNCHTIME TALK: “IF I LIVE 1,000 YEARS I WILL NEVER UNDERSTAND THAT ACCOUNTING RULE! IT’S DISHONEST!”

    1 Comment

    Last week I had lunch with Marty Schiff­man who told me that “If I live 1,000 years, I will never under­stand that account­ing rule! It’s dis­hon­est!” Marty was, of course, talk­ing about the appli­ca­tion of mark to mar­ket account­ing rules by major finan­cial insti­tu­tions. Marty Schiff­man is not the “aver­age” man on the street; he is the head of the Real Estate Group at Carl Marks and is a senior finance pro­fes­sional. In short, he knows what he is talk­ing about. 

    As I have writ­ten in sev­eral pre­vi­ous blog arti­cles, mark to mar­ket account­ing is per­haps the dumb­est and most mis­lead­ing set of account­ing rules ever pro­mul­gated by FASB. In my prior blogs, THE EARNINGS ILLUSIONFAS STATEMENT 157 AND FAS STATEMENT 159 and FAS STATEMENT 157 AND FAS STATEMENT 159 – CORPORATE EARNINGS MEET THE WIZARD OF OZ, I dis­cussed some of the more inane pro­vi­sions of these two account­ing state­ments includ­ing the abil­ity of com­pa­nies to man­u­fac­ture earn­ings by pre­tend­ing that they don’t have to repay their debts.At lunch, Marty told me that bad finan­cial report­ing causes a loss of con­fi­dence.  He doesn’t under­stand why mark to mar­ket account­ing isn’t trans­par­ent.  He explained that as the result of the rule, investors prac­ti­cally have to have a PhD in foren­sic account­ing in order to fig­ure out cor­po­rate earn­ings changes in a 10Q.  Marty got really ani­mated (and loud) when he told me that it was dis­hon­est for finan­cial insti­tu­tions to mark their lia­bil­i­ties to mar­ket and man­u­fac­ture earn­ings by pre­tend­ing they aren’t going to pay back their debts.  

    Of course, Marty and I agree that the integrity of finan­cial state­ments and report­ing is essen­tial for investor con­fi­dence. The US bank­ing and finan­cial sys­tems are based upon “con­fi­dence” which, if lost, will tank the systems.

    We only need to look at the cri­sis that beset the US in 1933 to under­stand what hap­pens when we lose con­fi­dence and stop believ­ing. As Franklin D. Roo­sevelt stepped for­ward to address the nation in his first inau­gural address, a loss of con­fi­dence had par­a­lyzed the nation and was destroy­ing the fab­ric of society.

    Below are some of FDR’s time­less words from that famous 1933 inau­gural speech which words seem entirely appro­pri­ate today:

    …[asset] [v]alues have shrunken to fan­tas­tic levels…our abil­ity to pay has fallen…the means of exchange are frozen in the cur­rents of trade…the sav­ings of many years in thou­sands of fam­i­lies are gone..

    …Yet our dis­tress comes from no fail­ure of sub­stance… no plague of locusts… the rulers of the exchange of mankind’s goods have failed, through their own stub­born­ness and their own incompetence…[p]ractices of the unscrupu­lous money chang­ers stand indicted in the court of pub­lic opin­ion, rejected by the hearts and minds of men.

    True they have tried, but their efforts have been cast in the pat­tern of an out­worn tra­di­tion. Faced by fail­ure of credit they have pro­posed only the lend­ing of more money. Stripped of the lure of profit by which to induce our peo­ple to fol­low their false lead­er­ship, they have resorted to exhor­ta­tions, plead­ing tear­fully for restored con­fi­dence. They know only the rules of a gen­er­a­tion of self-seekers. They have no vision, and when there is no vision the peo­ple perish…

    …there must be an end to a con­duct in bank­ing and in busi­ness which too often has given to a sacred trust the like­ness of cal­lous and self­ish wrong­do­ing. Small won­der that con­fi­dence lan­guishes, for it thrives only on hon­esty, on honor, on the sacred­ness of oblig­a­tions, on faith­ful pro­tec­tion, on unselfish per­for­mance; with­out them it can­not live…

    …there must be a strict super­vi­sion of all bank­ing and cred­its and invest­ments; there must be an end to spec­u­la­tion with other people’s money, and there must be pro­vi­sion for an ade­quate but sound currency….

    …the only thing we have to fear is fear itself—nameless, unrea­son­ing, unjus­ti­fied ter­ror which par­a­lyzes needed efforts to con­vert retreat into advance.”

    Marty under­stands that account­ing rules make a dif­fer­ence, that hon­esty and integrity are impor­tant, and that con­fi­dence is being destroyed.  That’s what he told me at lunch.  Why is it that as we enter the sec­ond year of the credit cri­sis our national and eco­nomic lead­ers do not under­stand what Marty knows?  Let’s hope that we never again need a Pres­i­dent to give another speech like FDR’s inau­gural address.   

  4. SUNSHINE’S FIXES” – FIVE REGULATORY FIXES THAT CAN BE ENACTED IMMEDIATELY" rel="bookmark">SUNSHINE’S FIXES” – FIVE REGULATORY FIXES THAT CAN BE ENACTED IMMEDIATELY

    49 Comments

    Yes­ter­day on FOX Busi­ness Net­work I was inter­viewed by Con­nell McShane and dis­cussed the Fed­eral Reserve’s “reg­u­la­tory fixes” for the sub-prime mort­gage mar­ket. Dur­ing the inter­view, I sug­gested that the new Fed­eral Reserve reg­u­la­tions are a joke and make us a global laugh­ing stock. I stated that the “US doesn’t have a short­age of laws” but that our reg­u­la­tors and the Admin­is­tra­tion need to be seri­ous about their jobs as mar­ket “cops”. The clip is pre­sented at the bot­tom of this blog entry.

    Since the inter­view I have received e-mails and calls crit­i­ciz­ing me for com­plain­ing about Wash­ing­ton but not pro­vid­ing sug­ges­tions that can help the prob­lem. So after two days of crit­i­cism here goes… five reg­u­la­tory fixes that can hap­pen imme­di­ately and with­out addi­tional legislation.

    FIX #1 — Restore trans­parency by enforc­ing secu­ri­ties dis­clo­sure laws includ­ing Sar­banes Oxley. Full and fair dis­clo­sure of all rel­e­vant infor­ma­tion to make informed invest­ment deci­sions is the cor­ner­stone of free mar­kets. For decades the SEC was a ded­i­cated and dili­gent dis­clo­sure cop. For the past sev­eral years they haven’t been on the job. Man­age­ment teams aren’t held account­able and daily “sur­prises” are taken for granted from the banks and brokerages.

    The SEC’s enforce­ment fail­ures sanc­tion “bad” cor­po­rate behav­ior and make the SEC a cheer­leader for “moral haz­ard” in action. Dis­clo­sure and trans­parency are so weak that man­age­ment teams don’t even know what their com­pa­nies are doing or why.

    Finan­cial ser­vices reform starts with active and per­sis­tent enforce­ment of the secu­ri­ties laws, some of which have been on the books since the 1930’s. No addi­tional leg­is­la­tion is nec­es­sary for this change to be enacted immediately.

    FIX #2 — 5 year phase in of reg­u­la­tory and account­ing con­sol­i­da­tion of all off bal­ance sheet assets, lia­bil­i­ties, deriv­a­tives and credit default swaps. As off bal­ance sheet items are con­sol­i­dated with the own­ing insti­tu­tions, exist­ing cap­i­tal require­ments will kick in and require ade­quate lev­els of cap­i­tal­iza­tion. Dur­ing the phase in period pro forma dis­clo­sure with full man­age­ment expla­na­tions should be required so every­one can eval­u­ate risk. The rea­son that a phase in period is nec­es­sary is because many banks and other finan­cial ser­vices com­pa­nies would be insol­vent with­out time to recap­i­tal­ize and repair their bal­ance sheets.

    The SEC, Fed­eral Reserve, OCC, OTS and state bank­ing reg­u­la­tors have the reg­u­la­tory author­ity to imme­di­ately make this account­ing change on call reports, includ­ing bank hold­ing com­pa­nies, and the SEC has the author­ity to require this for all pub­lic com­pa­nies (by amend­ing Rule S-X and Rule S-K). No addi­tional leg­is­la­tion is nec­es­sary for this change to be enacted immediately.

    FIX #3 — Direct reg­u­la­tion of large bro­ker deal­ers by the Fed­eral Reserve through amend­ment of Pri­mary Dealer Agree­ments. All of the large US bro­ker­age firms are pri­mary deal­ers and have a “con­trac­tual rela­tion­ship” with the Fed­eral Reserve. It is impor­tant for the pri­mary deal­ers to main­tain their “spe­cial sta­tus”. In order to main­tain their pri­mary dealer sta­tus, all such firms need to adhere to cer­tain cap­i­tal­iza­tion and safety and sound­ness stan­dards. Amend­ing the pri­mary dealer min­i­mum stan­dards will pro­vide the Fed­eral Reserve with the nec­es­sary over­sight that they need to make sure that the large bro­ker­age firms are ade­quately cap­i­tal­ized and don’t cre­ate sys­temic risk to the finan­cial system.

    Sug­gested mod­i­fi­ca­tions to the rela­tion­ship between the Fed­eral Reserve and the pri­mary deal­ers include enhanced cap­i­tal and oper­at­ing require­ments, adher­ence to safety and sound­ness require­ments, enhanced dis­clo­sure require­ments and con­sol­i­dated cap­i­tal require­ments (i.e., includ­ing all affil­i­ates of the bro­ker dealer taken on a con­sol­i­dated basis). Cur­rently, bro­ker­age firms have the option to not be pri­mary deal­ers and the Fed­eral Reserve can exclude any firm from being a pri­mary dealer if it doesn’t com­ply with Fed­eral Reserve require­ments. But all of the large firms need to be pri­mary deal­ers for valid busi­ness rea­sons and they will all com­ply with rea­son­able require­ments to main­tain that sta­tus. No addi­tional leg­is­la­tion is nec­es­sary for this change to be enacted immediately.

    FIX #4 — Fix mark to mar­ket account­ing rules. The SEC has the abil­ity to uni­lat­er­ally and imme­di­ately fix the mark to mar­ket account­ing rules by amend­ing Rule S-X and Rule S-K.  Mark to mar­ket account­ing rules need to be changed so that they don’t apply to invest­ments where there isn’t a “mar­ket” (hence noth­ing to mark to).  And, the fan­tasy of mark­ing lia­bil­i­ties to “mar­ket” as if they aren’t going to be repaid by the bor­rower is a ridicu­lous and dan­ger­ous appli­ca­tion of what I believe is the worst account­ing rule ever. No addi­tional leg­is­la­tion is nec­es­sary for this change to be enacted immediately.

    FIX #5 — Require all reg­u­lated enti­ties and pub­licly traded com­pa­nies to stop out­sourc­ing their credit deci­sions to rat­ing agen­cies. While rat­ings are a valu­able tool that when prop­erly used are extra­or­di­nar­ily impor­tant to the credit eval­u­a­tion func­tion, banks, bro­ker­ages and other reg­u­lated and/or pub­lic com­pa­nies can­not con­tinue to com­pletely out­source their credit deci­sions to the rat­ing agen­cies. Credit eval­u­a­tion poli­cies and pro­ce­dures must be amended, dis­closed and fol­lowed. No addi­tional leg­is­la­tion is nec­es­sary for this change to be enacted immediately.

    Sunshine’s Fixes rely on a com­mon sense approach to appli­ca­tion of reg­u­la­tory author­ity that will have an imme­di­ate impact on investor con­fi­dence. Our finan­cial mar­kets don’t have to con­tinue to be the global laugh­ing stock and it is essen­tial to our econ­omy that we improve immediately.

    How about if the reg­u­la­tors start this process now?

     

    [flv:7_15_FRR.flv 325 255]

  5. FAS STATEMENT 157 AND FAS STATEMENT 159 – CORPORATE EARNINGS MEET THE WIZARD OF OZ" rel="bookmark">FAS STATEMENT 157 AND FAS STATEMENT 159 – CORPORATE EARNINGS MEET THE WIZARD OF OZ

    Leave a Comment

    Some­times real­ity is stranger than fic­tion and mark to mar­ket account­ing is one of the strangest real­i­ties in gen­er­a­tions. By adopt­ing FAS State­ment 157 (Fair Value Account­ing)  and the related FAS State­ment 159 (the Fair Value Option for Finan­cial Assets and Lia­bil­i­tites), the Finan­cial Account­ing Stan­dards Board (“FASB”) has made cor­po­rate earn­ings a trip down the Yel­low Brick Road to the Emer­ald City in the Land of Oz. Only the account­ing rules of Stal­in­ist Russ­ian (also based upon lessons learned by watch­ing the Wiz­ard of Oz) make less sense than FAS State­ment 157 and FAS State­ment 159.

    While there are many things not to like or respect about mark to mar­ket account­ing, the dumb­est is the require­ment to mark to mar­ket lia­bil­i­ties of a bor­rower. Basi­cally, if the mar­ket value for a company’s debt goes down, the com­pany gets to book a gain equal to the amount of the decrease in mar­ket value. As an exam­ple, if a com­pany bor­rows $100, it will record a $100 lia­bil­ity on its bal­ance sheet. How­ever, if for any rea­son the mar­ket value of the debt goes down (as an exam­ple to $80), the com­pany will record a gain of $20 and reduce its lia­bil­ity to $80. Of course, the com­pany still owes $100 to its lenders, but under FAS State­ment 157 it gets to “pre­tend” that it only owes $80. Over time, the $20 gain will be recap­tured as an expense so that when the com­pany pays back its $100 oblig­a­tion it will nei­ther record a gain nor a loss on such pay­ment. As such, earn­ings from the mark­ing to mar­ket of lia­bil­i­ties aren’t earn­ings at all, they are a manip­u­la­tion of rev­enue, expenses and net worth. And, FAS State­ment 157 and 159 is a shame­less exer­cise in account­ing deception.

    The appli­ca­tion of FAS State­ment 157 and FAS State­ment 159 to lia­bil­i­ties flies in the face of most of the major ten­ants of account­ing. No longer should we assume that com­pa­nies are “going con­cerns” that will repay their debts when due. Nor should the dis­cern­ing reader of finan­cial state­ments take for granted that rev­enues and expenses are related to the for­tunes of the com­pany that is report­ing (as con­trasted with all of the other rea­sons that debt trades above or below par) or has any rela­tion­ship to the time period being reported upon.

    Earn­ings” from the mark­ing to mar­ket of lia­bil­i­ties (if one can even call them earn­ings) are of such low “qual­ity” that when ana­lyz­ing the finan­cial state­ments of com­pa­nies such gains must be backed out of both book value and income. Sim­i­lar adjust­ments need to be made when expenses rise because gains from mark to mar­ket adjust­ments are recap­tured in future peri­ods (as they will be). And, alter­nate sets of finan­cial state­ments that don’t reflect “Oz account­ing” need to be pre­pared and main­tained by investors and stakeholders.

    While FASB is play­ing the part of the Wiz­ard of Oz, what role is the SEC play­ing in this fic­tion? The SEC doesn’t have to go along with FASB. It has the legal right and abil­ity to require dif­fer­ent account­ing and dis­clo­sure stan­dards for report­ing com­pa­nies that would be log­i­cal, clear and trans­par­ent. Sim­ple clar­i­fi­ca­tion of Rule S-K and Rule S-X would take care of the prob­lem and the SEC requires no addi­tional leg­is­la­tion to effect this change.

    So again I won­der, who is the SEC try­ing to be in this real life ver­sion of the Wiz­ard of Oz? Maybe the SEC is try­ing to play the part of the Cow­ardly Lion since it seems afraid to stand up to the scary tech­no­crat accoun­tants at FASB. Or, maybe the SEC is the Scare­crow (I have often sus­pected the SEC looks up to the Scare­crow as a role model) and sim­ply has no brain.

    Some day we will all know who the SEC is because it surely isn’t an intel­li­gent reg­u­la­tor that believes its mis­sion is to pro­tect the pub­lic inter­est through full, fair and real­ity based disclosure.

    But one thing is clear “…..we’re not in Kansas anymore”.

  6. MINIMUM STANDARDS FOR CEOs OF GLOBAL BANKSWHAT SHOULD THEY KNOW ABOUT LEVERAGE?" rel="bookmark">MINIMUM STANDARDS FOR CEOs OF GLOBAL BANKSWHAT SHOULD THEY KNOW ABOUT LEVERAGE?

    9 Comments

    I have been an out­spo­ken critic of too much lever­age in the finan­cial sys­tem for the past sev­eral years. On CNBC and Fox Busi­ness Net­work I have spo­ken out against the dan­gers of bank and bro­ker­age over lever­age and sug­gested that such over lever­age could cause a repeat of the Great Depres­sion. Like a giant oil slick, the finan­cial ser­vices sec­tor of the United States has been an inch deep and a mile wide for years. Clips of some of those inter­views can be found at http://www.firstcapital.com/financial_news.html. Reg­u­la­tors don’t seem to care about man­age­ment strate­gies that have dri­ven the econ­omy into the ditch and share­hold­ers don’t seem wor­ried about man­agers that lack both com­mon sense and basic finan­cial training.

    The events of the last 12 months have seemed so unbe­liev­able to me that I have started to won­der if there are ANY min­i­mum stan­dards of knowl­edge and train­ing to be the CEO or CFO of a global United States based finan­cial institution.

    Many jobs in the United States have min­i­mum edu­ca­tional and train­ing stan­dards. Doc­tors attend med­ical school and get licensed. Lawyers are trained in law school and take the Bar Exam­i­na­tion. Even the peo­ple that take care of our pets, fix toi­lettes and build our houses have stan­dards that they must meet before they can hold them­selves out as experts.

    But, what about the exec­u­tives of large banks and bro­ker­ages? What are their min­i­mum edu­ca­tional or com­pe­tency stan­dards and do they meet such standards?

    It turns out that pretty much the answer is CEOs and CFOs do not pass any exam­i­na­tion, are not licensed and have no min­i­mum edu­ca­tional stan­dard. Who is qual­i­fied to be a bank CEO or CFO has been pretty much left up to the Board of Direc­tors of each institution.

    With no “national stan­dard” for bank and bro­ker­age CEOs and CFOs I decided that I would cre­ate my own stan­dards and bench­marks for mea­sur­ing com­pe­tence. So, this blog is about the stan­dards that I think should apply to the lead­ers of global finan­cial insti­tu­tions and whether or not CEOs/CFOs meet such standards.

    • Edu­ca­tion. I think that edu­ca­tional stan­dards fly in the face of this country’s “Hor­a­tio Alger” ethic and are “elit­ist”. After all, Abe Lin­coln only had about 1 year of for­mal edu­ca­tion and was per­haps the great­est Pres­i­dent of the United States (http://showcase.netins.net/web/creative/lincoln/education/glance.htm). Lin­coln prob­a­bly could have run a bank or bro­ker­age (after all he ran a civil war). Vin­cent McMa­hon, CEO of World Wrestling Enter­tain­ment, is able to run a large and suc­cess­ful cor­po­ra­tion and he prob­a­bly doesn’t have any for­mal edu­ca­tions (other than per­haps in phar­ma­col­ogy). If McMa­hon can run wrest­ing he can run a bank. George Bush went to col­lege (and grad­u­ate school) but pre­tends that he didn’t. Pres­i­dent Bush runs a whole coun­try!! And, Howard Hughes didn’t grad­u­ate from col­lege even though he was pretty smart. I am cer­tain Mr. Hughes could have been a banker in today’s environment.

       

      And, since col­lege isn’t required nei­ther should knowl­edge of eco­nom­ics, finance, account­ing or eco­nomic his­tory. Nor will require­ments include higher level math such as Alge­bra, cal­cu­lus or sta­tis­tics. CEO/CFO can­di­dates shouldn’t be expected to mas­ter more than basic addi­tion, sub­trac­tion, mul­ti­pli­ca­tion and divi­sion (with a calculator).

       

    • Work expe­ri­ence and/or appren­tice­ship require­ments. Abe Lin­coln didn’t have a lot of exec­u­tive expe­ri­ence before being Pres­i­dent, so nei­ther should bank CEOs/CFOs. Hedge fund man­agers, i.e., the “Kings” of cor­po­rate finance, don’t need any prior expe­ri­ence (and many of them don’t have any). So why should a higher stan­dard be imposed on CEOs/CFOs of global finan­cial insti­tu­tions?

       

    • Min­i­mum read­ing and gen­eral knowl­edge and where to find it. There are some stan­dards that I think should apply in terms of gen­eral knowl­edge and min­i­mum read­ing mate­r­ial. How­ever, given no real edu­ca­tion, work expe­ri­ence or appren­tice­ship require­ments, these stan­dards need to be “rea­son­able”.

      After reject­ing the local pub­lic library as a source of read­ing mate­r­ial for high level finan­cial exec­u­tives (remem­ber I want to have rea­son­able stan­dards for our nation’s finan­cial lead­ers and most books in the library have “big words”), I decided to go to Barnes and Noble. If it is impor­tant to know it is prob­a­bly found in the exten­sive selec­tion at Barnes and Noble.

    In the busi­ness sec­tion of Barnes and Noble I found two busi­ness books that seem per­fect. Nei­ther book used big words or a required lot of math, and to under­stand them an advanced degree (like an Associate’s Degree from Palm Beach County Com­mu­nity Col­lege) wasn’t required.

    The first book I chose, The Lit­tle Book of Value Invest­ing is part of the “Lit­tle Book” series pub­lished by Wiley.

    In the dust cover the pub­lish­ers ask “Do you care about your money?” Well, bank and bro­ker­age CEOs and CFOs are sup­pose to care about money. The pub­lish­ers claim that that only an IQ of 125 is nec­es­sary to under­stand the book. In fact, The Lit­tle Book of Value Invest­ing says that that any IQ greater than 125 is “wasted.” Well, an IQ require­ment was a new con­cept but one that I decided is rea­son­able. But what “sealed the deal” for The Lit­tle Book was the fact that the pub­lish­ers claim that the reader will “[learn] to put your money to work like a banker” (and since we are search­ing for proper stan­dards of knowl­edge for bank CEOs and CFOs….). And, for read­ers that have trou­ble read­ing, there is an audio ver­sion of this book. Barnes and Noble fea­tures The Lit­tle Book of Value Invest­ing on their web site at http://search.barnesandnoble.com/booksearch/results.asp?WRD=the+little+book+of+value+investing.


     

    The sec­ond book, Value Invest­ing for Dum­mies, is even more nat­ural for money cen­ter bank CEOs/CFOs. Value Invest­ing for Dum­mies claims to teach how to “detect hid­den agen­das in finan­cial reports.”, “under­stand finan­cial state­ments” and “assess a company’s value”. The book explains “fun­da­men­tals and intan­gi­bles”, has “tear-out cheat sheet(s)” and fea­tures “a dash of humor and fun”.

    The Dum­mies series of books are well known ref­er­ence books for dis­cern­ing read­ers and learn­ers. After all, the Dum­mies series has mas­tered such eso­teric and dif­fi­cult top­ics such as sea­sonal addic­tive dis­or­ders in their Sea­sonal Addic­tive Dis­or­ders for Dum­mies (a must read for all men­tal health pro­fes­sion­als), the conun­drum of the human genome in their ground­break­ing Genet­ics for Dum­mies work (I under­stand it is required read­ing at most med­ical schools), the mys­tery of the 1980s per­sonal com­puter in their newly revised DOS for Dum­mies (finally an easy to under­stand ref­er­ence book for peo­ple with a com­puter pho­bia) and how to kill time while wait­ing in an air­port in the sem­i­nal work Su Doku for Dum­mies (if only I had this on my last trip to Asia). The most author­i­ta­tive list of Dum­mie books can be found on the Barnes and Noble web site at http://browse.barnesandnoble.com/browse/nav.asp?visgrp=nonfiction&n=1000005131&ne=1000005131&Ns=SERIES_NUMBER.


     

    So, what about those min­i­mum stan­dards for the global finan­cial leaders?

    What should they know about leverage?

    Accord­ing to The Lit­tle Book of Value Invest­ing quite a bit.

    In the “Lit­tle Book” chap­ter titled “Sift­ing Out the Fool’s Gold” I learned

    The first and most toxic rea­son that [com­pa­nies don’t do well] is too much debt. In good times, com­pa­nies with decent cash flow may bor­row large amount of money on the the­ory that if they con­tinue to grow, they can meet the inter­est and prin­ci­pal pay­ments in the future. Unfor­tu­nately, the future is unknow­able, and com­pa­nies with too much debt have a much smaller chance of sur­viv­ing and eco­nomic downturn.”

    The Lit­tle Book chap­ter titled “Give the Com­pany a Phys­i­cal” con­tin­ues to teach and illu­mi­nate in terms that every­one can understand.

    Much as a doc­tor con­sults patients’ charts to see what con­di­tion they are in, look to the bal­ance sheet to see what shape the com­pany is in. The doc­tor needs to know all the vital signs to make a diag­no­sis. A bal­ance sheet is effec­tively a company’s med­ical chart….”

    Read­ers are told that they

    ….want to make sure that the com­pany is not overly bur­dened with debt, and that there is enough cap­i­tal to stay in busi­ness dur­ing bad times.”

    Lever­age trends are iden­ti­fied as impor­tant in the Lit­tle Book when it con­tin­ues to state

    …it is use­ful to observe trends over the past few years. Are lia­bil­i­ties grow­ing faster than assets? This could be an indi­ca­tion that the com­pany has to bor­row more and more money just to stay afloat…”

    How­ever, Mr. Browne (the author of the Lit­tle Book) appears to be a purest (which is per­haps a con­tro­ver­sial posi­tion) when he states that he

    …prefer(s) to sub­tract intan­gi­ble assets from [equity]” when cal­cu­lat­ing the amount of debt to equity because equity less intan­gi­bles gives him “…a bet­ter pic­ture of how much actual equity there is in a com­pany that could poten­tially be real­ized if needed.”

    The Lit­tle Book of Value Invest­ing con­tin­ues to warn

    In gen­eral a high debt-to-equity ratio means that a com­pany has been financ­ing its growth by bor­row­ing. Lever­ag­ing the com­pany by increas­ing debt lev­els is a double-edged sword….there is a real dan­ger of default and bank­ruptcy down the road. The less debt on the bal­ance sheet, the grater the mar­gin of safety.”

    In con­clu­sion the Lit­tle Book points out

    A strong bal­ance sheet is a good indi­ca­tor of a company’s sta­mina, its abil­ity to sur­vive when the going gets tough.”

    Value Invest­ing for Dum­mies has sim­i­lar lessons for CEOs/CFOs when in “Fun­da­men­tals for Fun­da­men­tal­ists” it asks and answers the “age old” ques­tion of “How much [debt] is too much?”

    [The] exces­sive use of debt sig­nals poten­tial dan­ger if things don’t turn out the way a com­pany expects them to. Lever­age is a good thing when things are going a company’s way. Debt financ­ing can be used to pro­duce more ….profit and, in the end, a big­ger business….But as every­one knows, this can work the other way….Industry stan­dards and com­mon sense apply to debt-to equity ratios.?”

    Later in Value Invest­ing for Dum­mies the reader is again warned that

    Finan­cial lever­age can be a good thing – to a point, and as long as things are going well.”

    So, how do the CEOs/CFOs some lead­ing banks and bro­ker­age firms stand up the stan­dard of know­ing and apply­ing the infor­ma­tion found in The Lit­tle Book of Value Invest­ing and Value Invest­ing for Dum­mies?

    Let’s start with the man­age­ment team from Bear Stearns. As it turns out, when it failed Bear Stearns had the high­est debt lev­els of any of the major bro­ker­age firms. At 33.53 to 1 at the end of 2007 Bear Stearns was mas­sively over­lever­aged and appar­ently didn’t under­stand that with so much debt “there [was] a real dan­ger of default and bank­ruptcy down the road.” (from The Lit­tle book of Value Invest­ing). And the trends for the past 5 years of lever­age were bad. Man­age­ment didn’t real­ize that they were increas­ing the risk of a fail­ure and up until the very end had lit­tle idea of the trou­ble that they were in. More­over, com­mon sense would sug­gest that when the com­pany was “burn­ing down” play­ing tour­na­ment bridge prob­a­bly wasn’t the best crises man­age­ment strat­egy. Clearly, the man­age­ment team at Bear Stearns needed to spend some time at Barnes and Noble hon­ing their skills and as a result failed the com­pe­tency test (not a big surprise).

    The Lehman Broth­ers team in place dur­ing 2007 also failed the com­pe­tency test. With lever­age at approx­i­mately 30.70 to 1 (and hav­ing added mate­r­ial amounts of addi­tional lever­age dur­ing 2005, 2006 and 2007) they only seem to have a mar­gin­ally bet­ter under­stand­ing about risk and lever­age than the Bear Stearns team (maybe that is why Lehman Broth­ers almost failed like Bear Stearns). How­ever, Lehman’s new CFO Erin Callan seems to pass the com­pe­tency test. Since she took over as CFO the firm has been reduc­ing its debt bur­den while at the same time increas­ing its equity and improv­ing its “Net Lever­age” ratio by almost 25%. By the way, Erin under­stands that when cal­cu­lat­ing Net Lever­age she is sup­posed to deduct good­will and other intan­gi­bles from equity as sug­gested by The Lit­tle Book. Erin appears to be the star of the Lehman Broth­ers exec­u­tive suit.

    At Cit­igoup the team headed up by Chuck Prince clearly didn’t
    know what was in either the Dum­mie or the Lit­tle Book series and were appro­pri­ately ter­mi­nated. How­ever, the new team lead by Vikram Pan­dit seems to have the “right stuff.” He is rais­ing cap­i­tal and reduc­ing debt as fast as humanly pos­si­ble. I guess his team has been hang­ing out at the Starbuck’s in his neigh­bor­hood Barnes and Noble.

    What about First Cap­i­tal? First Cap­i­tal oper­ates at a Net Lever­age Ratio of about 3 to 1 (which is about 1/10th of Lehman Broth­ers’ ratio after Ms. Callan began to per­form her magic and 1/15th of Citigroup’s Net Lever­age Ratio at Decem­ber 31, 2007). We didn’t increase our lever­age over the last 5 years and are care­ful to man­age both debt and equity to main­tain what is con­sid­ered to be a “fortress” bal­ance sheet. I guess we pass the lever­age com­pe­tence test.

    In future blogs I will dis­cuss addi­tional CEO/CFO com­pe­tency tests using cri­te­ria found in The Lit­tle Book of Value Invest­ing and Value Invest­ing for Dum­mies. I am con­fi­dent that First Cap­i­tal will con­tinue to pass the test but less con­fi­dent about others.