At last, some sensible commentary on bank levy | MacroBusiness

From Leith van Onselen:

……The bank levy helps internalise some of the cost of the extraordinary public support that the big banks receive from taxpayers via the Budget’s implicit guarantee (which provides a two-notch improvement in the banks’ credit ratings), the RBA’s Committed Liquidity Facility, the implementation of deposit insurance, and the ability to issue covered bonds. All of these supports have helped significantly lower the banks’ cost of funding and given them the ability to derive super profits.

As noted by Chris Joye on Friday, the 0.06% bank levy is also very ‘cheap’, since it would only recover around one-third of the funding advantage that the big banks receive via taxpayer support:

“If the two notch government support assumption is removed from these bonds, their cost would jump by 0.17 per cent annually to 1.11 per cent above cash based on the current pricing of identical securities. So the majors are actually only paying 35 per cent of the true cost of their too-big-to-fail subsidy…

Requiring banks to pay a price for the implicit too-big-to-fail subsidy is universally regarded as best practice because it minimises the significant moral hazards of having government-backed private sector institutions that can leverage off their artificially low cost of capital to engage in imprudent risk-taking behaviour.”

Again, what better way to internalise some of the cost of the government’s support than extract a modest return to taxpayers via the 6 basis point levy on big bank liabilities?

The Turnbull Government’s unexpected bank levy announcement is the single best thing to come out of the 2017-18 Budget. It deserves widespread support from the community and parliament.

I have my doubts that the new bank levy is a step in the right direction. Most observers would agree that the banks are getting a free ride at the taxpayers expense, but this is not a solution.

Remember that the Commonwealth Treasury is not an insurance fund. And the risk premiums (levy) collected will go to fill a hole in the current budget, not to build up a fund against the future risk of a banking default.

There is no way to avoid it. Australian banks are under-capitalized, with about 6% capital against unweighted risk exposure (leverage ratio). Charging a bank levy does not solve this. Raising (share) capital does.

The levy merely provides the banks with another argument against raising more capital. I would much rather see a levy structured in such a way that it penalizes banks who do not carry sufficient capital, creating an incentive for them to raise further equity.

Neel Kashkari, President of the Minneapolis conducted a study to determine how much capital banks need to carry to avoid relying on taxpayer bailouts. The conclusion was that banks need about 15% capital against (unweighted) risk exposure. Too-big-to-fail banks require slightly more: a leverage ratio of about 18%.

Source: At last, some sensible commentary on bank levy – MacroBusiness

APRA considers two per cent capital adequacy increase

by Robin Christie | 14 Jul 2015

The Australian Prudential Regulation Authority (APRA) has stated that the major banks would need to increase their capital adequacy ratios by at least two per cent to meet Financial System Inquiry (FSI) recommendations.

APRA has been comparing the capital position of the Australian major banks against a group of international counterparts, and the results of this study, released today, have led to the two per cent figure being mooted.

The study was implemented as a direct response to the FSI final report’s first recommendation, that APRA should “set capital standards such that Australian authorised deposit-taking institution [ADI] capital ratios are unquestionably strong”. This would mean making sure that Australian ADIs sit in the top quartile of internationally-active banks in capital adequacy terms.

….the statement adds that APRA is committed to ensuring that any capital adequacy requirement improvements occur “in an orderly manner”. This process would take into account Australian ADIs’ ability to manage the impact of any changes “without undue disruption to their business plans”.

While APRA hasn’t made a decision on whether it will go as far as mandating a two per cent increase in capital adequacy ratios…. it has stated that Australian ADIs should be well placed to accommodate its directives over the next few years – “provided they take sensible opportunities to accumulate capital”.

Bear in mind that capital adequacy ratios are measured against risk-weighted assets, where asset values are adjusted for the perceived risk of default. Australian banks have historically used risk weightings as low as 15% for residential mortgages compared to 50% in the US. That means that a bank with a capital ratio of 10% would only hold 1.5% capital against residential mortgages. And a 2% increase, to a capital ratio of 12%, would only increase capital cover to 1.8%. Revision of risk weightings is more important than an increase in the capital ratio, especially given Australia’s precarious property market.

Read more at APRA considers two per cent capital adequacy increase.

APRA: Australian banking system ‘more sound’

Interesting choice of words:

[Australian Prudential Regulation Authority chairman John Laker] said the Australian banking system was more sound than it was five or six years ago.

“We know that because we managed to negotiate the financial crisis without the fallout for our financial systems,” he said.

“The banking sector is holding more capital, it’s holding higher quality capital, it is holding more liquid assets.”

What he did not say is that Australian banks are financially sound and holding enough capital — and we are unlikely to hear that before banks double their current “improved” capital and leverage ratios.

Read more at Housing bubble worries 'alarmist': RBA | Business Spectator.

Imbalances in the Australian housing market | Chris Joye

Chris Joye from the Financial Review warns on Radio National that imbalances that may be developing in the Australian housing market:

Hat tip to Leith van Onselen at Macrobusiness.com.au who comments:

“My only observation is that governments of all persuasions have for too long abrogated their responsibilities for housing policy to the RBA – allowing affordability concerns to be addressed via continuous lowering of interest rates, rather than addressing the underlying causes of poor affordability through supply-side and taxation reform.”