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European bank funding - A long, dry summer

2013-08-27 10:49:38

Smaller banks on Europe s periphery are still struggling to find funding

IN TIMES of drought the great migrating herds on Africa s plains splinter, the

strong pulling ahead and the weak falling behind. So it is for Europe s banking

system. Over the past few years a cross-border banking market has unravelled

into a collection of national ones. There has been a massive $2.2 trillion

reduction in bank lending across borders within the euro area since 2008.

Borrowing costs in peripheral countries have shot up, driven largely by an

increase in the interest rates that countries such as Italy and Spain have to

pay. The divergence in borrowing costs between German and Spanish firms is

close to 1.5 percentage points, compared with just a few basis points (bps), or

hundredths of a percentage point, two years ago.

Just as the pack of nations is stringing out, so there is dispersion within

Europe s peripheral countries. Gaps have emerged between very big and

diversified banks such as Santander, BBVA, Intesa Sanpaolo and UniCredit, which

are able to fund themselves in wholesale markets and from deposits, and their

smaller brethren.

The cost of buying default insurance on the debt of Italian banks, a (somewhat

imperfect) proxy for their borrowing costs, stands at about 330 bps on average,

or $330,000 to protect $10m of debt for five years. Yet this hides wide

variation. The cost of buying credit-default swaps (CDSs) on the debt of

Intesa, Italy s biggest bank by domestic market share, is 295 bps while that of

insuring debt issued by Monte dei Paschi di Siena, a smaller and admittedly

troubled rival, is 708 bps. A similar if less extreme divergence is evident in

Spain. The CDS on Santander, Spain s biggest bank, is 260 bps while that on

Bankinter, a feisty rival, is 329 bps.

Two things determine banks funding costs apart from the country in which they

are based. One seems to be how well capitalised they are. A recent IMF staff

paper found a firm link between the balance-sheet strength of Italian banks and

their borrowing costs. The other is size and diversification. Very banks that

are deemed to be too big to fail seem to have the confidence of investors in

bond markets. So too do those banks, such as Santander or UniCredit, whose wide

spread of businesses can help them weather downturns in their home markets.

Smaller banks tend to have concentrated assets and are seen as vulnerable to

shocks. This dispersion between big and small is true in most places, but seems

to be particularly acute in countries hit by the euro crisis.

Differences in funding costs are also found in the market for retail deposits,

with the biggest national banks able to increase their share of the market at

the expense of smaller rivals. Over the past year Santander s Spanish deposits

have increased by 19%, BBVA s by 27%. In contrast deposits at Bankia, a

bailed-out Spanish bank, have fallen by more than a quarter over the past 18

months.

A loss of deposits drives up banks funding costs, since deposits are often

cheaper than borrowing on capital markets; it also increases their

loan-to-deposit ratio, a marker of vulnerability to droughts in wholesale

markets. This creates the risk of a vicious circle. Straggling banks have to

pay more to get funding, which in turn reduces their profitability and hurts

their ability to generate capital and set aside provisions. That limits their

access to funding, forcing them to cut their balance-sheets.

A recent proposal by the European Commission to bail in the debt of failed

banks is likely to make investors even more skittish about buying the bonds of

weaker banks. The botched bail-out of Cyprus in March may also frighten savers

into staying away from smaller or feebler banks for fear their deposits are at

risk.

The travails of smaller European banks in peripheral countries are likely to

have two big consequences. The first is on the supply of credit to small and

medium-sized enterprises (SMEs), many of which rely on small regional lenders

rather than big national ones. A far higher proportion of total lending at

banks such as Spain s Sabadell and Popular is to SMEs than it is at big banks

such as UniCredit and Santander (see chart).

Many small European banks are unable to raise capital because they are mutuals

or co-operative banks, and thus cannot issue equity in order to meet new

regulatory targets; others will simply struggle to persuade investors to stump

up. They are likely to cut their balance-sheets instead. Some of the bigger

banks are promising to lend more to fill the gap that will leave, but it takes

time to transfer borrowers from one bank to another, especially if their risk

standards differ. Big diversified banks may also be reluctant to increase their

exposure to their troubled home markets.

The second consequence is likely to be further consolidation of banking

markets. Huw van Steenis, an analyst at Morgan Stanley, points out that Spain

had 53 banks and cajas (savings banks) in 2009. By the end of last year it had

a dozen. A similar consolidation may follow in Italy, which has more than 700

banks. Like the animals on the African plains, those that fall behind will be

picked off by predators.