Citigroup Inc. today announced that dislocations in the mortgage-backed securities and credit markets, and deterioration in the consumer credit environment are expected to have an adverse impact on third quarter financial results.
Citi currently estimates that it will report a decline in net income of about 60% from the prior-year quarter, subject to finalizing third quarter results.
The decline is due to write-downs of approximately US$1.4 billion pre-tax, net of underwriting fees, on funded and unfunded highly leveraged finance commitments. These commitments totaled US$69 billion at the end of the second quarter, and US$57 billion at the end of the third quarter. Write-downs were recorded on all highly leveraged finance commitments where there was value impairment, regardless of the expected funding date.
It also anticipates losses of approximately US$1.3 billion pre-tax, net of hedges, on the value of sub-prime mortgage-backed securities warehoused for future collateralized debt obligation securitizations, CDO positions, and leveraged loans warehoused for future collateralized loan obligation securitizations; and, losses of approximately US$600 million pre-tax in fixed income credit trading due to significant market volatility and the disruption of historical pricing relationships.
In the global consumer division, Citi expects an increase in credit costs of approximately US$2.6 billion pre-tax versus the prior-year quarter due to continued deterioration in the credit environment, organic portfolio growth, and acquisitions. Approximately one-fourth of the increase in credit costs was due to higher net credit losses and approximately three-fourths was due to higher charges to increase loan loss reserves.
“Our expected third quarter results are a clear disappointment. The decline in income was driven primarily by weak performance in fixed income credit market activities, write-downs in leveraged loan commitments, and increases in consumer credit costs,” said Charles Prince, chairman and CEO of Citi, in a news release.
Citi’s estimated third quarter results include approximately US$470 million of after-tax gain on the sale of Redecard shares.
The date for Citi’s third quarter 2007 earnings release has been moved from October 19 to October 15.