The Financial Accounting Standards Board approved planned changes to mark to market accounting rules on Thursday, pleasing some in the U.S. financial industry, but raising concerns for others.
Research firm CreditSights Inc. explains that the new position will allow banks to value securities using cash flow models rather than market prices when markets are considered not active. The step is a positive one for banks, CreditSights says, “as it should ease up somewhat on huge charges for securities positions which have been taken for the last 6+ quarters.”
That said, it also says that it, “would like to see better disclosure of valuation drivers if banks switch to expected cash flow or mark-to-model techniques, including credit metric trends and cash yields on those exposures.” And, it stresses that the rule change, “does not impact the fundamental earnings challenges from credit provisions which we think will be the primary driver for 2009.”
The Securities Industry and Financial Markets Association applauded the FASB decision, saying, “The Board’s actions today re-establish the intent underlying the Statement, which is to provide users of financial statements with transparency into the financial information of issuers that is critical to properly functioning capital markets. In particular, we are pleased that the determination that a given market is illiquid does not automatically require the abandonment of all pricing information relating to transactions in that market, but instead will be based upon an analysis of all relevant facts and circumstances.”
The Financial Services Roundtable also came out in favour of steps designed to improve fair value impairment rules, however, it said it “has significant concerns with the actions taken on the use of judgment in valuing assets”.
“FASB’s changes to impairment rules will prove to be extremely beneficial to helping the economy and, more specifically, the financial services industry. However, issues with the valuation methods still exist. FASB moved away from their previous proposal by offering no clear authoritative guidance for identifying an inactive market,” it said.
Indeed, CreditSights warns that it could hurt the US government’s plan to help remove toxic assets from bank balance sheets. If the Treasury department’s program is successful, it would make it harder to define the markets for these securities as “inactive”, it observes.
“So, it remains somewhat unclear of how the complex interplay of accounting rules and the government’s goal of ‘cleaning up’ bank balance sheets will unfold. Indeed, it would seem to us that banks which can now apply the new FASB interpretation may be in a position to ‘write up’ some securities that had previously been marked way down. This, in turn, could make it harder for outside asset managers to submit PPIP bids that are willing to be accepted by the banks,” it concludes.
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FASB eases mark to market rules for U.S. banks
- By: James Langton
- April 2, 2009 April 2, 2009
- 16:35