Amid reports that the German bank WestLB AG had a 100 million-euro trading loss, Fitch ratings said that the loss doesn’t impact its credit ratings.
“With eligible equity of 5.5 billion euros, WestLB can digest a trading loss of this dimension,” Fitch said.
The rating agency indicated that the bank’s regulatory capitalization is solid, especially taking into account that management has managed down risks over the past three years, reflected in improved asset quality. However, it noted, that the bank’s eligible capital ratio is less solid.
Last week, the bank reported a pre-tax profit of 1 billion euros for fiscal 2006 (vs 875 million euros for 2005). However, WestLB’s net interest income plus net fee income plus net trading income minus administrative costs was only 68 million euros for 2006, 76% below 2005, Fitch noted. “Excluding one-off positions like non-recurrent capital gains, restructuring costs and net releases from loan-impairment charges WestLB’s underlying operating profitability remains weak and is burdened by a still high cost base,” it said.
WestLB’s earnings remained dominated by its capital markets division in 2006, especially after its net trading income soared on favourable market conditions. “The trading loss highlights the higher volatility of this revenue component compared to other income sources,” Fitch said, adding that WestLB does not disclose the size of its proprietary trading, where reportedly the loss occurred.
“The bank stated that two of its managers have breached internal rules and have been removed from office,” but Fitch believes that the trading loss does not necessarily show weaknesses in WestLB’s risk management, which has been strengthened over the past three years.
100 million-euro trading loss won’t impact WestLB AG’s credit ratings: Fitch
The German bank’s regulatory capitalization is solid, says the rating agency
- By: James Langton
- April 5, 2007 April 5, 2007
- 15:22