UPDATE:Investors Welcome Fed's Expanded TALF Ratings Firm List
27 May 2009 - 5:24AM
Dow Jones News
Investors skeptical of rating firms' grades are cheering the
Federal Reserve's recent move to expand the list of acceptable
firms for one of its lending programs.
The move is seen as a step toward introducing more competition
among the firms and allowing investors a better view on the
performance of existing commercial mortgage-backed securities.
The New York Fed said last week it would accept ratings on these
bonds from five, instead of three, rating agencies for its Term
Asset-Backed Securities Loan Facility, or TALF. To be eligible for
funding under the program, the bonds need to have top-notch
triple-A grades from two agencies and should not be on watch for a
potential downgrade by any of the others. Investors can get loans
at attractive rates from the Fed to buy these securities.
The expanded list includes a subscription-based agency,
Realpoint LLC, and Canada's DBRS Inc., in addition to Moody's
Investors Service, Fitch Ratings and Standard & Poor's, a unit
of McGraw-Hill Cos. (MHP).
"The Big Three have lost a lot of credibility," said Derrick
Wulf, a senior portfolio manager at Dwight Asset Management in
Burlington, Vt., noting the swiftness with which they downgraded
bonds that they had awarded high marks to just a few months
before.
On Tuesday, S&P issued a report requesting comment on
proposed changes to its CMBS rating methodology and said these
changes could result in significant downgrades to the 2005 to 2007
vintage top-rated so-called "super-dupers," making them ineligible
for TALF.
Such downgrades inevitably lead to a loss in investor confidence
in ratings. This is why to renew faith in the grades attached to
these complicated bonds it is helpful to have evaluations from
multiple rating agencies.
"It's always good to get a different opinion because investors
are angry and believe the old bad habits are still in existence,"
said Jim Harrington, an asset-backed securities trader at Ryan Labs
Asset Management in New York.
Some ratings firms, including the three leading agencies, are
paid by the debt issuers, raising the question of conflict of
interest. Efforts are underway to tighten regulation of the raters,
whose rankings can determine whether an investor can buy the bonds
in question.
Including more agencies not only creates competition among the
ratings agencies and improves the ratings process itself, it also
helps dispel the perception of ratings shopping, where issuers
avoid agencies they believe may be harsher on their bonds than
others.
"Investors would be able to see evidence of ratings shopping if
one agency was consistently lax, and then they would demand
higher-risk premiums," Wulf said.
Deals with ratings from the most credible agencies would
generate the most interest, he noted.
For their part, the Big Three agencies say they welcome the
Fed's move and appreciate being included in the list of agencies
whose ratings determine the criteria for TALF eligibility.
"S&P supports competition in the marketplace because we
believe investors are best served by multiple opinions on credit
risk," said Adam Tempkin, a spokesman for S&P.
While the increase in the number of acceptable ratings agencies
is a positive, investors still have to conduct their own due
diligence before they purchase a bond.
That said, "having five agencies say a bond is triple-A carries
a lot of weight," Harrington said.
-By Anusha Shrivastava, Dow Jones Newswires; 201-938-2371;
anusha.shrivastava@dowjones.com