Asset-backed securities: PPIP reconfigured

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Asset-backed securities: PPIP reconfigured

Plan to help rid banks of toxic assets dramatically scaled down; Uncertainties remain on the likely take-up of scheme

Last month the US Treasury unveiled a scaled-down version of the much-anticipated Public Private Investment Programme for legacy securities.

The latest version of the plan will supply up to $40 billion of purchasing power for eligible assets – a meaningful number in terms of new demand although a far cry from the $300 billion to $400 billion originally outlined nearly three months ago. Despite the reduction in the PPIP’s size, most industry analysts agree that the programme remains a positive development for the market. Nonetheless, only time will tell whether the mechanics of the scheme will bolster market prices of toxic assets sufficiently to incentivize banks to unload them from their balance sheets.

The need for a substantial programme was dramatically reduced following the Financial Accounting Standards Board’s controversial easing of mark-to-market accounting rules. Apart from being much smaller, the revised PPIP has finally provided details, logistics and conditions of the plan, including qualifications for eligible assets and eligible sellers, financing options, the acceptable investment period, and the asset coverage and leverage ratios that participating private investors are required to maintain.

To oversee the Public Private Investment Funds, the Treasury has selected nine, rather than the expected five, asset managers, including BlackRock and Invesco, following an extensive evaluation of submissions from more than 100 applicants.

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