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How BofA could lose big if it wins MBIA regulatory challenge

4/30/2012 COMMENTS (1)

I've spent a lot of time talking about what I consider Bank of America's risky gamesmanship in its multi-pronged litigation with the bond insurer MBIA, but it may be that I've underestimated that risk by focusing on the downside for the bank in MBIA's breach of contract and fraud suit. Under a not-implausible scenario, BofA faces serious risk in its regulatory challenge to MBIA's transformation that's going to trial on May 14. And ironically, the risk comes not from losing the case -- but from winning it.

According to a sophisticated and well-advised MBIA institutional investor that has devoted serious resources to analyzing the issue -- trust me, even though the investor doesn't want to broadcast its involvement, this is a seriously savvy player -- if Bank of America and two French banks succeed in overturning MBIA's 2009 split into separate muni bond and structured finance businesses, there's a reasonable likelihood that BofA could wind up at the back of the line of MBIA claimants, waiting years for whatever scraps are left over from payouts to municipal bond insurance policyholders.

Here's why. For all sorts of reasons, bond insurers can't write policies directly backing credit default swaps, which often function as bets by one investor on the other party's failure. Instead, in the economic boom years, monoline parent companies would create special purpose vehicles to engage in credit default swap deals. The insurer would then write an insurance policy backing the special purpose vehicle. The monoline essentially issued insurance on a product it technically couldn't insure; the CDS counterparty would end up with a hedge on its CDS risk. It's widely believed that Bank of America is the counterparty in more than $1 billion of MBIA-backed credit default swaps. Indeed, it's part of the bank group suing MBIA over its restructuring because (according to many statements over the years by the banks) BofA and its allies are concerned that MBIA's structured finance spinoff doesn't have the money to pay what it owes policyholders, including whatever it owes through these CDS deals.

Let's assume that BofA, Societe Generale, and Natixis are correct and New York regulators improperly approved the MBIA restructuring in 2009. (New York State Supreme Court Justice Barbara Kapnick, who is presiding over the case, has said her determination will turn on the reasonableness of the state's decision, but the banks insist MBIA's solvency is a crucial part of the analysis.) Bank counsel Robert Giuffra of Sullivan & Cromwell said at a recent hearing before Kapnick that if the banks prevail, MBIA could merely return to the Department of Financial Services and reapply for restructuring "in open daylight." But there's a good argument to be made that if Kapnick undoes the restructuring, DFS Superintendent Benjamin Lawsky will feel compelled to put MBIA into receivership, the insurance equivalent of Chapter 11. His overwhelming interest is in protecting municipal bondholders with MBIA insurance policies, especially since most of the major structured finance policyholders have commuted their policies through settlements in the bank litigation. Lawsky has to make sure that MBIA has sufficient reserves to back long-lived muni bonds, which argues for state control of the insurer's limited assets.

So if MBIA enters receivership, what happens to credit default swap counterparties in deals with MBIA-backed SPVs? There's no direct precedent to answer that question. No New York bond insurer has gone into receivership, and when Wisconsin insurance regulators put Ambac into rehabilitation, they segregated its structured finance business from its muni bond business, so the relative ranking of their claims wasn't a straightforward issue.

That said, New York regulators have hinted that they will treat CDS counterparties as "general creditors," rather than insurance policyholders in a monoline receivership. (Here's a prescient 2008 Financial Times story raising the issue, written in connection with the near-failure of the monoline SCA.) The CDS counterparties, remember, don't have direct policies, but merely contracts with insured special purposed vehicles. And, again, it's in the interest of the Department of Financial Services to be perceived as protecting the ordinary folks who invest in municipal bonds rather than the financial tightrope walkers who entered CDS deals.

If the Department decides to classify CDS investors as general creditors, BofA goes to the back of the line, behind muni bond investors. Even if the bank challenges the classification, it could take a half-decade to get to New York's highest court and win a reversal.

In other words, in the receivership scenario posited by the MBIA institutional investor, BofA risks walking away with nothing -- or, at best, waiting years to collect -- if it wins the Article 78 proceeding.

Granted, the scenario rests on a series of hypotheticals. But they're reasonable hypotheticals, and the MBIA investor who explained them to me took careful steps to inform itself. At the very least, the scenario illustrates the leverage Lawsky will have over BofA if Kapnick returns MBIA's fate to his department. Lawsky has made it clear that he wants the banks to resolve their claims and let MBIA get back to the business of insuring bonds. It's hard to believe he'll be less inclined to use his leverage against BofA if he loses the regulatory challenge.

Spokesmen for Bank of America and the three-bank coalition in the Article 78 case declined comment. I left a request for comment with a spokesman for the DFS but didn't hear back.

(Reporting by Alison Frankel)

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Comments (1)

5/1/2012 10:19:35 AM by JohnJNYC

I love your work but the basis of your article is demonstrably false. The NY Insurance law governing monolines EXPRESSLY permits monolines to issue policies to guaranty CDS where the underlying assets are akin perform like ABS (a pool of financial assets). Prior to that law being passed, which was lobbied for by the FGs and their trade association, the NYDOI office of general counsel provided legal opinions that such CDS were permitted. Inside and outside counsel for monolines, including many major firms, also provided enforceability opinions as a matter of course on these deals. Also, the CDS counterparties are in direct privity of contract with the monoline in respect of the FG policy backing the swap. The monolines issued policies directly to the banks. Its hard to see how those won't be enforced. The argument that they won't was just posturing by Dinallo. Finally, MBIA won't be put in recivership for the same reason no other failed FG was put in receivership. To do so would be to trigger termination payments under CDS governing deals that will never default (e.g., CDS on AAA CLOs). If anybody thought there was a real chance to relegate CDS counterparties to the back of the line then Syncora, CIFG, FGIC would have been put in to recievership a long time ago.


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