Outside the Box

Are the Housing GSEs and TBTF Banks Blocking the Economic Recovery?

August 29, 2011

This week your Outside the Box offers two views, one from the US and one from Europe, both dealing with banks and financing. First, back in July, my friend Chris Whalen at Institutional Risk Analytics wrote an important comment about how the situation in the housing market is blocking efforts by the Fed to stabilize the US economy. IRA is a rating agency that follows every US bank and consults for a number of large commercial and governmental institutions on bank performance and risk.

(You can see the IRA reports of all the failed banks since 2008 on their website. The folks at IRA have a retail website (www.irabankratings.com) that allows you to follow your bank’s performance for just $50 per year or subscribe to see all US banks for $1,000 per year. Many large corporations, investment advisors, insurers, and banks use the retail IRA bank ratings for counterparty risk management and other bank credit tasks. It is a great value for people who want to sleep soundly at night with reliable knowledge about their banks.)

One of the things that Chris has been writing about for the past several years is how the policies followed by the top four banks – Citigroup, JPMorgan Chase, Wells Fargo, and Bank of America – plus Fannie Mae and Freddie Mac, are preventing millions of American homeowners from refinancing their homes. While banks and corporate issuers of debt have benefited greatly from the Fed’s low-rate policies, consumers have been locked out. At long last, we now see President Obama and other politicians talking about the need to refinance American homeowners. Chris and his colleagues in the mortgage market, like Alan Boyce, are largely responsible for educating policy makers on this issue. Hopefully they are not too late to make a difference.

The second and shorter part of today’s OTB is two articles from Ambrose Evans-Pritchard of the Telegraph, on the current crisis in Europe. You need a scorecard to keep up with the latest developments, and he certainly provides one. Things could get very volatile, if he is even close to correct.

Have a great week, and my sympathies to all my friends who have “issues,” as in no power, etc., in the Northeast. Makes 100+ degrees seem like nothing.

Your waiting for cooler weather in Texas analyst,

John Mauldin, Editor
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The Institutional Risk Analyst

Are the Housing GSEs and TBTF Banks Blocking the Economic Recovery?

Yesterday our colleague Chuck Gabriel at Capital Alpha Partners in Washington put out a research note indicating that the Obama Administration has decided to support a two-year extension in the conforming loan limit for Fannie and Freddie.

As we have noted in past comments, the limit on loans that can be guaranteed by the GSEs is set to fall…

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Janos Tsuk

Sep. 2, 2011, 4:16 a.m.

The euro crisis: an iconoclastic view. â?? from Janos Tsuk, Paris
   
One keeps hearing the consensus view on the euro crisis: either Germany (and Northern Europe) accept to finance with euro bonds the excessive debts incurred by the â??sinners of Southern Europeâ? (Greece, Portugal, Spain, Italyâ?¦and may be Ireland) or hell will go loose and the Lehman Brothers mess will be multiplied several times when the â??euro zone breaks upâ?.

Obviously the peace-meal approach that the Merkel-Sarkozy team is trying to make work is in trouble, and the emission of eurobonds proposed by many European experts meets increasing resistance by the voters of Germany. Indeed they are resentful of the idea that
1.  their own credit should be degraded by the euro-loans used to save the â??sinnersâ? and they should pay higher interest rates for their own bonds
2.  that the amounts loaned to those countries will NEVER be paid back, so the German taxpayer will have to take in charge both interest and eventually principal
3.  the example of Greece shows that a poorly functioning country will keep accumulating deficits forever and unless it is under strong pressure by market forces any amount of help will just disappear in a sinkhole.

So Europe seems to be in a situation where euro-bonds are a very bad solution and the alternative appears to be the explosion of the euro zone by a domino effect in which markets attack one country after another until the pack of wolves swallow the whole herd of lame sheep.

Now this domino effect theory should ring a bell for the U.S. readers. In 1964 the â??best and the brightestâ? Americans believed as self evident that the loss of South Vietnam to the communists would be followed by a domino effect which would push the rest of Asia (Japan, India etc.) in the camp of the â??Evil Empireâ?. It took more than a decade of war, involving eight million western soldiers of whom 200.000 were injured or killed (as well as several million Vietnamese victims civilians and combatants) to realize that the domino effect was not at all automatic and that the whole messy war was started and pursued on the basis of an error of judgment. 

The break-up of the whole euro-zone as a result of Greeceâ??s insolvency corresponds to a new example of faulty domino-effect thinking. For Greece to leave the euro-zone, devalue its currency and start life on a sound footing is probably inevitable and certainly the best solution. The Greek population will not accept unlimited suffering to save the European banking systemâ?¦ whatever its elected leaders declare when they are facing their creditors in the rarefied atmosphere of the Bruxelles authorities. Decades of fiscal â??laissez-allerâ?, centuries of corruption of government officials cannot be fixed in a time frame consistent with international banking rules. A default of Greece â?? letting it go out of the euro zone and NOT getting rid of it â?? is necessarily going to be expensive. Very. But it does neither need to be messy nor the first domino of a falling line of countries using the euro currency.

To start with, Greece is not an extreme case of euro-mess but a unique case. Itâ??s level of indebtness, itâ??s behaving like a Balkan country is very different from the other members of the â??Club Medâ?. So one has to isolate it from the other nations that are being threatened at this time.

All those countries are quite different. The level of public debt, the level of popular support for austerity measures, the amount of fat that public institutions have accumulated and may be forced to shed and THE ABILITY OF TAX AUTHORITIES to carry out forceful, unpleasant measures are in a different ball park compared to Greece. The approach Merkel-Sarkozy propose, with strong commitments to balance future budgets is being adopted all around Europe, while it corresponds to a fairy tale in Greece. The euro zone need not explode, if the Greek situation is handled intelligently.

The first danger would be a bank run, if the Greek population feared that their savings would be re-paid in a devalued currency. Of course a bank run in one euro country would infect several others. So the creditor banks and the European public exchequers would have to save not only the Greek banking system but also the savings of the Greek population.
East Germans benefited from a windfall when their east-mark was exchanged into west-marks on a rate of one to one. It cost Federal Germany a lot more than the cost that Euroland would have to shoulder in a generous settlement of the Greek mess..

What if Portugal wants to go the same way as Greece? These two countries have in common a lack of activities and industries that allow them to earn their way in the current competitive European scene, but they also happen to be the two SMALL countries that Euroland can afford to subsidize and help.

As to Italy and Spain, they happen to be reasonably healthy: Italyâ??s public debt is high (100 % of GDP), but it has been at the same level for more than ten years, Spainâ??s regional banks are weak, but the central government has the means to help them as the national debt is a mere 45 % of GDP. Both countries suffer from a negative growth rate (less cost of finance) â?? in both countries a change of political leadership is due, and will in all likelihood bring back confidence in the future â?¦and so their youth will stop feeling left out of the economic scene. The problem is political more than economical. Paul Krugman also wrote in a recent blog that he considered these two countries reasonably safe.

And France ? For over twenty years every government budget has been in deficit, the trade balance and the current account balance are negative and have been deteriorating â?¦youth unemployment is beating most European records. Could the same fever that inflamed the Puerta del Sol in Madrid, coming from the successful Tunisian uprising, spread to the Paris suburbs ?  There has been in the past a long history of revolutions to the point that there is a popular saying that except in the context of a revolution France is unable to reform its system. However both major political parties are proposing various measures of budget austerity, an ex minister called this approach a slimming cure for the mammoth, because there are so many areas where public expenditures could be reduced. As for the danger of the street demonstrations taking over the country, France has developed after the disturbances on 1968 the worldâ??s most effective riot police. The probability of Franceâ??s running into major financial trouble is extremely slim.

Conclusion: The euro area will survive and become a lot stronger, once Greece (and probably Portugal) have chosen to exit â?? even if the European taxpayers and banks have to write down a hefty amount of unrecoverable credits. Carrying in the books those credits â?? as the present Merkel-Sarkozy approach seems to prescribe, is not a viable long-term solution.

JOSEPH HAGEDORN

Aug. 31, 2011, 10:02 a.m.

Joe Hagedorn

I, an average investor, also had a lot of problems in fully understanding “...QSEs ... Blocking the Economic Recovery”, because of the many undefined acronyms.  I had to read and re-read several times, but still did not get full understanding of the articles.

For an easier and understandable read, it is better to eliminate most acronyms or preferably all acronyms.  Many acronyms can be very irritating for a smooth and fast read.

Rolf H Parta

Aug. 30, 2011, 10:08 a.m.

There are, of course, a number of sticky points with a government program to force the holders of mortgage loans already made to reduce their interest rate and/or principle balance.

Firstly, many of these loans that passed through the CDO process have undetermined or multiple holders.  The ability of the mortgage servicing firm to make decisions about these is frequently severely limited; agreement from all the owners, or assignment to a single owner and then getting agreement from it, is frequently required.

Secondly, taking from the debt holders without compensation is expressly prohibited by the Tenth Amendment to the Constitution of the United States.  Compensation, of course, would be an obligation of the government and thus would add to the already towering national debt.

And there is the matter of equity.  If home loan balances and interest rates are to be written down due to national economic circumstances, it would then be only fair to later write them up should the situation of the individual borrower and/or nation improve.  Since that would increase payment obligations, the resulting crunch on family finances would probably stop any recovery dead in its tracks.

In the background, there could be significant effects on the holders of the mortgages, and/or lawsuits over guarantees and swaps.  To the extent that such holders include already shaky financial institutions [in Europe or elsewhere], they could be pushed into failure by such action.  Parties apparently obligated on swaps and guarantees might well invoke “force majeuer” clauses to deny payment, resulting in another round of lawsuits.

Plus, the GSEs could then require another $100 billion or more in government support.

On top of all this, the precedent set would all but crush the private mortgage market.  What rational lender would be foolish enough to take the risk that a future cram down might be required or politically desirable?  Yet crushing the private industry would increase the pressure on Congress to keep the GSEs in business and making politically determined loans irrespective of payment prospects and thus ultimately ballooning the national debt.

Oh, were that the issue was as simple at the author seems to suggest.

In the end, the path of least resistance for the government may be to intentionally sponsor a significant round of inflation, say 100% spread out over a decade.  This would let ‘homeowners’ repay with less valuable dollars and preserve the fiction that the holders of these loans are being repaid.

The problems such a bout of inflation would cause in the economy can be addressed separately [although they certainly would not be simple, easy, or pretty].

Russ Abbott

Aug. 29, 2011, 11:08 p.m.

How do you explain the stock market’s mania given the state of Europe?

Steve Emory

Aug. 29, 2011, 9:35 p.m.

I wonder if the anyone in power sees the irony of the Obama adminstration saying they want to lossen approvals while at the same time they are severely tightening the standards lenders follow to approve loans? Or maybe the irony of naming the most sweeping federal financial “reform” legislation after two people many think caused much of the mess in the first place? Why don’t we as a country just wipe all mortgages and be done with it? Everyone gets their house “free” now. Think what that would do for the ecomomy (as long as you don’t work for, or own stock in a mortgage lender or own mortgage investments that is). If you’re going to dream, dream big.

The article on refinancing seems to be more on feel good ideas than financial reality of the mortgage industry. Just like the HARP (Home Affordable Refinance program) program President Obama introduced in Feb. 2009. I said then that the “will help 9 million homeowners” was a pipe dream if you read the program’s guidelines. I agree with the author that the Obama administration didn’t have a clue how mortgages worked and the plan would help a small percenatge of who they thought it would, just like HAMP the modification program. Read the HAMP program and you’ll see why the majority of applicants will not qualify for a modification. There are few that would want to be able to refinance everyone more than I, as I’ve been a front line mortgage loan offier for decades and would like the new volume & commissions. We have to deal with reality though and make good loans don’t we? I am sure the author does not want lenders to go back to poor underwriting practices of ‘03-‘07 and just refi anyone that can fog a mirror, or maybe he does just because they “have a loan now”?

Lenders make the loans on HARP to FNMA or Freddie guidelines. LTV (Loan to Value) is still a bedrock of underwriting solid loans. Lenders/Banks/Servicers want collateral for a loan. The lack of collateral, or an individual’s equity, is the number one cause of default (Over 38% of today’s foreclosures are said to be “strategic” or in layman’s terms, people that can afford the payments are walking in droves just because the house is worth a lot less than what they owe). The HARP allowed up to 125% LTV, though in practice lenders have overlays limiting their participation in refinancing another lender’s loan to 95% or 105% in the market place. Who wants to take on all of your competitor’s problems?


Some issues we’ve had with HARP, and would have with this new proposal:

1. PMI (Private Mortgage Insurance) has held up many of the refi’s we haven’t done. There is no system to transfer MI from one lender/bank/servicer to another. Not only that, but what servicer wants to take on a bunch of 125%+ LTV loans from their competitors? PMI doesn’t make you whole in this scenario where homes have devalued so much. In layman’s terms, Chase mortgage doesn’t want to take all of Wells Fargo’s loans off of Wells Fargos hands where the house value is upside down on the mortgage. If Chase would approve them, Wells would probably provide the list for marketing to get these higher risk loans off their books.
2. LLPA on the HARP loans originally caused some fees/rates to be a little more, but there have been caps on the LLPA on HARP loans for over a year now. It did not increase my ability to do more of them. While thats just my experience, I doubt the LLPA caps had a big impact. Some yes, but not life changing for the program.
3. Some of Freddie’s loans were sold with pool insurance and you can’t do a HARP on those. Pool insurance is another form of PMI. Even when the original loan was lower than 80% LTV so no PMI, we still couldn’t do a HARP.
4. 2nd mortgages have been a BIG stumbling block to HARP. If you are trying to do a refi of a 1st to 105% LTV and there is a 2nd of $50K, $100K or even just $10K, the 2nd holder has to agree to stay in 2nd position well beyond the home’s value. Many will not do this. In fact once the 2nd holder finds out the true LTV position they are in, they will freeze the line of credit that most 2nds are these days. Should the taxpayer bail out these high LTV issues for people that took 2nds to buy boats/cars/pay off credit cards or generally used their home as an ATM machine as the last Fed Chair stated?
5. The higher loan limit issue is a subsidy for the major markets of California, Florida, New York, etc. where there are an abundance of $800K+ houses. MOST of the country only gets the $417K conforming limit not $721K or even $600K. Taxpayers around the entire country are subsidizing the worst offenders with the highest valued homes today from the mortgage crisis ‘03-‘06. The higher limits should apply around the country or not at all if we’re all paying for them. Jumbo loans did collapse back in ‘08 so an argument could have been made then that segment needed the subsidy or collapse, but there is a good Jumbo market now. Let those getting loans over $417K pay the extra 1% market rates for having a Jumbo loan of $600K-$700K. Taxpayers with $125K loans shouldn’t be subsidizing these people. Lets stop not just the $700K+ limit, but also the $600K+ limit. Put everyone back to $417K. If you continue the higher limits today, the taxpayer everywhere in the US is just subsidizing lower rates for these people in a small geographic area of the country.
6. I don’t like the use in the article of “legal right to refinance” either. Since when is a “loan” a “right”? I have always thought we apply for a loan based upon our character. It is a privilege to be “approved”.

Banks are not going to give everyone 4% out of the goodenss of their corporate hearts. So we can just refi everyone, should the tax payer guarentee the higher LTVs and protect the banks? Beyond 125% of value? Ignore credit? Ignore debt ratios? Ignore mortgage late payments? Wipe out contract law of PMI? This would be the only way to universally refi everyone to 4%. Rewarding bad behaviour, individual or Lenders/banks/servicers can cause extreme moral hazards. If they get something, “Where’s mine” will cause a run on the scenario. Just like the principal reduction issue the media loves to promote, once a run starts, there is not enough $$ to cover it all. System collapse. And what about the 35% of of families that rent? They will want a part of the pie if homeowners get a windfall. “Where’s mine” applies to them as well.

It is a complex issue that has a myriad of variables & consequences for every action and counter action. There are no simple answers that work. Many state that all the government programs to “help” have just made the housing crisis worse and prolonged. The public hasn’t seen anything yet though. Dodd-Frank is shaking up the mortgage industry more than the Health Care bill is shaking up the health care industry. Credit is tightening now much more. The sub-prime & stated income loans have been gone for four years now. The tightening the last two years is from what most laypersons would think were normal loans going away from GSE tightening. Now Dodd-Frank is starting to have an impact and only about 30% of it has been implemented so far.

John Mauldin likes to say there are no good choices, just lesser bad ones. I agree. Personal and corporate responsibility should take over and government should have a smaller roll. There will be pain on an economic scale and any individual that is behind or losing their home is a personal tragedy. Still, many think this is the lesser bad choice, and will stabilize the system quicker than the path we’ve been on for four years that is still heading home values down.

Publishing pie in the sky hopes like this universal refi idea are not responsible, just like the hype in Feb. ‘09 when Obama introduced the HARP/HAMP programs, just like the principal reductions talk. If someone really is going to do, wipe the system and do it. Don’t talk about it first. Of course there will be consequences to this approach to as that may truly not be legal.

CT Baez

Aug. 29, 2011, 9:08 p.m.

Mr. Mauldin,

Thank you for your very valuable contribution. On natters as important as the EU I would suggest that a weekly follow up be provided….

Richard Arnold

Aug. 29, 2011, 6:42 p.m.

John,

Nice to see someone addressing this very important topic of why people can’t refinance. I find it disturbing that the people who drove Fannie and Freddie off the cliff to pump their compensation packages have walked away Scott free….and rich. As a friend said, there will be no more effective behavior modification for senior exec’s than watching a member of that elite club walk out of a courtroom in an orange jumpsuit and handcuffs. Are you listening, Messr’s. Mozillo and Blankfein? Oh well, hope springs eternal. :)

As always, I find reading your newsletter the high point of my financial week.

Warm Regards.