Thursday, January 15, 2015

Is a Requiem for Core Income in Financial Institutions simply recognition of more risk?


In the US, not unlike motherhood and apple pie, understanding core income was a foundation stone for the analysis of F.I.’s for many of my generation. We even look outside the traditional big US institutions and try to apply a deep dive on past, future, and comparable core income drivers with comfort.  The past years’ flow of reserve releases, we thought, was an anomaly surely to fade.  Now we look at 2014 published results.  Consider (try reading aloud) these two recent (DB excerpt) paragraphs from early analysis:

WFC had $250m of LLR release, $235m of net MSR hedge gains, $217m related to the sale of gov’t guaranteed student loans, $186m of securities gains, and $39m mortgage repurchase reserve release. There were also some tax credits. On the flip side, some lumpy expenses—although most seemed more seasonal vs. one off. Legal costs weren’t disclosed, but we estimate them to be about $150m higher than normal (operating losses declined $100m q/q and $250m accruals last qtr).

JPM reported EPS included a number of items (most notably $1b of after tax legal costs and a $500m tax credit) and there were several modest reclasses in business segments—which combined make it tricky to compare to estimates. Adjusted EPS of $1.33), but this still includes some lumpy items (such as mortgage repurchase reversals, MSR losses, reserve release in the corporate book, other CVA etc).

 

Far from diminishing reliance on (often netting) lumpy items, banks seems to post results where these special items are on the increase both in frequency and magnitude. Sum-of-the-parts, comparables, peer comparisons, and other tools that sought an understanding of core income are frustrated at best.

 

The legions of managers devoted to creation and utilization of this accounting mechanism have succeeded in imbedding them into the fabric of their companies. I offer the view that without a clear view of core income, that we can link to business models, it is necessary to attribute large amounts of (hard to mitigate) risk.

 

No comments:

Post a Comment