[Federal Register: November 17, 2009 (Volume 74, Number 220)]
[Rules and Regulations]               
[Page 59066-59068]
From the Federal Register Online via GPO Access [wais.access.gpo.gov]
[DOCID:fr17no09-3]                         

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FEDERAL DEPOSIT INSURANCE CORPORATION

12 CFR Part 360

RIN 3064-AD53

 
Defining Safe Harbor Protection for Treatment by the Federal 
Deposit Insurance Corporation as Conservator or Receiver of Financial 
Assets Transferred by an Insured Depository Institution in Connection 
With a Securitization or Participation

AGENCY: Federal Deposit Insurance Corporation (FDIC)

ACTION: Interim rule with request for comments.

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SUMMARY: The Federal Deposit Insurance Corporation (``FDIC'') is 
amending its regulations defining safe harbor protection for treatment 
by the Federal Deposit Insurance Corporation as conservator or receiver 
of financial assets transferred in connection with a securitization or 
participation. The amendment continues for a limited time the safe 
harbor provision for participations or securitizations that would be 
affected by recent changes to generally accepted accounting principles. 
In effect, the Interim Rule ``grandfathers'' all participations and 
securitizations for which financial assets were transferred or, for 
revolving securitization trusts, for which securities were issued prior 
to March 31, 2010 so long as those participations or securitizations 
complied with the preexisting provision under generally accepted 
accounting principles in effect prior to November 15, 2009. The 
transitional safe harbor will apply irrespective of whether or not the 
participation or securitization satisfies all of the conditions for 
sale accounting treatment under generally accepted accounting 
principles as effective for reporting periods after November 15, 2009. 
The FDIC is intending to publish in December 2009, a Notice of Proposed 
Rulemaking to amend its regulations further regarding the treatment of 
participations and securitizations issued after March 31, 2010.

DATES: The Interim Rule is effective November 17, 2009, following its 
adoption by the Board of Directors of the FDIC on November 12, 2009. 
Comments on the Interim Rule must be received by January 4, 2010.

[[Page 59067]]


ADDRESSES: You may submit comments on the Interim Rule, by any of the 
following methods:
     Agency Web Site: http://www.FDIC.gov/regulations/laws/
federal/notices.html. Follow instructions for submitting comments on 
the Agency Web Site.
     E-mail: Comments@FDIC.gov. Include RIN 3064-AD53 
on the subject line of the message.
     Mail: Robert E. Feldman, Executive Secretary, Attention: 
Comments, Federal Deposit Insurance Corporation, 550 17th Street, NW., 
Washington, DC 20429.
     Hand Delivery: Comments may be hand delivered to the guard 
station at the rear of the 550 17th Street Building (located on F 
Street) on business days between 7 a.m. and 5 p.m.
    Instructions: All comments received will be posted generally 
without change to http://www.fdic.gov/regulations/laws/federal/
propose.html, including any personal information provided.

FOR FURTHER INFORMATION CONTACT: Michael Krimminger, Office of the 
Chairman, 202-898-8950; George Alexander, Division of Resolutions and 
Receiverships, 202 898-3718; or R. Penfield Starke, Legal Division, 
703-562-2422, Federal Deposit Insurance Corporation, 550 17th Street, 
NW., Washington, DC 20429.

SUPPLEMENTARY INFORMATION: 

I. Background

    In 2000, the FDIC clarified the scope of its statutory authority as 
conservator or receiver to disaffirm or repudiate contracts of an 
insured depository institution (``IDI'') with respect to transfers of 
financial assets by an IDI in connection with a securitization or 
participation when it adopted a regulation codified at 12 CFR 360.6 
(``the Securitization Rule''). This rule provides that the FDIC as 
conservator or receiver will not use its statutory authority to 
disaffirm or repudiate contracts to reclaim, recover, or recharacterize 
as property of the institution or the receivership any financial assets 
transferred by an IDI in connection with a securitization or 
participation or in the form of a participation, provided that such 
transfer meets all conditions for sale accounting treatment under 
generally accepted accounting principles (``GAAP''). The rule was a 
clarification, rather than a limitation, of the repudiation power 
because such power authorizes the conservator or receiver to breach a 
contract or lease entered into by an IDI and be legally excused from 
further performance but it is not an avoiding power enabling the 
conservator or receiver to recover assets that were previously 
transferred by the IDI in connection with the contract. The 
Securitization Rule provided a ``safe harbor'' to permit transfers of 
financial assets by IDIs to an issuing entity in connection with a 
securitization or in the form of a participation to satisfy the ``legal 
isolation'' condition of GAAP as it applies to institutions for which 
the FDIC may be appointed as conservator or receiver. To satisfy the 
legal isolation condition, the transferred financial asset must have 
been presumptively placed beyond the reach of the transferor, its 
creditors, a bankruptcy trustee, or in the case of an IDI, the FDIC as 
conservator or receiver. Since its adoption, the Securitization Rule 
has been relied on by securitization participants, including rating 
agencies, as assurance that investors could look to securitized 
financial assets for payment without concern that the financial assets 
would be interfered with by the FDIC as conservator or receiver.
    Recently, the implementation of new accounting rules has created 
uncertainty for securitization participants. On June 12, 2009, the 
Financial Accounting Standards Board (``FASB'') finalized modifications 
to GAAP through Statement of Financial Accounting Standards No. 166, 
Accounting for Transfers of Financial Assets, an Amendment of FASB 
Statement No. 140 (``FAS 166'') and Statement of Financial Accounting 
Standards No. 167, Amendments to FASB Interpretation No. 46(R) (``FAS 
167'') (the ``2009 GAAP Modifications''). The 2009 GAAP Modifications 
are effective for annual financial statement reporting periods that 
begin after November 15, 2009. For most IDIs, the 2009 GAAP 
Modifications will be effective for reporting periods beginning after 
January 1, 2010. The 2009 GAAP Modifications made changes that affect 
whether a special purpose entity (``SPE'') must be consolidated for 
financial reporting purposes, thereby subjecting many SPEs to GAAP 
consolidation requirements. These accounting changes will require some 
IDIs to consolidate an issuing entity to which financial assets have 
been transferred for securitization on to their balance sheets for 
financial reporting purposes. Given the likely accounting treatment, 
securitizations could be considered to be an alternative form of 
secured borrowing. As a result, the safe harbor provision of the 
Securitization Rule may not apply to the transfer.
    FAS 166 also affects the treatment of participations issued by an 
IDI, in that it defines a participating interest essentially as a pari-
passu pro-rata interest in a financial asset and subjects the sale of a 
participation interest to the same conditions that are imposed on the 
sale of a financial asset. FAS 166 provides that a transfer of a 
participation interest that does not qualify for sale treatment will be 
viewed as a secured borrowing. While the GAAP modifications have some 
effect on participations, most participations are likely to continue to 
meet the conditions for sale accounting treatment under GAAP.
    The 2009 GAAP Modifications affect the way securitizations are 
viewed by the rating agencies and whether they can achieve ratings that 
are based solely on the credit quality of the financial assets, 
independent from the rating of the IDI. Rating agencies are concerned 
with several issues, including the ability of a securitization 
transaction to pay timely principal and interest in the event the FDIC 
is appointed receiver or conservator of the IDI. Moody's, Standard & 
Poor's, and Fitch have expressed the view that because of the 2009 GAAP 
modifications and the extent of the FDIC's rights and powers as 
conservator or receiver, bank securitization transactions are unlikely 
to receive AAA ratings and would have to be linked to the rating of the 
IDI. Securitization practitioners have asked the FDIC to provide 
assurances regarding the position of the conservator or receiver as to 
the treatment of both existing and future securitization transactions 
to enable securitizations to be structured in a manner that enables 
them to achieve de-linked ratings. This Interim Rule addresses 
securitizations and participations issued before March 31, 2010.

II. The Interim Rule

    The Interim Rule amends the Securitization Rule by renumbering 
existing paragraph (b) as clause (b)(1) of paragraph (b). The Interim 
Rule inserts a new clause (b)(2) of the Securitization Rule that 
addresses any participation or securitization (i) for which transfers 
of financial assets were made or (ii), for revolving securitization 
trusts, for which beneficial interests were issued on or before March 
31, 2010. The rule provides that, for these participations or 
securitizations, the FDIC as conservator or receiver shall not, in the 
exercise of its statutory authority to disaffirm or repudiate 
contracts, reclaim, recover, or recharacterize as property of the 
institution or the receivership any such transferred financial assets 
notwithstanding that such transfer does not satisfy all conditions for 
sale accounting treatment under generally accepted accounting 
principles as

[[Page 59068]]

effective for reporting periods after November 15, 2009, if such 
transfer satisfied the conditions for sale accounting treatment set 
forth by generally accepted accounting principles in effect for 
reporting periods before November 15, 2009, except for the ``legal 
isolation'' condition that is addressed by the rule.

III. Solicitation of Comments

    The FDIC is soliciting comments on all aspects of the Interim Final 
Rule. The FDIC specifically requests comments responding to the 
following:
    1. Do the changes to the accounting rules affect the application of 
the Securitization Rule to participations? If so, are there changes to 
the Interim Rule that are needed to protect different types of 
participations issued by IDIs more broadly?
    2. Does the Interim Rule adequately encompass all transactions that 
should be included within its transitional safe harbor?
    3. Is the transition period to March 31, 2010 sufficient to 
structure transactions to comply with the new generally accepted 
accounting principles?

IV. Regulatory Procedure

A. Administrative Procedure Act

    The Administrative Procedure Act (``APA'') provides that general 
notice of a proposed rulemaking shall be published and that interested 
persons shall have an opportunity to participate in the rulemaking by 
submitting written data, views, or arguments, except where the agency 
finds for good cause that notice and public procedure thereon are 
impracticable, unnecessary, or contrary to the public interest. The 
FDIC for good cause finds that notice and public procedure with respect 
to this Interim Rule would be impracticable, unnecessary, or contrary 
to the public interest because the 2009 GAAP Modifications become 
effective as of the financial reporting period starting on or after 
November 15, 2009 and retroactively apply to existing securitizations. 
The FDIC believes that it is in the best interest of the U.S. banking 
industry and economic for the FDIC to provide assurances with respect 
to the treatment of existing securitizations that will be affected by 
the 2009 GAAP Modifications.
    The APA also provides that publication of a substantive rule shall 
be made not less than 30 days before its effective date except as 
otherwise provided by the agency for good cause found and published 
with the rule. Because of the retroactive application of the 2009 GAAP 
Modifications and the immediate need for assurances for securitization 
participants and the banking industry with respect to existing 
securitizations and participations, the FDIC invokes this good cause 
exception to make this Interim Rule effective as of November 12, 2009. 
Nevertheless, the FDIC desires to have the benefit of public comment 
before adopting a final rule and thus invites interested parties to 
submit comments during a 45-day comment period. The FDIC will revise 
the Interim Rule as appropriate after consideration of the comments 
received.

B. Community Development and Regulatory Improvement Act

    The Riegle Community Development and Regulatory Improvement Act 
(CDRIA) requires that any new rule prescribed by a Federal banking 
agency that imposes additional reporting, disclosures, or other new 
requirements on insured depository institutions take effect on the 
first day of a calendar quarter. 12 U.S.C. section 4802. This 
requirement does not apply because the Interim Rule does not impose 
additional reporting, disclosures, or other new requirements on insured 
depository institution.

C. Regulatory Flexibility Act

    Pursuant to section 605(b) of the Regulatory Flexibility Act (5 
U.S.C. section 601 et seq.), it is certified that the Interim Rule will 
not have a significant economic impact on a substantial number of small 
business entities. The Interim Rule merely extends the safe harbor of 
section 360.6(b) to securitizations issued before March 31, 2010 and 
does not represent a change in the law.

D. Small Business Regulatory Enforcement Fairness Act

    The Office of Management and Budget has determined the Interim 
Final Rule is not a ``major rule'' within the meaning of the relevant 
sections of the Small Business Regulatory Enforcement Fairness Act of 
1996 (SBREFA) (5 U.S.C. 801 et seq.).

E. Paperwork Reduction Act

    No collection of information pursuant to section 3504(h) of the 
Paperwork Reduction Act (44 U.S.C. section 3501 et seq.) is contained 
in the final rule. Consequently, no information was submitted to the 
Office of Management and Budget for review.

List of Subjects in 12 CFR Part 360

    Banks, Banking, Bank deposit insurance, Holding companies, National 
banks, Participations, Reporting and recordkeeping requirements, 
Savings associations, Securitizations.

0
For the reasons stated above, the Board of Directors of the Federal 
Deposit Insurance Corporation amends title 12 of the Code of Federal 
Regulations by amending part 360 as follows:

PART 360--RESOLUTION AND RECEIVERSHIP RULES

0
1. The authority citation for part 360 continues to read as follows:

    Authority: 12 U.S.C. 1821(d)(1), 1821(d)(10)(C), 1821(d)(11), 
1821(e)(1), 1821(e)(8)(D)(i), 1823(c)(4), 1823(e)(2); Sec. 401(h), 
Pub.L. 101-73, 103 Stat. 357.
0
2. In Sec.  360.6, redesignate paragraph (b) as paragraph (b)(1) and 
add a new paragraph (b)(2) to read s follows:


Sec.  360.6  Treatment by the Federal Deposit Insurance Corporation as 
conservator or receiver of financial assets transferred in connection 
with a securitization or participation.

* * * * *
    (b) * * *
    (2) With respect to any participation or securitization for which 
transfers of financial assets were made or, for revolving 
securitization trusts, for which beneficial interests were issued on or 
before March 31, 2010, the FDIC as conservator or receiver shall not, 
in the exercise of its statutory authority to disaffirm or repudiate 
contracts, reclaim, recover, or recharacterize as property of the 
institution or the receivership any such transferred financial assets 
notwithstanding that such transfer does not satisfy all conditions for 
sale accounting treatment under generally accepted accounting 
principles as effective for reporting periods after November 15, 2009, 
provided that such transfer satisfied the conditions for sale 
accounting treatment set forth by generally accepted accounting 
principles in effect for reporting periods before November 15, 2009, 
except for the ``legal isolation'' condition that is addressed by this 
rule.

    By Order of the Board of Directors.

    Dated at Washington DC, this 12th day of November 2009.

Federal Deposit Insurance Corporation.
Valerie J. Best,
Assistant Executive Secretary.
[FR Doc. E9-27592 Filed 11-16-09; 8:45 am]