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Regulatory Event Clause To See Minimal Use

 February 07, 2011 02:36 PM

Royal Bank states:

As a result of changes to the qualifying criteria for capital under the guidelines published by the Basel Committee on Banking Supervision (BCBS) on December 16, 2010 and January 13, 2011 and subsequent OSFI guidance regarding the treatment of non-qualifying capital instruments published on February 4, 2011, certain capital instruments may no longer qualify as capital beginning January 1, 2013. RBC's non-common capital instruments will be considered non-qualifying capital instruments under Basel III and will therefore be subject to a 10 per cent phase-out per year beginning in 2013. These non-common capital instruments include preferred shares, trust capital securities and subordinated debentures.

The regulatory event redemption clause applies to RBC's innovative tier 1 capital instruments (RBC trust capital securities). Based on current analysis, RBC does not intend to invoke the clause to effect early redemption of these instruments.

RBC maintains the right to redeem capital instruments based on other existing terms and conditions not linked to regulatory event clauses. RBC also retains the right to invoke any applicable regulatory event redemption clause in accordance with its terms should circumstances change.

CIBC states:

Based on the rules as set out in OSFI's February 4th Advisory regarding the Treatment of Non-Qualifying Capital Instruments, CIBC currently expects to exercise a regulatory event redemption only in 2022 and only in respect of the Series B Innovative Tier 1 Notes issued by CIBC Capital Trust.

Future circumstances within or outside CIBC's control, including generally applicable legal changes that have the effect of causing non-qualifying regulatory capital to become compliant, may cause CIBC to change its expectation regarding the exercise of regulatory event redemptions and require CIBC to disclose an updated regulatory event redemption schedule.

TD says:

As stated in the advisory, OSFI intends to adopt the Basel III changes in its domestic capital guidance. Under the Basel III rules text, any non-qualifying capital instruments outstanding as of 2022, the final year of the phase-out period, will not be recognized as regulatory capital.

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Author: Hymas Investment Management Inc.
Hymas Investment Management Inc.

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