Spanish Banco Bilbao Vizcaya Argentaria Ratings Affirmed Following Review; Outlook Remains Stable
Our ratings on BBVA remain supported by the bank's strong and geographically diversified retail banking profile, sound and resilient operating profitability, and solid capitalization. Conversely, higher-than-average economic risk in several of the countries in which BBVA operates, as well as the still-weak profitability of its Spanish operations--which account for about half of its asset base--constrain the ratings.
BBVA runs solid retail franchises in almost all of the countries where it is present, but notably in three large markets--Spain, Mexico, and Turkey--which provide it with business stability, growth opportunities, economies of scale, and pricing power. The geographic diversification provided by the above, as well as by other smaller operations (in the group context) in the U. S. and Latin America, is also a ratings strength. This geographic diversification has been beneficial over recent years, allowing the bank to weather difficult economic conditions at home and to continue reporting fairly sound and resilient operating profits.
However, our ratings also acknowledge that BBVA operates in regions that face higher-than-average economic risks, with Spain, Turkey, Mexico, and other countries in Latin America accounting in aggregate for 82% of the bank's lending exposures.
The bank continues to strengthen its capital, through internal earnings generation and the issuance of additional Tier 1 instruments. We now believe that by the end of this year BBVA will manage to achieve a risk-adjusted capital (RAC) ratio of 7% (up from 6.8% at end-2015), which will improve further in 2017. We have therefore revised our capital and earnings assessment to adequate from moderate.
Our revised capital and earnings assessment for BBVA does not affect its 'bbb+' stand-alone credit profile (SACP), as we have also revised our assessment of the bank's risk position to strong from very strong. We maintain our view that compared to the risks that the bank undertakes--measured by the combined assessment of capital and earnings and risk position--capital is a ratings strength for BBVA.
We expect the bank to build additional capital primarily through earnings retention. Lower cash dividend payments than we originally expected are likely, as management aims to raise its CET1 fully loaded ratio to 11% by end-2017 (up from 10.3% at end-2015). While ultra-low interest rates in Europe will continue to constrain the bank's overall returns in 2016 and 2017, and weaker exchange rates may affect the contribution of operations abroad to group profits, we expect bottom-line profitability to improve further still, supported by volume growth abroad, tight control over operating expenses, and somewhat lower credit provisions.
But, the continued weak performance of BBVA's Spanish operations (including the real estate division), which account for about half of the bank's asset base but generated only 19% of its recurrent attributable profit in 2015, will hamper a more significant recovery in returns. Over time, credit costs will likely reduce to more normalized levels, and cost synergies from Catalunya Banc will materialize. However, an extended period of ultra-low interest rates and likely limited volume growth will encumber revenue growth.
Our ratings on BBVA mirror its SACP, as we incorporate neither government nor ALAC (additional loss-absorbing capacity) support into the ratings. The existing cushion of loss-absorbing instruments is limited and unlikely to strengthen meaningfully over the outlook horizon, particularly until the single resolution board approves the bank's preferred resolution strategy and it communicates its MREL (minimum requirement for own funds and eligible liabilities). We may lower the threshold for a one-notch ALAC uplift from the standard 500 basis points (bp) given that several of the bank's operations are in countries where resolution regimes are not effective. However, we will only be in a position to make this decision once we obtain more information on how authorities plan to address the bank's resolvability.
The stable outlook reflects our expectation that all factors driving our ratings are unlikely to change over the next 18-24 months. We anticipate that BBVA will continue developing its strong retail banking franchises in the majority of the countries in which it operates, with a focus on strengthening profitability while preserving what we see as a conservative strategy. We consider that the impact of the economic slowdown in Latin America and emerging risks in Turkey will be manageable, and in any case accommodated, as the ongoing recovery in BBVA's home market is likely to continue. We do not envisage inorganic growth at this point; instead we expect the bank to focus on leveraging the latest acquisitions (Catalunya Banc in Spain and Garanti in Turkey).
We expect BBVA's asset quality indicators to continue to gradually improve, with likely favorable developments in Spain more than compensating potential moderate increases in problematic exposures in Latin America and the U. S. Returns are also likely to improve, albeit moderately. The ultra-low interest rates in Europe will constrain the bank's ability to improve revenues in Spain, while weaker foreign currencies could likely reduce the contribution of operations abroad to the group's results. We believe the bank's RAC ratio will continue to strengthen through earnings generation--likely reaching 7.0%-7.5% over the next couple of years. We expect the bank's capacity to absorb losses in a stress scenario to remain a ratings strength. We also expect the bank to preserve its sound funding and liquidity profile.
Although our base-case scenario is for the ratings to remain stable, we could consider an upgrade if we saw significant easing of economic risks in the main markets where BBVA operates (Spain, Mexico, the U. S., and Turkey); if the bank substantially improves its profitability and outperforms its peer group; or if it builds up a large buffer of ALAC instruments. An improvement in the bank's stand-alone creditworthiness is unlikely to translate into a higher rating while the long-term sovereign credit rating on Spain remains 'BBB+'. This is because, given BBVA's business concentration in Spain, we would consider it unlikely that the bank would continue to meet its obligations in a timely manner in the hypothetical event of a Spanish sovereign default, and therefore we would not rate the bank above the long-term sovereign credit rating on Spain.
The ratings on BBVA could come under pressure if we were to lower the sovereign credit rating on Spain or if the bank's capacity to absorb the impact of adverse shocks were to meaningfully reduce.
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