Fitch: U.S. Banks to Weather Money Fund Reform
Fitch Ratings expects new U.S. money market fund (MMF) regulations to gradually result in outflows from institutional prime money funds and a shift to alternative investments during the two-year reform implementation period ending in October 2016. Estimates of the magnitude of potential outflows range from 10% to more than 60% of the \$1 trillion institutional prime money fund assets. Retail prime money funds are also expected to shift some of their \$0.5 trillion of assets.
Institutional prime money funds historically have invested primarily in the banking sector. As of June 30, 2014, 76% of the \$939 billion of total institutional prime fund assets were securities issued by banks or bank-related entities. Reform-induced outflows will reduce prime fund investments in banks, along with other assets. However, a portion of the outflows may migrate to products with similar investment mandates or bank deposits, reducing the likely impact on the banks.
Based on a review of funding for the eight largest U.S. banks, the impact of any decrease in funding from money funds will likely be manageable for the large U.S. banks. These banks have ample deposits and rely to a small extent on funding from money funds as a percentage of total liabilities. As of June 30, 2014, money fund financing accounted for only 4.9% of the eight largest U.S. banks' wholesale funding, and only about 1.1% of their total liabilities. For U.S. banks, reliance on wholesale funding has declined in the wake of the financial crisis, falling from 26% of total liabilities in 2007 to 18% in 2014. This trend is expected to continue due to regulatory considerations.
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