Fitch: Spain's DTA Reform Could Answer State Aid Questions
We estimate that for the six most exposed banks state-guaranteed DTAs represent 30%-99% of phased-in common equity Tier 1 capital, based on a combination of end-June 2015 and end-2014 figures. The exclusion of these DTAs from regulatory capital would raise questions about the solvency of several Spanish banks.
The Commission has repeatedly questioned whether state-guaranteed DTAs recognised as capital by banks in Greece, Italy, Spain and Portugal might have breached EU state aid rules. Spain's Ministry of Finance reported on 28 September that amendments to tax laws will be made after consultation with the Commission and the Bank of Spain. The proposed amendments to Spain's RDL 14/2013 would mean that banks will have to pay a fee for state guarantees of DTAs, which should help address state aid concerns.
Under the proposals, from 2016 only banks paying corporate taxes will be allowed to create new DTAs. This makes sense because realisation of a DTA normally depends on future earnings. DTAs created before 2016 and guaranteed under RDL 14/2013 will continue to benefit from the guarantee, but compensation will be required. If the beneficiaries of the guaranteed DTAs paid less tax between 2008 and 2015 than the value of total DTA guarantees received, an annual fee will need to be paid to the public treasury equating to 1.5% of the difference between the value of DTA guarantees received and taxes paid.
Full details about how the new law will be applied have not been disclosed but a new fee would mostly affect earnings of mid-sized banks with large amounts of DTAs. Our estimates are that the proposed fee will erode a very modest amount of annual pre-impairment profits even for these banks, which should be manageable given the better economic and business prospects in Spain. But Spain's mid-sized banks are still struggling to boost core earnings, especially now the benefits of LTRO carry-trade gains and one-off sales of securities are fading away.
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