Fitch: New UniCredit Structure Would Simplify A Resolution
The proposed transfer of CEE subsidiaries, including Turkey, out of UniCredit Bank Austria does not diminish their importance within the group. UniCredit says CEE remains strategic and we think this is reflected in the decision to bring the subsidiaries directly under the parent's control. The transfer should also reinforce the parent's control over its international subsidiaries. Not all CEE countries are strategic and UniCredit's plan includes exit from poorly performing businesses. It sold the Kazakhstan subsidiary in 1H13 and negotiations are under way to dispose of Ukrsotsbank in Ukraine.
The transfer could change the way UniCredit manages liquidity and funding at these subsidiaries. This is currently managed through a liquidity centre in Austria, but we expect the CEE subsidiaries' liquidity to be managed directly by the parent. Bank Austria is likely to continue to issue bonds directly to fund its Austrian business.
The reorganisation may also have implications for how total loss-absorbing capacity (TLAC) is allocated within the group. Final TLAC standards for G-SIBs were published by the Financial Stability Board in November 2015 and the banks will need to begin to meet minimum TLAC standards by January 2019. The group has not commented publicly on its resolution model, but we believe UniCredit is likely to adopt a single-point-of-entry model, continuing to operate under its current parent bank structure. An overwhelming majority of group assets are in eurozone countries (Italy, Germany and Austria), directly supervised by the European Central Bank.
Appropriate internal TLAC will need to be pre-positioned across material subsidiaries to facilitate effective resolution strategies. The FSB defines a material subsidiary as one that represents more than 5% of consolidated risk-weighted assets, consolidated operating income or consolidated leverage exposure.
Only Pekao in Poland and Yapi ve Kredi in Turkey are likely to meet the materiality criteria. There is an option to allow internal TLAC not to be pre-positioned where home and host authorities agree, but Polish and Turkish regulators are likely to require pre-positioning because both subsidiaries are systemic in their domestic markets and the ability to readily bail-in debt will be desirable. We also expect these subsidiaries to continue to issue debt, preserving direct funding access. It is unlikely that internal TLAC will have to be pre-positioned on the German subsidiary's balance sheet because home (Italy) and host (Germany) countries are both in the eurozone.
UniCredit's strategic plan, announced on 11 November, also indicates exit from retail banking in Austria, or a restructuring of these activities, planned by end-2016. If a sale or restructuring goes ahead, the group's Austrian focus will be on corporate banking, where it holds a dominant market share.
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