Canadian asset performance - a relative story

Mark McElheran

It remains to be seen whether the reform fever that is presently sweeping through the US securitization market will continue unabated across the 49th parallel but there is no question that these monumental reforms have given rise to a considerable amount of discussion and debate over the appropriateness of similar reforms in Canada. This was perhaps inevitable given the degree of economic integration between the two countries and the fact that both have recently suffered through significant ABS-induced crises (albeit on entirely different scales).

Although these crises may have shared some of the same root causes, the US proposals for reform appear to have been heavily influenced by the US subprime mortgage meltdown and appear to be intended to address the lack of regulatory oversight that permitted the now much-maligned underwriting and product origination and distribution practices in the US subprime mortgage market that arose amid this regulatory vacuum; practices that were not prevalent (if even evident) in Canada. While a more extensive summation of these practices and the US reform proposals can be found in previous postings by Mike Rumball, given the insular nature of these problems, it is important to assess the Canadian market on its own merits in determining the scope and form of future Canadian reforms. We hope, in particular, that Canadian regulators will carefully consider the strong historical performance of Canadian financial assets in the course of determining the necessity, scope and nature of structural reform.

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SFSC exempts natural gas OTC derivatives from registration and prospectus requirements

As we discussed in December 2009, the Saskatchewan Financial Services Commission, Securities Division issued General Order 91-907 in November of that year exempting over-the-counter (OTC) derivatives trading among qualified parties from the registration and prospectus requirements under the Saskatchewan Securities Act, 1988.

The General Order and Companion Policy have now been amended to include an exemption where: (i)  the OTC derivative is a contract for the production of natural gas or the purchase and sale of natural gas; and (ii) each party to the contract is engaged in the production of natural gas or the purchase or sale of natural gas. 

Manitoba seeks public comment on Cap-and-Trade system

As part of their 2009 commitment to move forward with cap-and-trade legislation, the Province of Manitoba is inviting public comment on the structure of any future cap-and-trade regime. Manitoba joined the Western Climate Initiative (WCI) in 2007 and is proposing to use the WCI as a framework for their cap-and-trade system and to integrate their market with that of other WCI members. The most recent Environment Canada data indicates that Manitoba's greenhouse gas emissions come from a large number of small sources, mainly in the agricultural, transportation and stationary combustion source categories Stationary combustion sources include commercial, institutional and residential heating, manufacturing and construction sources, among others. For more information, or to submit comments, please go to the Government of Manitoba Climate Change & Green Initiatives website.

AIMA releases position papers on EC derivatives proposals

The Alternative Investment Management Association (AIMA) recently released a couple of position papers setting out its views on proposals emanating from the European Commission dealing with derivatives and credit default swaps.  The first considers the key provisions of the EC's Proposal for a Regulation on OTC derivatives, central counterparties and trade repositories, while the second considers the EC's Proposal for a Regulation on Short Selling and certain aspects of Credit Default Swaps.

AIMA also recently responded to the U.S. CFTC's proposals on the process for reviewing swaps for mandatory clearing by stating that, while as many swaps as possible should be subject to clearing requirements, caution should be taken to avoid subjecting unsuitable swaps to clearing by including them within wide groupings of swaps.

Basel Committee issues paper on capitalization of bank exposures to CCPs

Peter E. Hamilton

On December 20, 2010, the Basel Committee released a consultative paper, Capitalisation of bank exposures to central counterparties, which gives interested stakeholders an opportunity to comment on proposed regulatory capital adequacy rules relative to exposures to CCPs. 

Under its proposals, the BIS would largely defer to the Committee on Payment and Settlement Systems (the CPSS) and the Technical Committee of IOSCO with respect to what constitutes a qualifying CCP. It notes that their review is continuing. Interestingly, the proposals would increase the capital charges on exposures to CCPs over that applicable under Basel ll. The theory would appear to be that capital exposures on OTC derivatives exposures are increasing more and that therefore the G20 mandate to encourage clearing through CCPs is still met.

The capital charge would be based on the sum of the value of posted collateral, mark-to-market exposures and potential future exposures. However, there would be no capital charge "where collateral posted by a bank in connection with trades with a compliant CCP has been segregated and is remote from the bankruptcy of the firm". There is also a rule which in very limited circumstances would extend the benefit of the CCP capital treatment to indirect clearers.

The Basel Committee is accepting comments on the proposed rules text until February 4, 2011. The new rules are intended to be finalized by September 2011 and implemented effective January 1, 2013.