專欄市場經濟

Investors in limbo land as trust in market rules wavers

The scrambled changing of the ‘waterfall’ structure at Credit Suisse could create long-term problems

A dozen years ago, I went to the London office of Credit Suisse for a tutorial about so-called “cocos” — or the contingent convertible bonds introduced after the 2008 financial crisis, in a bid to enable banks to absorb losses in a crisis. The CS financiers duly presented a neat PowerPoint, complete with arrows and charts, which explained that cocos lay second from bottom in the capital structure. Thus if a bank went bust, its equity would be wiped out first, followed by the cocos, in order to protect senior creditors. In exchange for this risk, those bonds paid a high (ish) return to investors, reflecting the normal rules of financial capitalism.

No longer. As the dust settles (or, more accurately, floats in mid-air) from the Credit Suisse drama, many astonishing details about this weekend’s acquisition of the bank by UBS are tumbling out. But the most striking detail to my mind is the Swiss National Bank’s decision to let CS equity holders keep $3bn of value, but wipe out the $17bn in AT1s (or “additional tier one” bonds), which are a variant of cocos.

This has sparked unusual criticism from European regulators. It may still spark legal action from bondholders, which include pension funds, insurance companies and other wealthy investors. “In my eyes, this is against the law,” Patrik Kauffmann, a fund manager at Aquila Asset Management, told the FT. 

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吉蓮•邰蒂

吉蓮•邰蒂(Gillian Tett)擔任英國《金融時報》的助理主編,負責全球金融市場的報導。2009年3月,她榮獲英國出版業年度記者。她1993年加入FT,曾經被派往前蘇聯和歐洲地區工作。1997年,她擔任FT東京分社社長。2003年,她回到倫敦,成爲Lex專欄的副主編。邰蒂在劍橋大學獲得社會人文學博士學位。她會講法語、俄語、日語和波斯語。

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