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114 | The Banker | July 2012 Top 1000 world Banks cover story While European banks count the cost of the eurozone sovereign debt crisis, China is leading the emerging markets into a new era of banking dominance. But the established markets of the US and Japan should not be forgotten. Philip Alexander reports. Top 1000 world Banks July 2012 | The Banker | 115 cover story ABN Amro and WestLB. The latter will exit our table next year as an EU-mandated break-up plan is com- pleted, with the remaining core of the bank renamed Portigon Financial Services. The UK is by no means immune from the woes of the eurozone, and UK banks are hardly in better shape overall. Total Tier 1 capital in the country actually shrank in 2011, with Royal Bank of Scotland dropping out of the top 10 banks worldwide. While total pre-tax profits slipped far less than in the eurozone, by about 8.2%, Brazil has now overtaken the UK in terms of prof- its earned, despite having an asset base that is less than one-fifth the size of that in the UK. But the UK banking sector is itself a divided story. While Lloyds crashed back into losses due to its provi- sioning for payment protection insurance compensa- tion claims, two UK banks, HSBC and Barclays, were among the top 20 largest profits in the 2012 rankings. Of course, both earn a significant part of their income outside the UK, including HSBC’s universal banking operations across emerging markets, and Barclays’ US investment banking operations built up from its pur- chase of the US arm of Lehman Brothers in 2008. Greek shockwave The cause of Europe’s troubles is well known. Greek banks, together with the Cypriot banks whose Greek operations are larger than those in their home market, feature prominently among the largest losses this year. No less serious has been the gradual acknowledgement of the damage caused to Spain’s cajas (savings banks) by the collapse of a domestic real estate bubble. An EU bail-out package for Spanish banks was under negotiation at the time of going to press, and the need for it is clear. The bank mergers driven through by the authorities in 2011 cannot overcome the scale of the losses. Bankia, Catalunya Caixa and Grupo Unnim all disclosed losses equivalent to more than half their entire capital base, while Banco CAM, whose attempted merger with Liberbank failed last year, will need totally recapitalising. Simply plugging the holes left by loan losses will not be enough – any rescue plan will need to think hard about which banks have sufficient potential business to return to viability. Interestingly, while Bankia’s operating income collapsed by more than 60% in 2011, Catalunya Caixa actually increased its underly- ing revenues by almost 70%. Italy and Portugal are also heavy losers. But the damage at Italy’s two largest banks looks temporary – I t will come as no surprise that 2011 was the year when the eurozone crisis dragged the global banking sector backwards. Assets and Tier 1 capital in The Banker’s Top 1000 World Banks ranking continue to grow, although at a much reduced rate to last year’s ranking. But aggregate profits, which had staged two years of recovery since the finan- cial crisis, reversed by 1%, to stay only just above the $700bn mark. The process of capital build-up demanded by regu- lators in the wake of the crisis also appears to be approaching completion, as the aggregate capital-to- assets ratio this year is almost exactly constant on last year, at 5.36%. The heaviest capital increases in previ- ous years had been among the top 25 banks, whereas the change in the capital-to-assets ratio for those largest banks this year is in line with the Top 1000 as a whole, gaining just 0.1%. Last year, we asked the question about whether the performance of banks in the largest markets was sus- tainable. In Europe at least, the answer this year is an emphatic no. In total, 49 banks reversed from a profit in 2010 to a loss in 2011, of which all but 13 are based in EU countries. By contrast, only 14 banks worldwide fell from a profit to a loss in 2010. Of the 25 largest losses at previously profitable banks, only one (Hudson City Ban- corp in the US) comes from outside the EU. The scale of the damage is so severe that aggregate pre-tax profits in the eurozone were just $2.1bn, compared with $85.5bn in last year’s ranking. On a more positive note, 34 banks returned to profit after losing money in the previous ranking – compared with 105 banks in 2010. The US is the major success story, accounting for half the banks that have re-entered profit as the clean-up from subprime makes progress. But there are also some banks in western Europe that were synonymous with the first round of the financial crisis but are now on the road to recovery, including July 2012 | The Banker | 115 2011 2010 Change (previous year) Tier 1 capital 5,746 5,434 5.7% (10.6%) Total assets 107,233 101641 5.5% (6.4%) Pre-tax profits 702 709 -1.0% (77%) Profits/Tier 1 12.23% 13.1% Return on assets 0.66% 0.69% Top 1000 aGGreGaTes ($Bn) Source: www.thebankerdatabase.com Tier 1 capital-to-assets ratio % by ranking year 4.2 4.4 4.6 4.8 5.0 5.2 5.4 1211100908070605040302 4.62 4.5 4.54 4.53 4.45 4.53 4.32 4.43 5.14 5.35 5.36 Source: www.thebankerdatabase.com 116 | The Banker | July 2012 Top 1000 world Banks cover story provided the EU is able to prevent Italy descending into a full-blown sovereign debt crisis. The losses come mostly from one-off items, in particular extremely con- servative goodwill write-offs on the value of past acqui- sitions at home and to a lesser extent in central and eastern Europe. UniCredit has already offset much of its loss with a rights issue staged in January 2012, while Intesa Sanpaolo raised capital in 2011. Further afield, Dexia’s rescue and dismemberment by the French and Belgian governments was triggered by its exposure to the eurozone periphery, while Erste Group Bank suffered a much smaller loss after winding up a portfolio of credit default swaps written on euro- zone sovereigns. Its smaller peer Volksbank took a hit of E160m from its exposure to the Greek private sector involvement (PSI) restructuring, and a far larger loss on its operations in Romania and Hungary. The latter were part of its Volksbank International subsidiary sold to Russia’s Sberbank. One of the largest losses caused by Greece is entirely hidden in our ranking. Hypo Real Estate (HRE) in Ger- many returns to profit this year, for the first time since it was nationalised by the German government in 2009 on account of catastrophic losses on US securitisation assets. But Germany’s state financial support fund SoFFIN took a hit of E8.9bn on Greek government debt that was previously on HRE’s own balance sheet, which was transferred to its ‘bad bank’ vehicle FMS Wertman- agement for winding down in 2010. It is perhaps not widely realised that the German taxpayer effectively participated in the restructuring of Greece’s debts to the private sector in March 2012. asseT qualITy early warnInGs With the collection of impairment data improving, the Top 1000 should provide an increasingly valuable early- warning indicator for any deteriorations in asset quality. Of course, impairment has a certain degree of discretion – banks do not always provision fully for non-perform- ing assets, and also choose whether to impair at-risk assets. The long delays in disclosing the true level of non-performing loans (NPLs) at Spanish banks are a reminder that impairment figures may not always reveal all that they should. But regulators worldwide are taking an increasingly tough line, giving banks less leeway to massage the true state of their portfolios. We have tracked impairments as a percentage of total operating income, to give an indication of banks’ ability to absorb the pain of impaired assets through their underlying revenues. Unsurprisingly, Greek, Cyp- riot, Irish and Spanish banks all feature prominently. Source: www.thebankerdatabase.com Source: www.thebankerdatabase.com Rank T1000 Bank Country Latest rank profit ($m) Rank T1000 Bank Country Latest rank profit ($m) 1 160 National Bank of Greece Greece -17,364 2 126 Dexia Belgium -15,127 3 28 Intesa Sanpaolo Italy -12,428 4 21 UniCredit Italy -9,998 5 239 Piraeus Bank Group Greece -9,674 6 109 Banco Financiero y de Ahorros Group Spain -6,373 7 187 Alpha Bank Greece -6,123 8 77 Banca Monte dei Paschi di Siena Italy -6,092 9 18 Lloyds Banking Group UK -5,476 10 243 Cyprus Popular Bank Cyprus -5,306 11 119 Dexia Bank Belgium (Belfius) Belgium -2,776 12 102 UBI Banca Italy -2,761 13 183 Catalunya Banc (CatalunyaCaixa) Spain -2,590 14 302 Bank of Cyprus Cyprus -1,749 15 153 Millennium bcp Portugal -1,581 16 212 Hudson City Bancorp US -1,255 17 273 Osterreichische Volksbanken Austria -1,153 18 180 Banca Popolare di Milano Italy -901 19 394 Grupo Unnim Spain -733 20 129 Caixa Geral de Depositos Portugal -693 21 312 WGZ Bank Germany -560 22 277 Banco Portugues de Investimento (BPI) Portugal -424 23 75 Erste Group Austria -417 24 924 Attica Bank Greece -323 25 420 Belarusbank Belarus -299 1 63 ABN Amro Group Netherlands 872.09 2 144 Zions Bancorporation US 522.39 3 231 77 Bank Japan 338.66 4 128 Hypo Real Estate Holding Germany 332.53 5 361 Associated Banc Corp US 183.43 6 489 Cathay Bank US 151.41 7 68 Landesbank Baden Wurttemberg Germany 151.39 8 353 Hypo Alpe Adria Bank Austria 109.46 9 774 Pacwest Bancorp US 87.50 10 247 SNS Bank Netherlands 76.34 11 794 Boston Private Financial Holdings US 57.87 12 729 Western Alliance Bancorporation US 48.34 13 169 WestLB Germany 47.87 14 682 BBCN Bancorp US 42.78 15 676 First Midwest Bancorp US 41.07 16 656 Butterfield Bank Group Bermuda 40.40 17 543 Sterling Financial Corporation US 39.13 18 778 Kita Nippon Bank Japan 37.95 19 931 CM Florida Holdings US 36.89 20 779 Central Pacific Financial Corp US 36.57 21 972 Ameris Bancorp US 31.65 22 933 Hanmi Financial Corporation US 28.88 23 800 Pinnacle Financial Partners US 28.50 24 991 Daito Bank Japan 23.60 25 893 Sandnes Sparebank Norway 18.57 25 larGesT losses from prevIously profITaBle Banks 25 larGesT profITs from prevIously loss-makInG Banks Country Tier 1 Assets Pre-tax profits ($bn) ($bn) ($bn) US 1051.9 13,341.0 131.5 Eurozone 1721.6 40,895.0 2.1 China 781.5 13,533.2 206.3 Japan 600.9 13,075.5 60.0 UK 440.8 9999.5 32.9 Brazil 123.8 1729.2 33.1 reGIons By ToTal TIer 1/ToTal asseTs/ToTal pre-Tax profITs 2011 Source: www.thebankerdatabase.com 118 | The Banker | July 2012 Top 1000 world Banks cover story 118 | The Banker | July 2012 There are a few other less predictable developments. Denmark’s FIH Erhvervsbank is already in discussion with the Danish authorities, having hived off its real estate arm in February 2012 as part of a restructuring plan. In general, Scandinavia is in excellent health, with Sweden and Finland both among the 10 countries with the lowest ratios of impairment to income. Slovenia is beginning to look like a forgotten crisis on the fringes of the eurozone, with four of the country’s banks all among the top 25 impairments as a proportion of total operating income. Only Greece, Cyprus, Ireland and Belgium (on account of the Dexia crisis) are in a worse condition based on this indicator. Historically, poor asset quality used to be much more common in emerging than in developed markets. While we have long observed the steady improvement in the performance of emerging market banks, this is no time for complacency. Several high-growth markets have experienced sharp deteriorations in asset quality this year, including Brazil and Nigeria, where impair- ments more than doubled, and Vietnam, where they more than tripled. In all three cases, total impairments are still fairly low, at less than 20% of operating income, but a note of caution is clearly advisable if asset quality continues to slide at this pace. At the other end of the scale, there is perhaps hope for the eurozone from Iceland, where net impairments were negative this year. Having been through the pain of restructuring in 2008 and 2009, the rebuilt banking sector is now writing back onto the balance sheet the recoveries from previously written-off loans. Despite the political turmoil in 2011, Egypt is also among the 10 Top 1000 world Banks cover story Source: www.thebankerdatabase.com Source: www.thebankerdatabase.com Rank Country Impairment (% of total operating income) 1 Greece 302.13 2 Cyprus 242.48 3 Belgium 124.88 4 Ireland 121.61 5 Slovenia 91.30 6 Belize 64.42 7 Portugal 62.94 8 Spain 44.37 9 Ukraine 41.42 10 Angola 37.04 Top 10 counTrIes for ImpaIrmenT charGes Source: www.thebankerdatabase.com Rank Country Impairment (% of total operating income) 1 Iceland -0.83 2 Switzerland 1.01 3 Hong Kong 1.33 4 Japan 1.37 5 Panama 3.42 6 Sweden 3.61 7 Bermuda 4.10 8 Egypt 4.26 9 Guatemala 4.64 10 Finland 4.70 lowesT 10 counTrIes for ImpaIrmenT charGes countries with the lowest rate of impairments to operat- ing income, suggesting a very conservatively run bank- ing sector that is not yet heavily exposed to lending into the real economy. a new BankInG GIanT There may be plenty of pessimism in this year’s ranking, but we should not neglect the positive stories. The most obvious and radical shift that we have been tracking for the past few years is the rise of China, and its status in this year’s ranking is extraordinary. China now equals the US in having four banks in the top 10 by Tier 1 capital, and a Chinese bank has entered the top three worldwide for the first time, as ICBC displaces HSBC. China ranks 10th in the world for return on capital, with the nine countries ahead of it all being emerging markets. Chinese capital and assets are both rising very fast, at almost 28% for Tier 1, and more than 23% for assets. The high return on capital is achieved on a capi- tal-to-asset ratio of 5.8%, much healthier than western Europe or Japan. While there are concerns about China’s real estate market, and whether arrears on corporate and municipal lending are adequately reported, Chinese banks appear to have a vast cushion of profits with which to tackle problem loans as they arise. The scale of profits in China is one of the most striking developments of the past five years. In our 2007 ranking (financial year ending 2006), the US, Middle East and Latin America were noticeable outper- formers in terms of profitability. North American banks had a 15.9% share of global assets, but a 26.5% share of profits. Western Europe was already an underper- 1 243 Cyprus Popular Bank Cyprus 433.62 2 160 National Bank of Greece Greece 348.17 3 439 FIH Erhvervsbank Denmark 343.35 4 186 Irish Bank Resolution Corporation Ireland 275.55 5 239 Piraeus Bank Group Greece 267.99 6 187 Alpha Bank Greece 262.59 7 183 CatalunyaCaixa Spain 220.44 8 924 Attica Bank Greece 211.81 9 109 Banco Financiero y de Ahorros Spain 198.11 Group (Bankia) 10 65 Allied Irish Banks (AIB) Ireland 179.58 11 940 Abanka Vipa Slovenia 178.99 12 918 Southwest Bancorp US 149.75 13 302 Bank of Cyprus Cyprus 139.84 14 184 Osterreichische Volksbanken Austria 123.18 15 742 United Community Banks US 117.71 16 886 Hypo Tirol Bank Austria 115.46 17 229 Irish Life & Permanent Ireland 112.70 18 394 Grupo Unnim Spain 100.97 19 786 Nova Kreditna Banka Maribor dd Slovenia 88.61 20 153 Millennium bcp Portugal 85.03 21 486 Nova Ljubljanska Banka (NLB) Slovenia 81.72 22 419 Commercial Bank of Kuwait Kuwait 77.30 23 362 Ukreximbank Ukraine 71.62 24 909 Gorenjska Banka Slovenia 68.08 25 546 Banco Internacional do Funchal Portugal 66.58 Rank T1000 Bank Country Impairments rank (% of operating income) Top 25 ImpaIrmenTs rankInG 120 | The Banker | July 2012 Top 1000 world Banks cover story 120 | The Banker | July 2012 former, with a huge 58.3% share of assets but only 46.2% of profits. But Asia-Pacific was also punching below its weight, with 21.9% of assets but only 18.9% of profits. Roll forward to the 2012 ranking, based on end-2011 results (or March 2012 for most Japanese banks), and most asset shares are constant. The exception is that Asia- Pacific has grown to 33.5%, entirely at the expense of western Europe, now down to 45%. But in terms of prof- its, western Europe has almost disappeared, with a share of just 6.3%, while Asia-Pacific now accounts for a stag- gering 53.9%. China’s profits are 30% of the global total, compared with assets that are just 13%. But this is not solely a Chinese story, with Indonesia accounting for only 2.5% of assets worldwide, but more than 10% of profits. Of course, it pays to be cautious, and while China’s capital-to-assets ratio is high by developed market standards, it is significantly lower than other major emerging markets. Brazil’s ratio is more than 7%, those for Mexico and Russia are more than 8%, and Indonesia and Turkey are pushing 9%. GoInG where The GrowTh Is That note of caution notwithstanding, it is very clear that emerging market growth prospects will be superior to those in western Europe for some time. The top 25 coun- tries for return on capital are all emerging markets, with the exception of commodity-driven economies in Aus- tralia and Canada. However, before European executives rush for the air- port, they will notice that many of the top countries for return on capital are not easy markets in which to operate. Banking penetration may be low, allowing high margins and room for growth, but it is low for a reason. Pakistan, which slips a little from its top spot but is still the fourth Top 1000 world Banks cover story % ■ Western Europe ■ Asia-Pacific ■ North America ■ Middle East ■ Latin America ■ Central and Eastern Europe ■ Africa Central and Eastern Europe includes Central Asia. Latin America includes the Caribbean. Source: www.thebankerdatabase.com % ■ Western Europe ■ Asia-Pacific ■ North America ■ Latin America ■ Middle East ■ Central and Eastern Europe ■ Africa Central and Eastern Europe includes Central Asia. Latin America includes the Caribbean. Source: www.thebankerdatabase.com % ■ Western Europe ■ North America ■ Asia-Pacific ■ Middle East ■ Latin America ■ Central and Eastern Europe ■ Africa Central and Eastern Europe includes Central Asia. Latin America includes the Caribbean. Source: www.thebankerdatabase.com % ■ Asia-Pacific ■ North America ■ Latin America ■ Western Europe ■ Middle East ■ Central and Eastern Europe ■ Africa Central and Eastern Europe includes Central Asia. Latin America includes the Caribbean. Source: www.thebankerdatabase.com Global share of assets, 2007 ranking Global share of assets, 2012 ranking Global share of profits, 2007 ranking Global share of profits, 2012 ranking 122 | The Banker | July 2012 Top 1000 world Banks cover story 122 | The Banker | July 2012 best performer, is fraught with political and operational risks, which have kept the banking sector very small com- pared with the size of the domestic population. Argentina, which jumps from fifth to top of the return on capital ranking, suffers from entrenched high inflation, which policy-makers appear unwilling to tackle. Asset growth of more than 50% in 2010 looked unsustainable, even from a low base, but this has at least moderated to just 12.3% in 2011 without doing profits any harm. That should provide reassurance that Argen- tine banks are not pushing too far into high-risk lending activities, but slower asset growth would presumably also constrain revenue growth in the future. Perhaps the stand-out story is Poland, the only country among the top 25 by return on capital to com- bine a highly profitable banking sector with the relative institutional security of EU membership (but thankfully not eurozone membership). Little wonder that Banco Santander, with its home market in trouble, bought the country’s fourth largest bank, Bank Zachodni WBK, from Allied Irish Banks in 2010. It then followed up by merging Zachodni with Kredyt Bank, owned by Bel- gium’s KBC, in May 2012, to build the country’s third largest bank. In fact, ownership of foreign assets is already a major advantage for many European banking groups, including those with some of the most troubled home jurisdictions. In our table of top profits among foreign- owned subsidiaries, we have excluded banks in Aus- tralia, New Zealand and Scandinavia, which effectively have multiple home markets. The top foreign subsidi- ary, HSBC Hong Kong, is also almost a second home for the UK-headquartered bank, whose very name high- lights its historic role in Asian markets. By contrast, other important foreign acquisitions are much more recent. Santander in particular has a string of very profitable banks in Latin America among the top earning foreign subsidiaries, which contributed almost 70% of group pre-tax profits, while Spanish peer BBVA’s holdings in Mexico and Venezuela comprised more than 60% of its profits. BBVA also has a 25% stake in highly successful Turkish bank Garanti. Italy’s Uni- Credit is another to benefit from a Turkish subsidiary, Yapi Kredi, while profits from UniCredit in Russia are just outside the top 25 for foreign-owned subsidiaries. Of course, control of Turkish Finansbank is also a saving grace for National Bank of Greece, whose home market is a source of catastrophic losses at the moment. emerGInG Banks cross Borders This last story, however, is a stark reminder that foreign acquisitions are not an option for the worst-hit banks that are now desperately short of capital. Indeed, the trend is heading the other way, as banks in western Europe are forced to sell subsidiaries as part of state- backed restructuring plans. Russia’s Sberbank has been a prime beneficiary of this, buying the central and east- ern European network of Austria’s Volksbank in 2011, and now closing in on the acquisition of DenizBank in Turkey from Belgium’s rescued Dexia. Indeed, Europe’s woes are a unique opportunity for the most successful banks in emerging markets that are in danger of outgrowing their home market to pursue a more cross-border strategy. In addition to Sberbank, Latin American banks appear to be on the rise, with Chile’s Corpbanca buying Santander’s Colombian oper- ations. HSBC announced sales of several Latin Ameri- can units during 2012, all to Colombian banks – Colombia, Peru, Uruguay and Paraguay to GNB Sudameris, with Costa Rica, El Salvador and Honduras going to Banco Davivienda. Of course, both HSBC and Santander retain vast international networks, so these sales are about rationalisation rather than retreat. In general, smaller banks are now increasing Top 1000 world Banks cover story 1 Amount of capital injection included in calculation of pro-forma Tier 1 capital. Actual recapitalisations may vary. 2 EFG Eurobank Ergasias statutory Tier 1 capital not disclosed. Shareholders’ equity, including 2011 losses, was $1.13bn at Dec 31, 2011. 3 National Bank of Greece received a higher amount of HFSF bonds totalling $9.61bn on May 28, 2012. 4 Cyprus Popular Bank Tier 1 capital based on total shareholders equity, actual figure not disclosed. 5 Bank of Cyprus’s pro-forma Tier 1 capital calculation does not include PSI impairment related tax benefit of $299m recorded in Q1 2012. Key: HFSF – Hellenic Financial Stability Fund; PSI – private sector involvement (Greek sovereign debt restructuring). GREECE EFG Eurobank Ergasias (EFG Group) 2 12/11 Greece 6479 n/a 2 Not included Not included n/a n/a n/a n/a n/a National Bank of Greece 12/11 Greece 5965 $8.928bn from HFSF 3 Included Included 80% -3074 Included Included 80% Alpha Bank 12/11 Greece 4884 $2.458bn from HFSF Included Included 79% 2426 Included Included 79% Piraeus Bank Group 12/11 Greece 3368 $6.017bn from HFSF Included Included 76.5% -2650 Included Included 76.5% Emporiki Bank (Crédit Agricole) 12/11 Greece n/a n/a n/a n/a n/a 1625 Included Included 77% Attica Bank 12/11 Greece n/a n/a n/a n/a n/a 368 Included Included 71.6% CYPRUS Cyprus Popular Bank 12/11 Cyprus 3284 $2.329bn rights issue underwritten by the Republic of Cyprus plus $160m Tier II exchange to create core capital plus $84m existing eligible contingent convertible bonds Included Included 76.4% 778 4 Included Included 76.4% Bank of Cyprus 12/11 Cyprus 2599 5 $207m share capital increase (rights issue) and $559m exchange of Convertible Enhanced Capital Securities (CECS), completed in March 2012 Included Included 83% 2392 Included Included 83% Hellenic Bank 12/11 Cyprus n/a n/a n/a n/a n/a 703 Included Included 70% Bank Date Country Pro forma Tier 1 ($m) Capital injection/funding commitment included in pro forma Tier 1 1 Current year’s loss included or not? PSI impairment included or not? Greek sovereign debt % hair- cut included in Tier 1 calculation Statutory Tier 1 ($m) Current year’s loss included or not? PSI impairment included or not? % haircut included in Tier 1 calculation Bank accounTInG for Greek sovereIGn resTrucTurInG 126 | The Banker | July 2012 Top 1000 world Banks cover story 126 | The Banker | July 2012 their capital more rapidly than the average for the Top 1000. While global capital rose 5.7%, the threshold for entry into the ranking, at $284m in Tier 1 capital, increased more than 11%. This would suggest that the shift in the global banking landscape toward regional emerging market players is set to continue. noT much GoodwIll However, foreign subsidiaries do not always bring prof- its. In central and eastern Europe especially, a combina- tion of the economic fall-out from the eurozone and local political risks have triggered significant losses at the par- ent company level. Erste Bank, Volksbank, UniCredit and Intesa Sanpaolo have all taken substantial write- downs on operations in Romania, Hungary and (in the case of UniCredit) Ukraine. These are not necessarily the product of loan losses, but rather because the banks had been carrying signifi- cant goodwill valuations dating from their acquisitions of these subsidiaries. Under increasing scrutiny from regulators, all these banks had acknowledged that the prospects for these subsidiaries were insufficient to jus- tify the high goodwill values. Such write-offs are at least one-off losses – espe- cially for Volksbank, which has now sold its Hungarian operations to Sberbank. Worryingly, the bank was forced to retain its Romanian subsidiary, which the Russian bank refused to buy owing to fears over asset quality. The good news is that many central and eastern European subsidiaries are generating operational prof- its, and should start to yield greater value for their par- ents in the future. In the Baltic states that were severely hit by the financial crisis and a local property collapse in 2008, subsidiaries of Sweden’s SEB and Swedbank have returned to profit. One bank with a less certain future is Ukrsibbank, BNP Paribas’s subsidiary in Ukraine. The bank lost $448m in 2011, equivalent to almost 70% of its Tier 1 capital, and is now too small to appear in our country ranking unless recapitalised by its parent. It goes without saying the Greek subsidiaries are hardly in favour either, with Crédit Agricole’s Emporiki Bank los- ing more than $2bn in 2011, despite which the group still managed to generate overall profits of $5.1bn. don’T forGeT esTaBlIshed markeTs For all the focus on growth markets, it is noticeable that countries at the epicentre of the 2008 financial crisis, namely the US and UK, can still generate handy returns for foreign investors. Santander subsidiaries in the US and UK each generated profits of about $2bn last year, while US subsidiaries contributed about $800m each to Royal Bank of Scotland and BNP Paribas. Overall, the US mar- ket has returned to its pre-crisis status as an outperformer in terms of profitability, with a 15.6% share of global assets generating a 23.4% share of worldwide profits. Top 1000 world Banks cover story Rank Country Return on capital 1 Argentina 42.82 2 Peru 40.41 3 Indonesia 36.08 4 Pakistan 35.96 5 Russia 30.46 6 Poland 29.89 7 South Africa 28.02 8 Vietnam 27.35 9 Brazil 26.74 10 China 26.39 11 Venezuela 25.97 12 Australia 25.31 13 Morocco 24.39 14 Turkey 23.72 15 Malaysia 23.33 16 Thailand 23.17 17 Chile 22.80 18 Iran 22.75 19 Qatar 22.39 20 Colombia 22.38 21 Canada 20.75 22 Mexico 20.6 23 India 20.59 24 Lebanon 20.37 25 Panama 18.96 Top 25 counTrIes for reTurn on capITal (%) Source: www.thebankerdatabase.com Rank Bank Country Pre-tax Parent Parent profits ($m) country 1 HSBC Hong Kong 11,766 HSBC UK 2 Banco Santander Brasil Brazil 4752 Banco Santander Spain 3 Grupo Financiero BBVA Mexico 2207 BBVA Spain Bancomer 4 Santander Holdings USA US 2166 Banco Santander Spain 5 HypoVereinsbank Germany 2089 UniCredit Italy 6 Santander UK UK 1949 Banco Santander Spain 7 Absa Group South Africa 1745 Barclays UK 8 Yapi ve Kredi Bankasi Turkey 1540 UniCredit Italy 9 Grupo Financiero Banamex Mexico 1470 Citi US 10 Standard Chartered Bank Hong Kong 1282 Standard Chartered UK (HK) 11 Grupo Financiero Santander Mexico 1171 Banco Santander Spain 12 UnionBanCal Corp US 1095 Bank of Tokyo- Japan Mitsubishi UFJ 13 Bank Pekao Poland 1051 Unicredit Italy 14 HSBC Bank Brasil Brazil 1020 HSBC UK 15 Banco Santander Chile Chile 1003 Banco Santander Spain 16 Banco de Chile 965 Citi US 17 HSBC Bank Canada Canada 936 HSBC UK 18 Ceska Sporitelna Czech Rep 856 Erste Group Bank Austria 19 BancWest Corporation US 805 BNP Paribas France 20 Citizens Financial Group US 778 RBS UK 21 BBVA Banco Provincial Venezuela 747 BBVA Spain 22 Standard Chartered Bank India 699 Standard Chartered UK India 23 DenizBank Turkey 659 Dexia/Sberbank Belgium/ Russia 24 Bank Austria Austria 658 UniCredit Italy 25 CSOB Czech Republic Czech Rep 650 KBC Group Belgium Top 25 profITs for foreIGn-owned suBsIdIarIes Source: www.thebankerdatabase.com 128 | The Banker | July 2012 Top 1000 world Banks cover story 128 | The Banker | July 2012 Another banking market that is perhaps easily for- gotten is the former giant of Japan, whose banks domi- nated the top 10 two decades ago. In this year’s ranking, only Mitsubishi UFJ retains that status, with Mizuho and Sumitomo Mitsui squeezing into the top 20. With a capital-to-assets ratio of 4.6%, they do not have a huge proportion of surplus capital. But Japanese banks did record impairments equivalent to just 1.4% of total operating income in 2011, despite the damage done to the local economy by the earthquake and tsu- nami in March. This has helped Japanese banks in the 2012 Top 1000 to show profits of $60bn, double those of the UK and up almost 33% year on year. The improv- ing performance after the stagnation that followed Japan’s own financial crisis in the early 1990s holds out hope to western Europe. The strong savings culture in Japan means its banks are also highly liquid, with the top three banks all enjoy- ing loan-to-deposit ratios of well below 90%. In fact, the major challenge for Japanese banks is a shortage of new lending opportunities in their home country, as the pop- ulation dwindles and economic growth remains low. This makes them natural candidates to expand over- seas, and there are signs of movement down that route. In the US, Mitsubishi is using UnionBanCal, a subsidi- ary since 1975, to take advantage of the post-crisis land- scape and acquire further assets on the west coast, including two banks in 2010 and Pacific Capital Ban- corp in 2012. UnionBanCal generated profits of more than $1bn in 2011. Top 1000 world Banks cover story Bank Country Tier 1 cap in previous ranking $m Notes During 2011, change included in 2012 ranking Banco Base Spain 7223 Merger failed, Liberbank Group & Banco CAM separated Deutsche Postbank Germany 7194 Acquired by Deutsche Bank Bank of Moscow Russia 4942 Acquired by VTB Bank Marshall & Ilsley Corp US 4430 Acquired by BMO Banco Pastor Spain 2616 Merged – see Banco Popular Espanol EON Bank Malaysia 1341 Acquired by Hong Leon Bank Deutsche Schiffsbank Germany 1257 Acquired by Commerzbank BAC Credomatic Panama 930 Acquired by Banco de Bogota NewAlliance Bancshares US 917 Acquired by First Niagara Friesland Bank Netherland 767 Acquired by Rabobank Bank Islam Malaysia Malaysia 669 Acquired by BIMB Holdings Wilmington Trust Corp US 648 Acquired by M&T Bank Corporation Caja Cantabria Spain 521 Merged into Liberbank Group Sterling Bancshares US 509 Aquired by Comerica Compagnie Financiere E de Rothschild France 429 Group reorganisation – see Banque Privee Edmond de Rothschild Group Novacaixagalicia Spain 372 Renamed NCG Banco Center Financial Corporation US 291 See BBCN Bancorp Danvers Bancorp US 283 Acquired by People’s United Financial Rural Bank Australia 270 Acquired by Bendigo and Adelaide Bank During 2012, change not included in ranking Kuxtabank Spain 7394 (estimated) Merger of BBK, Kuxta and Vital Banca Civica Spain 6129 Acquired by CaixaBank Banco Cam Spain 3178 Acquired by Banco Sabadell PT Bank Danamon Indonesia Indonesia 2376 Bid for acquisition from DBS Group Holdings DenizBank Turkey 1930 Acquired by Sberbank Russia Pacific Capital Bancorp US 715 Acquired by Mitsubishi UFJ Financial Group Kredyt Bank Poland 696 Merged with Bank Zachodni WBK merGers, acquIsITIons and resTrucTurInGs Source: The Banker, Dealogic accounTInG for a crIsIs In addition to generating heavy losses, the eurozone sov- ereign crisis has also provided some interesting dilem- mas for our research team. During the 1980s, US regulators responded to signs of growing trouble in the savings and loan sector by loosening accounting stand- ards in an attempt to give these banks time to trade their way out of trouble. In many cases, the ploy failed badly as losses only increased, and it is perhaps worrying that the European Banking Authority (EBA) seems to be straying down the same route in a bid to shore up Europe’s banking sector. Not all Greek and Cypriot bank data submitted to the Top 1000 appeared to take full account of the losses suffered on Greek sovereign debt, which prompted us to request that these banks fill in an additional survey to explain their results. The responses to that survey can be found on page 122, and the crucial message is that the Greek banks submitted their capital ratios on a pro-forma basis, incor- porating the capital injections they expected to receive from the EU as part of the country’s rescue package. The Hellenic Financial Stability Fund began the capital injection in May 2012, but its completion is still subject to political uncertainty in the wake of elections in June and the incoming government’s intention to partially renegotiate terms with the EU. In the case of Cyprus, the government is underwriting a $2.3bn rights issue by Cyprus Popular Bank, but at the time of going to press the Cypriot authorities had indicated that they would need EU support to carry this through. 130 | The Banker | July 2012 Top 1000 world Banks cover story Rank Bank Country % increase Total RWA in market RWA change % Rank Bank Country % decrease Total RWA in market RWA change % 1 Banco Bradesco Brazil 355.64 11.95 2 BNP Paribas France 261.95 -1.1 3 UniCredit Italy 240.38 -2.04 4 National Australia Bank Australia 233.92 0.08 5 Crédit Agricole France 218.42 1.76 6 Deutsche Bank Germany 178.55 6.67 7 Banco do Brasil Brazil 158.74 8.88 8 Rabobank Group Netherlands 151.87 -1.43 9 Société Générale France 140.78 0.97 10 UBS Switzerland 136.36 21.05 1 Allied Irish Banks (AIB) Ireland -63.72 -17.41 2 Bank of Ireland Ireland -44.71 -17.8 3 Scotiabank Canada -42.4 11.35 4 Banco Santander Spain -34.16 -9.44 5 Woori Financial Group South Korea -22.22 3.27 6 Royal Bank of Scotland UK -20.96 7.84 7 Royal Bank of Canada Canada -12.01 5.22 8 Desjardins Group Canada -9.35 3.06 9 KDB Financial Group South Korea -7.77 12.08 10 Nationwide Building Society UK -6.04 -0.38 Top 10 Increases In markeT rIsk Top 10 decreases In markeT rIsk RWA – risk-weighted assets Source: www.thebankerdatabase.com RWA – risk-weighted assets Source: www.thebankerdatabase.com What is also striking across the board is that the haircuts applied on Greek sovereign debt holdings, and the way that they have been applied, are not at all uni- form across the Greek and Cypriot banks. This begs the question of whether some banks have given themselves a sufficient safety margin in their capital-raising plans, especially as the real economy is also likely to remain in the doldrums for some time. Clearly, there will be similar concerns about accounting at the Spanish cajas (savings banks), which took several years to acknowledge the scale of losses suf- fered. Several cajas do not report NPLs to the Top 1000 at all, while others are recording levels of about 3%. By contrast, some of the banks already subject to heavier official intervention and rescue by the government restructuring fund FROB, such as Liberbank and Banco CAM, have disclosed NPL ratios well into double fig- ures. This implies there could be further losses to come in the Spanish banking sector. In theory, allowing banks to book expected future rescue packages in their capital is intended to reassure depositors, but the Spanish expe- rience suggests that opaque accounting merely increases mistrust in the financial sector as a whole. Another complicated accounting story is Dexia, which was broken into French and Belgian components as part of its 2011 bail-out. Losses on eurozone debt exposure have only been partially recognised, and the capital ratio still includes money expected to be generated by the sale of more valuable assets. The DenizBank deal suggests those expectations may be realistic, but market conditions for selling bank assets are hardly favourable. We naturally favour financial transparency, and would note the correlation between financial problems and the non-submission of data to the Top 1000. Last year, Bank of Moscow did not submit data. After it was bought by Russian peer VTB Bank in 2011, the combined group required a government capital injection of more than $14bn to cope with losses on Bank of Moscow’s loan book. This year, EFG Group, the Luxembourg parent company of Greece’s Eurobank, has not submitted group- level data, although we have obtained some data for the Greek subsidiary. Readers may want to take a closer look at the list of banks that did not submit data on page 258. One of the most notable omissions is the German savings banks, the sparkassen. We have mentioned in the past that data submission from this sector is extremely patchy, and this year we adopted a new approach, simply including the aggregate figures for the whole sector supplied to us by the German Savings Bank Association (DSGV) in the Germany country listing. The DSGV justifies this method of reporting because there is a mutual guarantee on all its members, so depos- its in any single bank are safe as long as the association as a whole is solvent. Our response would be that most sparkassen are ultimately owned by municipal taxpay- ers, who should surely have a right to know whether their local savings bank is performing adequately or not. TIGhTenInG The rules While accounting standards may be slipping, capital reg- ulation is set to tighten up with the advent of Basel III. Much has been made of the impact that this will have on the weighting of market risk, which was allegedly under- estimated using Basel II methodology. As European banks gradually switch methodology in reporting their accounts, those with large derivatives businesses, such as the three largest French banks, Deutsche Bank and UBS, have all seen sharp rises in market risk-weighted assets. Brazil has also begun to move to more rigorous capital rules, with two Brazilian banks high on the list of increased market risk-weights. By contrast, banks restructured after the crisis that have been on a steady deleveraging process have reduced market risk exposure substantially, including the Irish banks and the UK’s Royal Bank of Scotland. But for all the concerns on the trading floor, it is noticeable that market risk is still a very small component of total risk- weighted assets. Hence banks such as BNP Paribas and UniCredit can record large increases in market risk, but still lower their total risk-weighted assets. Given the impact that financial market volatility has been having on bank results, it is open to question whether even Basel III is yet able to capture the true levels of market risk on the balance sheets of the most complex banking groups. The research for The Banker’s Top 1000 rankings was carried out by Adrian Buchanan, Guillaume Hingel, Charles Piggott, Valeriya Yakutovich, Alberto Berardi and Bart Thomas. 130 | The Banker | July 2012 . 2011 Source: www.thebankerdatabase.com 118 | The Banker | July 2012 Top 1000 world Banks cover story 118 | The Banker | July 2012 There are a few. operating income) Top 25 ImpaIrmenTs rankInG 120 | The Banker | July 2012 Top 1000 world Banks cover story 120 | The Banker | July 2012 former, with

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