Monday, March 17, 2008

Lehman's Fuld Says Liquidity Concern `Off the Table' (Update2)

March 17 (Bloomberg) -- Lehman Brothers Holdings Inc. Chief Executive Officer Richard Fuld said the Federal Reserve's move to provide funding to brokers should alleviate investor concern that Wall Street firms may face cash shortages.

``The Federal Reserve's decision to create a lending facility for primary dealers and permit a broad range of investment grade securities to serve as collateral improves the liquidity picture and, from my perspective, takes the liquidity issue for the entire industry off the table,'' Fuld, 61, said in a statement today.

Fuld, who presides over the fourth-largest U.S. securities firm, made the statement as his company's shares declined more than 10 percent in New York trading. Smaller rival Bear Stearns Cos. yesterday agreed to be acquired by JPMorgan Chase & Co. for $2 a share, 90 percent below the company's market value last week, after customers withdrawals raised the prospect of bankruptcy. The Fed is helping to finance the deal.

The central bank, aiming to prevent a meltdown in financial markets, yesterday cut the rate on direct loans to banks and became lender of last resort to the biggest dealers in U.S. government bonds.

``In light of what happened with Bear everything else is under pressure and everyone's looking to make sure they have the funding and liquidity,'' said Tim Smalls, head of U.S. trading at Execution LLC in Greenwich, Connecticut. ``We're seeing a classic case of selling first and asking questions later. Every global financial stock is getting whacked.''

Liquidity Pool

Lehman fell $4.96, or 12.6 percent, to $34.30 at 11:00 a.m. in New York Stock Exchange composite trading, after dropping as low as $24.50 earlier today. The stock has lost about 48 percent of its value this year.

In its first weekend emergency action in almost three decades, the central bank lowered the so-called discount rate by a quarter of a percentage point to 3.25 percent. The Fed also will lend to the 20 firms that buy Treasury securities directly from it. In a further step, the Fed will provide up to $30 billion to JPMorgan Chase to help it finance the purchase of Bear Stearns.

Lehman's so-called liquidity pool -- consisting of cash, money market instruments, corporate bonds and stocks that can be sold quickly -- is the strongest among the five largest brokers, according to Sanford C. Bernstein & Co.

`Navigate Through'

Lehman's $98 billion liquidity pool compares with $61 billion at Goldman Sachs Group Inc., the largest and most profitable securities firm, according to Bernstein analyst Brad Hintz. Bear Stearns had $17 billion at the end of the fourth quarter.

Lehman's liquid assets are more than five times greater than its shareholders' equity. At Merrill Lynch & Co., the world's largest broker, and Morgan Stanley, the second-biggest U.S. securities firm, the ratio is three times equity. Goldman's liquid assets are double its equity.

``Over the last 20 years, the U.S. securities industry has learned through experience how to navigate through financially stressful events that can damage confidence,'' Hintz, a former Lehman finance chief, said in a report today.

According to Lehman's annual report, the firm had $35 billion of cash at the end of November and an additional $159 billion of ``unencumbered assets'' that aren't financed by borrowing or tied to other financial commitments.

Credit Rating

Mortgage-related assets amount to 29 percent of the financial instruments on Lehman's books, compared with 33 percent at Bear Stearns. An additional 13 percent of Lehman's financial instruments are U.S. government bonds that are easy to sell, according to Bank of America Corp. analyst Jeffrey Rosenberg. Government securities make up 9.8 percent of Bear Stearns's holdings.

``Lehman's prior experience suffering a liquidity crisis could mean it is better prepared to weather the current storm,'' Rosenberg wrote in a report today. Under Fuld, Lehman survived the credit contraction that followed the collapse of hedge fund Long-Term Capital Management LP and Russia's default on its debt in 1998. Lehman shares dropped 63 percent at the time on speculation about a cash shortage.

Lehman had its long-term credit rating affirmed at A1 by Moody's Investors Service earlier today. The rating company lowered its outlook on the company to stable from positive.

``Lehman has navigated quite well to date through persistently volatile and challenging financial markets,'' Moody's said in the statement. The outlook is no longer positive because the value of the firm's assets is declining and global liquidity is drying up, Moody's said.

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