TITLE 7.BANKING AND SECURITIES

Part 6. CREDIT UNION DEPARTMENT

Chapter 91. CHARTERING, OPERATIONS, MERGERS, LIQUIDATIONS

Subchapter H. INVESTMENTS

7 TAC §91.803

The Texas Credit Union Commission proposes republication of proposed amendments to §91.803 relating to investment limits and prohibitions. The proposal was first published in the May 5, 2000, issue of the Texas Register (25 TexReg 3892) and withdrawn effective November 3, 2000. It was republished in the November 3, 2000, issue of the Texas Register (25 TexReg 10861). Notice of that version's withdrawal is published elsewhere in this issue.

The amendments, if adopted, will impose new, more stringent limitations on the maximum investments in any one security and specifically prohibits credit unions from engaging in certain types of investment activities. The amendments provide a specific exception for investments in a single financial institution that serve as an investing credit union's designated depository institution (i.e. at which the operating accounts are located), as well as for loan participations purchased from other credit unions. Lastly, the rule, while listing prohibited investments, gives the commissioner the ability to authorize a pilot investment program which could result in a credit union engaging in otherwise prohibited investments if a need and expertise to do so is demonstrated.

The amendments to the rule are being proposed as a result of the general rule review mandated by the Government Code and General Appropriations Act. (Both contain provisions requiring state agencies to review and consider for readoption each of their rules every four years). Notice of Intention to Review Chapter 91 rules was published in the February 4, 2000, issue of the Texas Register (25 TexReg 823) for the purpose of accepting public comment. No comments were received. However, the Commission determined from its initial review of Chapter 91 that a need continues to exist for this rule as amended for safety and soundness purposes.

Two comment letters were received on the proposal's second publication for comment by Dallas Teachers Credit Union and EECU. Dr. Charles Idol, a credit union consultant, commented on the rule at the Legislative Advisory Committee's public meeting held on December 12, 2000. His comments were also provided in writing. Based on the nature of those comments, the Commission has determined that substantive modifications to subsection (b) are necessary and should be put out for comment.

Lynette Pool, Deputy Commissioner, has determined that there will be no fiscal implications for state or local government as a result of enforcing or administering the proposed amended rule.

Ms. Pool has also determined that for each year of the first five years the proposed amended rule is in effect, the public benefits anticipated as a result of enforcing the rule will be increased flexibility for credit unions in dealing with their primary repository institution without compromising the safety and soundness of those investments. Credit union management will also have a comprehensive list of prohibited investments for easier reference. There is no anticipated effect on small businesses as a result of adopting the proposal. There is no economic cost anticipated to entities that are required to comply with the amendment as a result of its future adoption.

Written comments on the proposal must be submitted within 30 days after its publication in the Texas Register to Lynette Pool, Deputy Commissioner, Credit Union Department, 914 East Anderson Lane, Austin, Texas 78752-1699.

The amendments are proposed under the provisions of §124.351 of the Texas Finance Code that are interpreted to authorize the Credit Union Commission to adopt rules authorizing other investments permissible for credit unions that are responsive to changes in economic conditions or competitive practices and to the need for safety and soundness of credit union investments.

The specific section affected by this proposed amendments is Texas Finance Code §124.351.

§91.803.Investment Limits and Prohibitions [ in Other Financial Institutions ].

(a)

Limitations. A credit union may not invest an amount that is greater than 50% of its reserves and undivided earnings with any obligor or related obligors except for investments issued by or fully guaranteed as to principal and interest by the United States or an agency, enterprise, corporation, or instrumentality of the United States, or in any trust or trusts established for investing directly or collectively in such securities, obligations, or instruments, or the purposes of this section, obligor is defined as an issuer, trust, or originator of an investment, including the seller of a loan participation. [ A credit union may invest in certificates of deposit and passbook type accounts issued by an insured state or national bank or other similar institution, provided that the total investments in any one institution shall not exceed 10% of the capital and surplus of that institution, unless such investments are 100% secured by securities issued or guaranteed by the United States or any agency or instrumentality thereof. ]

(b)

Notwithstanding subsection (a) of this section:

(1)

A credit union's board of directors, as a single exception to this section, will be allowed to establish the aggregate credit-risk exposure to a single financial institution approved by the board as the credit union's designated depository based on the credit union's liquidity trends and funding needs as documented by its asset/liability management policy, provided that the credit union has appropriately documented its due diligence to demonstrate that the investments in this designated depository do not pose a safety and soundness concern.

(2)

A credit union may invest in loan participations purchased from other credit unions provided the loan complies with the purchasing credit union's loan policy and credit risk standards.

(c)

Prohibited Activities.

(1)

Definitions.

(A)

Adjusted trading--selling an investment to a counterparty at a price above its current fair value and simultaneously purchasing or committing to purchase from the counterparty another investment at a price above its current fair value.

(B)

Collateralized mortgage obligation (CMO)--a multi-class bond issue collateralized by mortgages or mortgage-backed securities.

(C)

Fair value--the price at which a security can be bought or sold in a current, arms length transaction between willing parties, other than in a forced or liquidation sale.

(D)

Real estate mortgage investment conduit (REMIC) --a nontaxable entity formed for the sole purpose of holding a fixed pool of mortgages secured by an interest in real property and issuing multiple classes of interests in the underlying mortgages.

(E)

Residual interest--the remainder cash flows from a CMO/REMIC, or other mortgage-backed security transaction, after payments due bondholders and trust administrative expenses have been satisfied.

(F)

Short sale--the sale of a security not owned by the seller.

(G)

Stripped mortgage-backed security (SMBS)--a security that represents either the principal-only or the interest-only portion of the cash flows of an underlying pool of mortgages or mortgage-backed securities. Some mortgage-backed securities represent essentially principal-only cash flows with nominal interest cash flows or essentially interest-only cash flows with nominal principal cash flows. These securities are considered SMBSs for the purposes of this rule.

(H)

Zero coupon investment--an investment that makes no periodic interest payments but instead is sold at a discount from its face value. The holder of a zero coupon investment realizes the rate of return through the gradual appreciation of the investment, which is redeemed at face value on a specified maturity date.

(2)

A credit union may not:

(A)

Purchase or sell financial derivatives, such as futures, options, interest rate swaps, or forward rate agreements;

(B)

Engage in adjusted trading or short sales;

(C)

Purchase stripped mortgage backed securities, residual interests in CMOs/REMICs, mortgage servicing rights, commercial mortgage related securities, or small business related securities;

(D)

Purchase a zero coupon investment with a maturity date that is more than 10 years from the settlement date;

(E)

Purchase investments whereby the underlying collateral consists of foreign receivables or foreign deposits; or

(F)

Purchase securities used as collateral by a safekeeping concern.

(d)

Investment pilot program. The commissioner may authorize a credit union to engage in other types of investment activities under an investment pilot program. In approving a credit union's request to participate in a pilot program, the commissioner, in the exercise of discretion, may condition or limit the investment activity to be conducted. A credit union wishing to participate in an investment pilot program shall submit a request that addresses the following items:

(1)

Board policies approving the activities and establishing limits on them;

(2)

A complete description of the activities, with specific examples of how the credit union will conduct them and how they will benefit the credit union;

(3)

A demonstration of how the activities will affect the credit union's financial performance, risk profile, and asset-liability management strategies;

(4)

Examples of reports the credit union will generate to monitor the activities;

(5)

A projection of the associated costs of the activities, including personnel, computer, audit, etc.;

(6)

A description of the internal systems to measure, monitor, and report the activities, and the qualifications of the staff and/or official(s) responsible for implementing and overseeing the activities; and

(7)

The internal control procedures that will be implemented, including audit requirements.

This agency hereby certifies that the proposal has been reviewed by legal counsel and found to be within the agency's legal authority to adopt.

Filed with the Office of the Secretary of State, on January 19, 2001.

TRD-200100371

Harold E. Feeney

Commissioner

Credit Union Department

Earliest possible date of adoption: March 4, 2001

For further information, please call: (512) 837-9236