AIB could lose €8.4m if it joins 'haircut' programme

BANKS HIT: AIB STANDS to lose €8

BANKS HIT:AIB STANDS to lose €8.4 million on Greek bonds if it signs up for the voluntary haircut programme that forms a central pillar of the rescue plan.

The participation of banks, insurers and other private investors will contribute €135 billion of financing for Greece through 2020, the Institute of International Finance said in a statement.

The Washington-based IIF, which led talks for private investors, negotiated a voluntary 21 per cent haircut on private sector Greek debt holdings. It believes 90 per cent of creditors will sign up.

France’s BNP Paribas is set to take the biggest hit of €950 million as the largest holder of Greek government debt outside the country. Deutsche Bank, HSBC, Allianz and AXA are also among the firms to support the programme.

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European banks were forced to reveal detailed information on holdings as part of last week’s industry health check. This information signalled that non-Greek banks face a €5.4 billion loss.

The EU-wide bank stress tests also indicated that AIB held €40 million in Greek debt at the end of 2010. A 21 per cent haircut would result in an €8.4 million hit.

A spokesman said the bank would not comment as to whether it would join the programme.

Four options are being offered to creditors, including bond exchange and rollover offers as well as a bond buy-back scheme.

Holders of Greek debt who were not on the IIF’s list of firms in support included Royal Bank of Scotland, Unicredit, Credit Agricole and Ageas. The offer is voluntary, raising the possibility that some investors, such as hedge funds, will not participate.

There is about €150 billion of outstanding Greek sovereign debt held by the private sector, so a 90 per cent take-up would account for €135 billion.

Europe’s banks held €98 billion of Greek debt at the end of last year, with two-thirds of that in domestic hands.

BNP Paribas, which holds €4.5 billion of Greek bonds in its banking book, is followed by Dexia and Cyprus’s Marfin, who each hold about €3.4 billion, indicating a hit to each of over €700 million.

Commerzbank held €3 billion and Société Générale held €2.4 billion, so they face haircuts of €630 million and €500 million.

Insurers with the biggest gross exposures are Italy’s Generali with €3 billion, France’s CNP Assurances with €2 billion, and Allianz of Germany with €1.3 billion. – (Additional reporting - Reuters and Bloomberg)