Fitch Places Countrywide On Rating Watch Evolving

Date : 05/05/2008 @ 9:42AM
Source : Business Wire
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Fitch Places Countrywide On Rating Watch Evolving

Fitch Ratings has placed all ratings of Countrywide Financial Corporation (CFC) on Rating Watch Evolving, removing them from Rating Watch Positive. The Rating Watch Evolving reflects further disclosure surrounding Bank of America's (BAC) treatment of CFC debt following the acquisition. While Fitch continues to believe that BAC's acquisition of CFC will likely close, today's rating action considers uncertainty over the transaction's final structure. A complete list of ratings follows at the end of this release.

As disclosed in BAC's amended S-4 filed on May 1, 2008, BAC left open the possibility that any remaining CFC debt could remain obligations of CFC and not BAC. Further, BAC made no assurances that such debt would be redeemed, assumed or guaranteed. Any structure that does not result in full BAC support of CFC could result in some or all CFC ratings being notched below those of BAC, with the potential for significant notching, including CFC debt being downgraded below its current level. Conversely, depending upon the ultimate structure, some or all of CFC's ratings could be equalized with BAC ratings. (BAC rated 'AA/F1+', Rating Watch Negative by Fitch.) CFC's ratings had been on Rating Watch Positive pending the acquisition of CFC by BAC, announced in January 2008. Since that time, BAC has repeatedly indicated its expectation that the transaction will be completed and Fitch continues to believe that the probability that the transaction is completed remains extremely high. However, BAC has been unusually silent regarding the ultimate structure of the transaction CFC's results have deteriorated further as the residential mortgage sector continues to weaken. First quarter results produced a net loss of $983 million, more than double the loss recorded in the final quarter of 2007. CFC recorded sharply higher loan loss provisions, increased provisions for representations and warranty claims, increased provisions for captive mortgage insurance claims, and a high, albeit reduced, level of impairment of retained interests. Given CFC's operating difficulties and the stressed environment, CFC's ratings would be likely be downgraded absent the capital and liquidity support already provided by BAC, and more likely still if the merger is not consummated.

The following ratings have been removed from Rating Watch Positive to Rating Watch Evolving Countrywide Financial Corp.

--Long-term Issuer Default Rating (IDR) 'BBB-'; --Short-term IDR 'F3'; --Individual 'C/D'; --Senior debt 'BBB-'; --Subordinated 'BB+; --Commercial paper 'F3'; --Support '5'; --Support floor 'NF'.

Countrywide Bank FSB --Long-term IDR 'BBB-'; --Short-term IDR 'F3'; --Individual 'C/D'; --Senior debt 'BBB-'; --Long-term deposits 'BBB-'; --Short-term deposits 'F3'; --Short-term debt 'F3'; --Support '5'; --Support floor 'NF'.

Countrywide Home Loans, Inc.

--Long-term IDR 'BBB-'; --Short-term IDR 'F3'; --Senior debt 'BBB-'; --Commercial paper 'F3'.

Countrywide Capital I, III, IV, V --Trust preferred 'BB'.

Fitch's rating definitions and the terms of use of such ratings are available on the agency's public site, www.fitchratings.com. Published ratings, criteria and methodologies are available from this site, at all times. Fitch's code of conduct, confidentiality, conflicts of interest, affiliate firewall, compliance and other relevant policies and procedures are also available from the 'Code of Conduct' section of this site.

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