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Grave Dancing for Fun and Profit in theFinancial Apocalypse of 2008 and Beyond
By: David Repka, Founder, Bison Financial Group
Overview: The financial markets are in chaos. It seems that as each day goes by another oncemighty financial institution is brought to its knees. Fannie Mae, Freddie Mac, Bear Stearns,Lehman Brothers, IndyMac, AIG, Countrywide, Merrill Lynch, Washington Mutual& Wachovia have either been hobbled, failed or have been absorbed by another institutionhigher up on the food chain or by the Federal Government.World View: Chaos creates opportunity. Fortunes were made and lost in the RTC/FDIC crisisof the late 1980s and early 1990s. We are standing at the edge of the next great real estatewealth transfer. The old rules (from 2007 and earlier) no longer apply. Entrepreneurs poised toembrace the new realities will prosper during this upheaval.The Four Horsemen of the Apocalypse are riding and they are bringing friends:The Death of Value: Since the beginning of time commercial real estate investors could apply aCAP rate to the verified NOI of a property and determine what they would be willing to payfor a property. They would then find a lender that would lend on this value confirmed by anappraisal using three determinants: Cost Approach, Market Sales Approach and IncomeApproach. The Cost Approach and its reliance on recent land sales and costs of bricks andsticks has historically been subordinate to the other two. With limited transaction volume, TheMarket Approach to value is not a reliable metric. The weakness of the Income Approach todetermining value is that it relies on a CAP rate to determine value. In our uncertain market noone knows what CAP rates should apply. So how does a lender determine loan proceeds if there is not a rock solid value to hang their hats on? In our current market conditions the onlyguideline that is given serious consideration by lenders to determine the loan amount is DebtCoverage Ratio (DCR). DCR reveals the margin of safety a lender has to weather the real or  perceived financial storm.The Death of the Liquidating Property: Based on the Death of Value, the logical conclusion isthat the only deals that can be done in this environment are on income producing propertieswith a cash flow that can be verified. The days of lending money to build a property that needsto be sold off (liquidated) to retire the debt are over. A high-rise condo tower receivedfinancing because the developer presented the lender a compelling case showing enough presale contracts backed up by deposits to retire the debt with the sale of only 50-70% of theunits. The weakness of this strategy is that most of the “presales” were actually speculators planning to flip the units at a higher price to someone that would actually live there. When the pool of “end users” evaporated, many of these speculators walked away from their deposits and put the onus of selling the units back on the developer. If the developer was weak these assetsare now owned by the lender. If the lender was weak the RTC 2.0 will soon own these assets.The Death of Land: Land is the ultimate four-letter word. It is impolite to mention L-A-N-D in polite company because it has no cash flow and for the purpose of this Report has no Valueunless it is a raw material used to create a property with an income stream. At the October 2008 Crittenden Commercial Real Estate Finance conference in Orlando, FL the consensus of 
 
lenders was that land had zero value and that site work improvements only added value for half the original cost.The Death of Loan Origination: CMBS market has effectively shut down and is notfunctioning since lenders need to charge a 10-year fixed rate coupon over 12% just to break even considering how the various tranches of CMBS paper are trading. Current pricing of AAA securities is 350 over the 10-year Treasury (vs. 65 over in 2006) with the AA trading at925 over (vs. 85 over in 2006). The riskier BBB piece has a market price of 2360 over (vs. 175over in 2006). Think about this for a moment: in 2006 investors were willing to accept a yieldof under 6% for a 10-year BBB “Investment Grade” risk. In our current market the sameinvestors demand a yield of just under 28% for this risk.
 Are you kidding me?
See the chart below – a picture is worth a thousand words. Send an e-mail todave@bisonfinancial.comif you would like a copy of the source material from CMSA. This was from September 5, 2008.
 
Many lenders are scratching their heads at why they are originating single loans when they cancherry pick their preferred risk tranche on an entire pool. Assuming an investor can getcomfortable with the rating agencies’ assessment of the risk (and this is a big IF) outsizedreturns can be achieved with little personnel costs. Several loan originators I have talked torecently are fearful of losing their jobs should their bosses realize this and axe their entireorigination platform.
Source: Commercial Mortgage Alert
The Death of New Customers: Capital is scarce. Many lenders have developed the parochialmindset that their funding capacity is for existing customers only. No new customers needapply. In the rare case of a new customer being welcomed to a bank, they need to be preparedto have a
relationship
with their new lender. A
relationship
isn’t nearly as interesting as itsounds. It does not mean candlelight, bubble baths and foot massages; it means… get ready to pony up at least 10% of the loan amount in Certificates of Deposit at our bank.The Death of The Amateurs: In the go-go times lenders were flush with cash and willing totake a shot on an amateur developer with a limited track record, experience, net worth andliquidity. Bankers wooed Developers with fancy Porterhouse Steaks, limo rides and tickets tosporting events. Not anymore. Now experienced developers with $50 or $100 million personalfinancial statements are being kicked to the curb left and right. Sponsorship has become moreimportant than ever: Sponsors need to have a verified track record, real liquidity not just“paper” net worth. They also need to have strong global cash flow to be able to service anynew debt out of their pocket since interest reserves are a thing of the past.The Death of Leverage: The entire global financial system is deleveraging. The Death of Valuesection outlined the new reality that the days of quoting loans based on the concept of Loan toValue (LTV) and Loan to Cost (LTC) are over. The new reality is that Debt CoverageConstrained Loans are the only ones that will get closed during these uncertain economictimes. During the underwriting process lenders will verify the income side of the equation,adjust for tenant turnover risk & market vacancy and make sure that operating expenses used inthe analysis are appropriately conservative. Once the NOI is determined the lender willdetermine a conservative allocation for Reserves for Replacement to Arrive at theUnderwritten Cash Flow (UCF). This gives the lender another swing at the funds available to pay debt service and further hammer loan proceeds. DCRs will continue to rise. Lenders thatwere at 1.2x 6-months ago have increased to 1.25 to 1.3x on the safest, lowest risk properties.The difference in loan proceeds generated by the new conservative underwriting and the costof the property will need to be filled with Sponsor Equity. As the Equity requirements getlarger and larger borrowers will need to find a creative solution or transactional volume willcontinue to drop.The Death of Upside and Appreciation: During the good old days lenders added a level of optimism to their proformas. They underwrote inflation into the rents, gave weight to aBorrower’s proposed cost cutting strategy, lightened the Reserve requirements and sized loans based on interest only DCR as opposed to loans that require amortization. This artificiallyraised the UCF and the corresponding loan proceeds. Current market conditions have madelenders dubious that future rent increases and operating expense reductions will ever happen.August financial institutions such as Fannie Mae & Freddie Mac have suspended offeringforward commitments to fund new construction upon completion and stabilization. With a lesscertain exit strategy construction lenders are assuming that they will need to hold an asset ontheir books for the duration and are evaluating their risk accordingly.
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Serious perspective on serious topics, but delivered with David's hallmark wry, sophisticated humor --- making the 'medicine go down' a little more palatably. I've shared this with several colleagues and each has appreciated his literary approach:)

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