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Deutsche Bank modifies $1.25 billion AT1 note terms amid Libor transition

EditorAmbhini Aishwarya
Published 11/06/2023, 07:36 PM
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Deutsche Bank AG (NYSE:DB) has successfully altered the terms of a $1.25 billion additional tier 1 (AT1) note, shifting from the phased-out Libor rate to the Secured Overnight Financing Rate (SOFR) for coupon calculations, according to Federated Hermes (NYSE:FHI). This move is aimed at eliminating operational complications related to the usage of Libor.

Despite Deutsche Bank's initial failure to change these terms due to lack of votes, this time, the bank managed to secure investor approval by offering a consent fee of 0.5%. However, the bank still faces challenges with another $1.5 billion AT1 that requires resolution, as highlighted by CreditSights Inc.

This issue dates back to the pandemic period when punitive replacement costs compelled Deutsche Bank to retain the issue beyond its first call date and after the end of Libor. The bank's bonds, governed by German law, facilitated this voting process.

It's worth noting that approximately $21 billion worth of AT1s remain tied to Libor, suggesting potential difficulties for other banks in transitioning away from Libor. In a similar vein, Morgan Stanley's conversion of some preferred shares to a fixed-for-life rate underscored the Libor transition issue in the United States, implying that banks under New York jurisdiction might resort to call options for repayments.

This article was generated with the support of AI and reviewed by an editor. For more information see our T&C.

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