UPDATE 1-Banco Popular Espanol tests market for high trigger CoCo

Written By Unknown on Kamis, 10 Juli 2014 | 16.47

Thu Jul 10, 2014 4:29am EDT

(Adds quotes and background details)

By Aimee Donnellan

LONDON, July 10 (IFR) - Banco Popular Espanol is braving a relatively shaky market backdrop on Thursday to sell its first high trigger euro contingent convertible (CoCo) deal, strengthening its capital base ahead of the upcoming stress tests.

The Spanish lender has begun marketing the perpetual non-call five Additional Tier 1 transaction at 7%-7.25%, according to a source. The bond will convert to equity if the bank's Common Equity Tier 1 ratio falls below 7%. That ratio is currently at 10.28%.

By selecting a 7% trigger, the deal will count towards the capital metrics to be applied by the European Central Bank in the stress tests, although a source at BPE said the aim of the issuance was to comply with Basel III regulations.

Credit Agricole, Deutsche Bank, Goldman Sachs, Morgan Stanley and UBS are lead managers on the issue, which is expected to be 500m-750m in size.

The deal has emerged after the AT1 market came under pressure in the past day, with some issues dropping as much as three quarters of a point.

"It's not the greatest market backdrop today but I can understand why BPE would want to get the deal done," said a syndicate banker.

"It looks like they need this deal for the upcoming stress tests and seeing as the AT1 has been selling off over the past week, today might be their last window for a while."

This is BPE's second venture into the CoCo market and follows the sale of a 500m AT1 that now trades around 6% - just over half the 11.5% yield the bank paid to get the deal done in October 2013. (Reporting by Aimee Donnellan; editing by Alex Chambers, Julian Baker)

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