Long term salve for Canadian CP

The liquidity issues affecting the availability of short-term credit is endemic in the global capital market but particularly acute in the case of lenders that rely on investors buying asset-backed paper to operate.

In Canada a fix, of sorts, is emerging to this crisis.

Reuters reports that a group of Canadian pension funds and international banks plan to convert asset-backed commercial paper into long-term notes that will expire only after several years.

The short-term proposals from the market players include an agreement from the signatories to roll third-party ABCP for a 60-day standstill period, Reuters reported. Signatories will not pursue liquidity calls, or make new liquidity calls for 150 days after the standstill agreement.

In the longer term, the players propose converting all outstanding third party ABCP, including extendible third party ABCP, into term floating-rate notes which will pay interest monthly or quarterly.

Existing liquidity facilities will therefore not be necessary and will be cancelled and all outstanding liquidity calls will be revoked.