Current through Reg. 49, No. 38; September 20, 2024
(a)
Definitions. Unless the context clearly indicates otherwise, these words and
terms, when used in this section, shall have the following meanings. Any
technical words, terms, or phrases that are not specifically defined in this
section shall be construed in a manner consistent with the Texas Code of
Construction Act (Tex. Govt. Code §
RSA
311.001).
(1) Asset-backed security--A bond, note, or
other obligation issued by a financial institution, trust, insurance company,
or other corporation secured by either a pool of loans, extensions of credit
which are unsecured or secured by personal property, or a pool of personal
property leases.
(2) Bailment for
hire contract--A contract whereby a third party, bank, or other financial
institution, for a fee, agrees to exercise ordinary care in protecting the
securities held in safekeeping for its customers; also known as a custodial
agreement.
(3) Bankers'
acceptance--A time draft that is drawn on and accepted by a bank, and that
represents an irrevocable obligation of the bank.
(4) Borrowing repurchase transaction--A
transaction whereby a credit union either:
(A) agrees to sell a security to a
counterparty and to repurchase the same or any identical security from that
counterparty at a future date and at a specified price; or
(B) borrows funds from a counterparty and
collateralizes the loan with securities owned by the credit union.
(5) Cash forward agreement--An
agreement to purchase or sell a security with delivery and acceptance being
mandatory and at a future date in excess of 30 days from the trade
date.
(6) Counterparty--An entity
with which a credit union conducts investment-related activities in such a
manner as to create a credit risk exposure for the credit union to the
entity.
(7) Eurodollar deposit--A
deposit denominated in U. S. dollars in a foreign branch of a United States
financial institution.
(8) Federal
funds transaction--A short-term or open-ended transfer of funds to a financial
institution.
(9) Financial
institution--A bank or savings association, the deposits of which are insured
by the Federal Deposit Insurance Corporation, a federal or state-chartered
credit union, or the National Credit Union Central Liquidity
Facility.
(10) Investment--Any
security, obligation, account, deposit, or other item authorized for investment
by the Act or this section. For the purposes of this section, the term does not
include an investment authorized by §
RSA
124.351(a)(1) of the Texas
Finance Code .
(11) Investment
repurchase transaction--A transaction in which a credit union agrees to
purchase a security from a counterparty and to resell the same or any identical
security to that counterparty at a later date and at a specified
price.
(12) Mortgage related
security--A security which meets the definition of mortgage related security in
United States Code Annotated, Title 15, §78c(a)(41).
(13) Nationally recognized statistical rating
organization (NRSRO)--A rating organization such as Standard and Poor's,
Moody's, or Fitch which is recognized by the Securities and Exchange
Commission
(14) Ordinary care--The
degree of care, which an ordinarily prudent and competent person engaged in the
same line of business or endeavor should exercise under similar
circumstances.
(15) Security--An
investment that has a CUSIP number or that is represented by a share,
participation, or other interest in property or in an enterprise of the issuer
or an obligation of the issuer that:
(A)
either is represented by an instrument issued in bearer or registered form or,
if not represented by an instrument, is registered in books maintained to
record transfers by or on behalf of the issuer;
(B) is of a type commonly traded on
securities exchanges or markets or, when represented by an instrument, is
commonly recognized in any area in which it is issued or traded as a medium for
investment; and
(C) either is one
of a class or series or by its terms is divisible into a class or series of
shares, participations, interests, or obligations.
(16) Settlement date--The date originally
agreed to by a credit union and a vendor for settlement of the purchase or sale
of a security.
(17) Small
business-related securities--Is a security as defined in Section 3(a)(53) of
the Securities Exchange Act of 1934 (
RSA
78c(a)(53). This definition
does not include Small Business Administration securities permissible under
section 107(7) of the Federal Credit Union Act.
(18) Trade date--The date a credit union
originally agrees, whether orally or in writing, to enter into the purchase or
sale of a security.
(19) Yankee
dollar deposit--A deposit in a United States branch of a foreign bank, the
deposits of which are insured by the Federal Deposit Insurance Corporation,
that is licensed to do business in the state in which it is located, or a
deposit in a state chartered, foreign controlled bank.
(b) Policy. A credit union may invest funds
not used in loans to members, subject to the conditions and limitations of the
written investment policy of the board of directors. The investment policy may
be part of a broader, asset-liability management policy. The board of directors
must review and approve the investment policy at least annually to ensure that
the policies adequately address the following issues:
(1) The types of investments that are
authorized to be purchased.
(2) The
aggregate limit on the amount that may be invested in any single investment or
investment type, set as a percentage of net worth. This requirement does not
apply to certificates of deposit or other accounts issued by a financial
institution that are fully insured (including accumulated interest) by either
the Federal Deposit Insurance Corporation or the National Credit Union
Administration.
(3) The delegation
of investment authority to the credit union's officials or employees, including
the person or persons authorized to purchase or sell investments, and a limit
of the investment authority for each individual or committee.
(4) The authorized broker-dealers or other
third-parties that may be used to purchase or sell investments, and the
internal process for assessing the credentials and previous record of the
individual or firm.
(5) The risk
management framework given the level of risk in the investment portfolio. This
will include specific methods for evaluating, monitoring, and managing the
credit risk, interest-rate risk, and liquidity risk from the investment
activities.
(6) The authorized
third-party safekeeping agents.
(7)
If the credit union operates a trading account, the policy shall specify the
persons authorized to engage in trading account activities, trading account
size limits, stop loss and sale provisions, time limits on inventoried trading
account investments, and internal controls that specify the segregation of
risk-taking and monitoring activities related to trading account
activities.
(8) The procedure for
reporting to the board of directors investments and investment activities that
become noncompliant with the credit union's investment policy subsequent to the
initial purchase.
(c)
Authorized activities.
(1) General authority.
A credit union may contract for the purchase or sale of a security provided
that delivery of the security is by regular-way settlement. Regular-way
settlement means delivery of a security from a seller to a buyer within the
time frame that the securities industry has established for that type of
security. All purchases and sales of investments must be delivery versus
payment (i.e., payment for an investment must occur simultaneously with its
delivery).
(2) Cash forward
agreements. A credit union may enter into a cash forward agreement to purchase
or sell a security, provided that:
(A) the
period from the trade date to the settlement date does not exceed 90
days;
(B) if the credit union is
the purchaser, it has written cash flow projections evidencing its ability to
purchase the security;
(C) if the
credit union is the seller, it owns the security on the trade date;
and
(D) the cash forward agreement
is settled on a cash basis at the settlement date.
(3) Investment repurchase transactions. A
credit union may enter an investment repurchase transaction provided:
(A) the purchase price of the security
obtained in the transaction is at or below the market price;
(B) the repurchase securities are authorized
investments under Texas Finance Code §
RSA 124.351
or this section;
(C) the credit
union has entered into signed contracts with all approved
counterparties;
(D) the
counterparty is rated in one of the three highest long-term or counterparty
rating categories by a NRSRO; and
(E) the credit union receives a daily
assessment of the market value of the repurchase securities, including accrued
interest, and maintains adequate margin that reflects a risk assessment of the
repurchase securities and the term of the transaction.
(4) Borrowing repurchase transactions. A
credit union may enter into a borrowing repurchase transaction, which is a
borrowing transaction subject to §
RSA
123.201 of the Texas Finance Code , provided:
(A) any investments purchased by the credit
union with either borrowed funds or cash obtained by the credit union in the
transaction are authorized investments under Texas Finance Code §
RSA 124.351
and this section;
(B) the credit
union has entered into signed contracts with all approved counterparties;
and
(C) investments referred to in
subparagraph (A) of this paragraph mature no later than the maturity date of
the borrowing repurchase transaction; and
(D) the counterparty is rated in one of the
three highest long-term or counterparty rating categories by a NRSRO.
(5) Federal funds. A credit union
may enter into a federal funds transaction with a financial institution,
provided that the interest or other consideration received from the financial
institution is at the market rate for federal funds transactions and that the
transaction has a maturity of one or more business days or the credit union is
able to require repayment at any time.
(6) Yankee dollars. A credit union may invest
in yankee dollar deposits.
(7)
Eurodollars. A credit union may invest in eurodollar deposits.
(8) Bankers' acceptance. A credit union may
invest in bankers' acceptances.
(9)
Open-end Investment Companies (Mutual Funds). A credit union may invest funds
in an open-end investment company established for investing directly or
collectively in any investment or investment activity that is authorized under
Texas Finance Code §
RSA 124.351
and this section, including qualified money market mutual funds as defined by
Securities and Exchange Commission regulations.
(10) U.S. Government-sponsored enterprises. A
credit union may invest in obligations of U.S. Government -sponsored
enterprises such as, for example: the Federal Home Loan Bank System, the
Federal Home Loan Mortgage Corporation, the Federal National Mortgage
Association, and the Federal Farm Credit Bank.
(11) Commercial paper. A credit union may
invest in commercial paper issued by a corporation domiciled within the United
States and having a short-term or commercial paper rating of no less than A1 or
P1 by Standard & Poor's or Moody's, respectively, or an equivalent rating
by a NRSRO.
(12) Corporate bonds. A
credit union may invest in corporate bonds issued by a corporation domiciled in
the United States. The bonds must be rated by a NRSRO in one of the two highest
long-term rating categories and have remaining maturities of seven years or
less.
(13) Municipal bonds. A
credit union may invest in municipal bonds rated by a NRSRO in one of the two
highest long-term rating categories with remaining maturities of seven years or
less.
(14) Mortgage-related
securities. With the exception of the residual interest of the mortgage-related
security, a credit union may invest in mortgage-related securities backed by
mortgages secured by real estate upon which is located a residential dwelling,
a mixed residential and commercial structure, or a residential manufactured
home. The security must be rated by a NRSRO in one of the two highest long-term
rating categories.
(15)
Asset-backed securities. Provided the underlying collateral is domestic- and
consumer-based, a credit union may invest in asset-backed securities which are
rated by a NRSRO in one of the two highest long-term rating
categories.
(16) Small
business-related securities. A credit union may invest in small
business-related securities that represent an interest in one or more
promissory notes or leases of personal property evidencing the obligation of a
domestic small business concern and originated by a financial institution,
insurance company, or similar institution which is regulated and supervised by
a Federal or State authority. The securities must be rated by a NRSRO in one of
the two highest long-term rating categories and have remaining maturities of
seven years or less.
(17)
Derivative authority. A credit union may enter into certain derivative
transactions exclusively for the purpose of decreasing interest rate risk. The
transaction is used to manage risk arising from otherwise permissible credit
union activities and not entered into for speculative purposes. Permissible
derivatives include interest rate swaps, options on swaps, interest rate caps,
interest rate floors, and Treasury futures. Derivative authority is restricted
to the provisions outlined under Subpart B of Part 703 of the National Credit
Union Administration Rules and Regulations.
(d) Documentation. A credit union shall
maintain files containing credit and other information adequate to demonstrate
evidence of prudent business judgment in exercising the investment powers under
the Act and this rule including:
(1) Except
for investments that are issued, insured or fully guaranteed as to principal
and interest by the U.S. Government or its agencies, enterprises, or
corporations or fully insured (including accumulated interest) by the National
Credit Union Administration or the Federal Deposit Insurance Corporation, a
credit union must conduct and document a credit analysis of the issuing entity
and/or investment before purchasing the investment. The credit union must
update the credit analysis at least annually as long as the investment is
held.
(2) Credit and other due
diligence documentation for each investment shall be maintained as long as the
credit union holds the investment and until it has been both audited and
examined. Before purchasing or selling a security, a credit union must obtain
either price quotations on the security (or a similarly-structured security)
from at least two broker-dealers or a price quotation on the security (or
similarly-structured security) from an industry-recognized information
provider. If a credit union is unable to obtain a price quotation required by
this subsection for a particular security, then it can compare prices using
nominal or option-adjusted spreads, or spreads to TBA (to-be-announced)
mortgage backed securities. This requirement to obtain a price quotation does
not apply to new issues purchased at par or at original issue
discount.
(3) The reference to and
use of NRSRO credit ratings in this rules provides a minimum threshold and is
not an endorsement of the quality of the ratings. Credit unions must conduct
their own independent credit analyses to determine that each security purchased
presents an acceptable credit risk, regardless of the rating.
(e) Classification. A credit union
must classify a security as hold-to-maturity, available-for-sale, or trading,
in accordance with generally accepted accounting principles and consistent with
the credit union's documented intent and ability regarding the
security.
(f) Purchase or Sale of
Investments Through a Third-Party.
(1) A
credit union may purchase and sell investments through a broker-dealer as long
as the broker-dealer is registered with the Securities and Exchange Commission
under the Securities Exchange Act of 1934 (
RSA
78a et seq.) or is a financial institution
whose broker-dealer activities are regulated by a federal or state regulatory
agency.
(2) Before purchasing an
investment through a broker-dealer, a credit union must analyze and annually
update the following information.
(A) The
background of the primary sales representative and the local broker-dealer firm
with whom the credit union is doing business, using information available from
federal or state securities regulators and securities industry self-regulatory
organizations, such as the Financial Industry Regulatory Authority and the
North American Securities Administrators Association, about any enforcement
actions against the broker-dealer firm, its affiliates, or associated
personnel.
(B) If the broker-dealer
is acting as the credit union's counterparty, the ability of the broker-dealer
and its subsidiaries or affiliates to fulfill commitments, as evidenced by
capital strength, liquidity, and operating results. The credit union should
consider current financial data, annual reports, long-term or counterparty
ratings that have been assigned by NRSROs, reports of NRSROs, relevant
disclosure documents such as annual independent auditor reports, and other
sources of financial information.
(3) Paragraphs (1) and (2) of this subsection
do not apply when a credit union purchases a certificate of deposit or share
certificate directly from a bank, credit union, or other financial
institution.
(g)
Discretionary Control Over Investments and Investment Advisers.
(1) Except as provided in paragraph (2) of
this subsection, a credit union must retain discretionary control over its
purchase and sale of investments. A credit union has not delegated
discretionary control to an investment adviser when the credit union reviews
all recommendations from the investment adviser and is required to authorize a
recommended purchase or sale transaction before its execution.
(2) A credit union may delegate discretionary
control over the purchase and sale of investments in an aggregate amount not to
exceed 100% of its net worth at the time of delegation to persons other than
the credit union's officials or employees, provided each such person is an
investment adviser registered with the Securities and Exchange Commission under
the Investment Advisers Act of 1940 ( 15 U.S.C. 80b).
(3) Before transacting business with an
investment adviser to which discretionary control has been granted, and
annually thereafter, a credit union must analyze the adviser's background and
information available from federal and state securities regulators and
securities industry self-regulatory organizations, including any enforcement
actions against the adviser, associated personnel, and the firm for which the
adviser works.
(4) A credit union
may not compensate an investment adviser with discretionary control over the
purchase and sale of investments on a per transaction basis or based on capital
gains, capital appreciation, net income, performance relative to an index, or
any other incentive basis.
(5) A
credit union must obtain a report from its investment adviser at least monthly
that details the investments under the adviser's control and their
performance.
(h)
Investment Practice Permitted to Federal Credit Unions. If an applicant credit
union proposes to make the same type of investment which a federally chartered
credit union has been granted permission to make, the commissioner shall grant
the application unless the commissioner finds that due to the financial
position or the state of management of the applicant credit union, the proposed
investments or deposits would not be sound or prudent investment practices for
the applicant credit union. The commissioner may instead grant the application
conditionally, grant in modified form, or deny the application.
(i) Modification or Revocation of Investment
Authority. If the commissioner finds that due to the financial condition or
management of a credit union, an investment practice authorized by this section
has ceased to be a safe and prudent practice, the commissioner shall inform the
board of directors of the credit union, in writing, that the authority to
engage in the practice has been revoked or modified. The credit union's
directors and management shall immediately take steps to begin liquidating the
investments in question or make the modification required by the commissioner.
The commissioner for cause shown may grant the credit union a definite period
of time to comply with the commissioner's orders. Credit unions which continue
to engage in investment practices after their authority to do so has been
revoked or modified will be treated as if the authority to engage in the
practice had never been granted, and their actions may be deemed an unsound
practice and a willful violation of an order of the commissioner and may be
grounds for appropriate supervisory action against the credit union, its
directors or officers.
(j) Waivers.
(1) The commissioner in the exercise of
discretion may grant a written waiver, consistent with safety and soundness
principles, of a requirement or limitation imposed by this subchapter. A
decision to deny a waiver is not subject to appeal. A waiver request must
contain the following:
(A) A copy of the
credit union's investment policy;
(B) The higher limit or ratio
sought;
(C) An explanation of the
need to raise the limit or ratio; and
(D) Documentation supporting the credit
union's ability to manage this activity;
(2) In determining action on a waiver request
made under this subsection, the commissioner will consider the:
(A) Credit union's financial condition and
management, including compliance with regulatory net worth requirements. If
significant weaknesses exist in these financial and managerial factors, the
waiver normally will be denied.
(B)
Adequacy of the credit union's policies, practices, and procedures. Correction
of any deficiencies may be included as conditions, as appropriate, if the
waiver is approved.
(C) Credit
union's record of investment performance. If the credit union's record of
performance is less than satisfactory or otherwise problematic, the waiver
normally will be denied.
(D) Credit
union's level of risk. If the level of risk poses safety and soundness problems
or material risks to the insurance fund, the waiver normally will be
denied.