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Monte Paschi lost 730 million euros on derivatives

The third largest Italian lender Monte dei Paschi di Siena (MPS) reported that it lost a total of 730 million euros on three problematic financial derivatives trades.

After yesterday’s six-hour meeting, the bank’s management stated in a press release that the losses associated with transactions from the period of 2006 to 2009 would reduce the net value of its assets in 2012 and that they do not include any potential fiscal effect. The impact on the bank’s results in 2012 has not yet been determined and will depend on the accounting criteria applied, including possible revisions of previously published financial reports.

The world’s oldest bank found itself last month at the center of a financial and political scandal after it announced that it had uncovered serious problems related to a series of transactions involving complex financial derivatives and structured products.

The bank’s problems spiraled out of control after it acquired smaller competitor Antonveneta for nine billion euros in 2007. Its position was thus weakened just before the eruption of the global financial crisis in 2008. Derivative transactions are now the focus of an investigation into possible malfeasance by the former management, raising questions about the role of banking supervisors and the influence of local politicians ahead of the Italian parliamentary elections on February 24 and 25.

The results of an internal audit of transactions that the current bank management claims were partially hidden were presented yesterday to the board chaired by former UniCredit CEO Alessandro Profumo. The report confirmed the preliminary loss estimate that the bank published last month. Media speculated that losses could reach as much as 900 million euros.

The three loss-making transactions include ‘Nota Italia’ from 2006, in which MPS’s partner was J.P. Morgan, ‘Santorini’ from 2008, which involved Deutsche Bank, and ‘Alexandria’ from 2009, where the other party was Japanese Nomura. ‘Alexandria’ will cost MPS 273.5 million euros, ‘Santorini’ 305.2 million euros, and Nota Italia 151.7 million euros, according to MPS.