International Finance and Accounting Handbook

(avery) #1

  • Residual economics.Who receives the residual economics of the SPE including
    all fee arrangements?

  • Fee arrangements.Who receives fees for asset management, debt placement,
    trustee services, referral services, and liquidity/credit enhancement services?
    How are the fee arrangements structured?

  • Credit facilities.Who holds the subordinated interests in the SPE?


In order for transferors/sponsors of SPEs to avoid consolidating an SPE, the guid-
ance requires that independent third parties: make substantive equity investments,
typically an amount equal to a minimum of 3% of the fair value of the assets; have
voting control of the SPE; and have the substantive risks and rewards of ownership
of the assets of the SPE. In evaluating the consolidation criteria for SPEs, some of
the common issues that need to be evaluated include:



  • Is the capitalization of the SPE adequate at all levels particularly when multi-
    tiered SPE structures are utilized, assets held by the SPE are volatile, and/or de-
    rivatives are utilized?

  • Does the owner’s interest represent a residual equity interest in legal form?

  • Is the equity holder truly subordinate to the debt holders?

  • How are profits and losses allocated? Does the equity holder have both upside
    and downside potential? Is the equity investor an independent third party?

  • Who has actual control over the management and activities of the SPE?

  • Are the risks and rewards of ownership retained by the third party equity in-
    vestor for the entire term of the SPE?


( j) Proposed Accounting for SPEs. The FASB is in the process of developing an In-
terpretation of FASB Statement No. 94, “Consolidation of All Majority-Owned Sub-
sidiaries,” and Accounting Research Bulletin No. 51, “Consolidated Financial State-
ments,” which is expected to be issued in the latter part of 2002. The Interpretation
will provide guidance for determining when an entity, the Primary Beneficiary,
should consolidate another entity, an SPE, that functions to support the activities of
the Primary Beneficiary. The proposed Interpretation is similar to current practice be-
cause it requires that an SPE be consolidated by another entity if the SPE is nonsub-
stantive and supports the activities of that other entity. The guidance in the proposed
Interpretation:



  • Expands the situations in which an entity is considered to be an SPE.

  • Provides that interests in an SPE that are exposed to significant variability in re-
    turns for reasonably possible outcomes are used to determine which entity is the
    SPE’s Primary Beneficiary.

  • Identifies parties that shall be considered one and the same as the Primary Ben-
    eficiary for applying the requirements of the Interpretation.

  • Requires an SPE’s Primary Beneficiary to consolidate an SPE covered by the In-
    terpretation unless the investment by independent, third party equity owner(s)
    provide the SPE with the ability to fund or finance its operations without assis-
    tance from or reliance on the Primary Beneficiary. The Interpretation presumes
    that condition would not exist if the level of the investment is less than 10% of


21.6 ACCOUNTING 21 • 19
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