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- Introduction
- Lessons Learned
- The Story
- The Aftermath
- Notes


This case study was written in June 2002

Introduction

On the 1 September 1999 the US Office of the Comptroller of the Currency (OCC) closed the First National Bank of Keystone, saying investigators were unable to account for some $515 million of the $1.1 billion assets recorded on the books of the 85-year old mortgage bank.

The bank had long been the economic mainstay of Keystone, a small town in a depressed coal-mining region of West Virginia. But it soon became clear that bank officer fraud, risky bank strategies and poor oversight had turned Keystone's only financial institution into one of the costliest failures for the Federal Deposit Insurance Corporation (FDIC) since the Great Depression. Losses to the FDIC (which compensates depositors for insured deposits when a bank fails) rose from that early estimate of $515 million to estimates in spring 2002 of $780-$820 million [1].

Keystone's failure at the height of the late 1990s economic boom sent shock waves through the regulatory and banking community. It concentrated attention on bank exposure to subprime loans and securitisation risks, and on the need for regulatory bodies to act decisively when they suspect that management might be obstructing regulatory scrutiny.

A string of sensational investigations and trials of senior bank officers, lasting until summer 2002, reminded the industry that when banks go bust it's often because something has gone rotten at the top of the bank hierarchy.


Lessons learned
  • Nothing is too strange to be true when bank fraud by top executives is suspected.
  • Bank boards and others charged with oversight must understand a bank's business and maintain checks that are independent of any dominating group of bank executives.
  • New bank markets and products offer opportunities for fraud because they tend to speed up the rate and scale of potential risk-taking while deterring and confusing investigators.
  • Fraud is a special risk: any suspicion of fraud should prompt deeper, wider investigations (rather than a request to resolve the immediate problem).

The story

Originally a small community bank, Keystone was taken over by banker J Knox McConnell in 1977 at a time when its assets totalled $15-$20 million. McConnell, who died in 1997 before the scandal broke, grew the bank's assets to $85 million in 1990, and then at an ever-faster rate through the 1990s.

By the late 1990s, Keystone's business centred on providing high-loan-to-value home equity loans, including home improvement and debt consolidation loans. It was feted as one of the most profitable small banks in the country and in 1999 it reported assets of $1.1 billion.

To the outside world, the story behind the bank's success seemed to be the sophisticated techniques that McConnell introduced to Keystone from the world of investment banking. From 1993, the small-town bank began to purchase ever-larger volumes of low-quality loans from third parties to repackage into asset-backed securities that could be sold on to investors in the financial markets. By 1999, it had processed some $2.6 billion of loans in nearly 20 major deals.

Keystone was also precocious on the liability side of its balance sheet, where it took advantage of the emerging wholesale deposit market to an unusual degree. This market allowed banks to collect deposits in chunks of millions of dollars from brokers, as opposed to the traditional route of gaining new funds by attracting larger numbers of individual, local depositors.

The FDIC said later that out of a total of $928 million deposited in Keystone accounts in September 1999, about $135 million took the form of traditional insured local deposits (plus around $15 million of local uninsured deposits). The rest were in the form of brokered and non-local (eg, Internet) deposits, attracted by above-market rates of interest offered by the bank.

But if Keystone had turned itself into a credit pipeline to channel asset-backed risk into the investment markets, the pipeline was poorly engineered in terms of board oversight, accounting, documentation and risk management. Indeed, regulators later wondered whether the complex risky loan investment programme had been set up primarily as a 'front' so that certain bank executives could disguise irregular payments to themselves and businesses that they owned.

These payments took the form of 'loan processing' and transaction due diligence fees of various kinds that were not put through the bank's books in the normal manner. Forensic court documents suggest that irregular payments to certain bank officers might have begun at the bank in the McConnell era and then continued after his death, amounting to tens of millions of dollars.

The irregular payments only became apparent after the bank's collapse, but Keystone's risky business strategy attracted regulatory interest through the 1990s. A subsequent report on the regulatory examinations of the bank found that regulators had, since 1992, routinely identified unsafe and unsound practices, regulatory violations and questionable management activities.

By 1997, the OCC had transferred responsibility for reviewing Keystone to a unit that focused on problem banks, and in 1998 the bank was banned from accepting any further brokered deposits. But its relatively complex transactions, and protests from its management, meant that bank examiners never seemed to push quite hard enough to reveal Keystone's true condition until the summer of 1999. (Ironically, bank executives were later to argue that regulatory prejudice was a contributing factor to the bank's failure.)

In the summer of 1999, the FDIC sent in examiners to satisfy itself that the bank was no longer taking brokered deposits. At first, the attention of investigators was drawn to confusing and altered documentation that signalled to them that Keystone was still accepting brokered deposits, contrary to the orders of its regulators. But the inadequacies of Keystone's book-keeping, and stone-walling by bank managers, led to a widening investigation, and examiners discovered by means of 'direct verification with the bank's loan servicers that $515 million in loans carried on the bank's books were not owned by the bank'[2].On 1 September, 1999, horrified regulators closed the bank.

Regulators soon began to suspect that the dubious loans recorded on the bank's books had, in fact, been sold. Court testimony later confirmed that senior bank executives manipulated computer records so that sold assets miraculously appeared back on the books of the bank. (The fact that the bank never received interest payments or other cashflow from these 'virtual' loans should have provided a clear signal that something was wrong.)

Investigators also came to believe that the bank recklessly accepted very poor quality loan assets and inflated the value of assets to mend gaps in its balance sheet. In part, Keystone's business strategy had left it open to attempts to fudge the books. Credit risky 'residual assets' are an inevitable side-effect of bank securitisation programmes. But their value can be very volatile and uncertain, because it depends upon default and prepayment rates that are hard to forecast at the time of the securitisation.

Perhaps the most remarkable aspect of the case was the strenuous attempt by bank officers and employees to obstruct the regulators' investigation in summer 1999. These actions later led to a series of successful prosecutions by federal authorities, in which bank employees co-operating with the authorities recounted how they altered documents and desperately tried to break a microfilm machine in an effort to stop regulators viewing records.

Regulators were also outraged by the "burial of several dump-truck loads of bank documents and microfilm on a ranch owned by one of the officials and her husband"[3]. A search of the ranch by investigators in October 1999 resulted in the recovery of buried bank records that filled 370 file boxes.

Court actions against three of the most senior executives of Keystone bank were complicated by their denial of guilt. Some executives denied even that the bank had lost money, putting the debacle down to a misunderstanding caused by missing records and vengefulness on the part of the authorities.

However, in April 2000, Terry Church, former director and vice-president of the bank, and Michael Graham, one-time executive vice president of Keystone Mortgage Company, a wholly owned subsidiary, were convicted of obstructing bank examiners and later sentenced to more than four years in jail[4].

Following that break-through conviction, first Graham[5], and then eventually Church, pleaded guilty to additional serious charges related to the bank meltdown. They were both given long prison terms, with Church sentenced to serve some 27 years. During her third and final trial in spring 2002, Church told the judge that the bank's securitisation business "became very huge and out of control. We falsified bank records (and) we continued to take money (in fees) even though we weren't supposed to"[6].

In October 2001, Billie Jean Cherry, 77-year old former chairman of the bank (and former mayor of Keystone), was convicted of various counts including fraud and conspiracy, in part stemming from an alleged plot with Terry Church to seize control of millions of dollars in accounts owned by the estate of deceased bank president, J Knox McConnell[7]. Cherry, who had had a 30-year personal relationship with McConnell, said she had believed the money to be hers but was sentenced to 16 years in prison on 28 March 2002.

These senior malefactors dominated the running of the First National Bank of Keystone. Of the bank staff that surrounded them, many were innocent of wrongdoing, but others have since pleaded guilty to various charges of bank examiner obstruction, tax evasion and insider trading of bank stock (when they knew their institution was heading for the rocks).


The aftermath

According to US district judge David Faber, who presided over the sentencing of many of Keystone's executives, the failure of Keystone meant that some individuals lost their life savings, and "the fallout has even included one suicide that I know of".

At an industry level, the collapse revealed the level of losses that can be incurred when a small bank begins to take advantage of innovations in banking and financial markets such as wholesale brokerages and securitisation.

The failure of the bank proved deeply embarrassing to the OCC and other regulators, and expensive for the FDIC. In a statement to the House of Representatives Committee on Banking and Financial Services on February 8, 2000, Donna Tanoue, chairman of the FDIC, said it had "re-emphasised to our examiners that if they suspect fraud at a bank, they are to investigate it, using whatever resources necessary. They are to give these investigations the highest priority and call in our fraud specialists. And we listed red flags that indicate a potential for fraud: the number one warning sign being management that obstructs us in doing our job".

Some commentators blamed the authorities for not closing the bank sooner, citing a lack of co-operation between regulatory agencies, particularly the FDIC and the OCC[8].

For its part, the OCC said that the case had helped to alert it to the "risks in subprime lending and the complexities of asset securitisation and residual valuations"[9]. In the past few years, fear of risks to the banking system from both of these directions has proved a significant driving force in the regulation of US banking.


Notes

1 "FDIC Office of the Inspector General, Audit Report No. 02-004", 20 February 2002, page 10.

2 Testimony of John D Hawke, Jr, Comptroller of the Currency, Before the Committee on Banking and Financial Services, US House of Representatives, February 8, 2000

3 Statement of Gaston L Gianni, Jr, Inspector General, Federal Deposit Insurance Corporation, Office of Inspector General Fiscal Year 2002 Appropriation Request, 8 May 2001, page 7.

4 Church and Graham maintained at this first trial for obstruction that the bank had no ulterior motive for burying the records and that trucks carrying the records had moved openly through the town. Church maintained that employees who altered documents and hid materials did so on their own initiative and that the half-a-billion dollars the bank was missing was a 'misunderstanding' due to missing records.

5 Lawrence Messina, "Ex-Executive of West Virginia Bank Admits to Fraud, Money Laundering", Knight Ridder Tribune Business News, 17 November 2000.

6 Martha Bryson Hodel, "Terry Church Pleads Guilty To Charges in Keystone Bank Case", Associated Press NewsWires, 4 March 2002.

7 "Former W Va Bank Chairwoman Sentenced to 16-Year Term for Mail Fraud, Money Laundering", Associated Press Newswires, 28 March 2002.

8 Indeed, the FDIC has continued to use the case as a lever in its argument that its power to examine banks should be strengthened and be less dependent upon co-operation with other regulatory authorities such as the OCC. See "FDIC Office of the Inspector General, Audit Report No. 02-004", 20 February 2002.

9 Testimony of John D Hawke Jr, Comptroller of the Currency, Before the Committee on Banking and Financial Services, US House of Representatives, February 8, 2000, page 5.

This case study was contributed by Rob Jameson, ERisk

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