Once considered among the safest of investments, certain enhanced cash and money-market funds have joined the many that the global credit market downturn has affected as a result of declining net asset values (NAVs) in their underlying investments, according to a Standard & Poor's Ratings Services report published today entitled, "Money-Market Fund Support Weighs On Fund Managers And Bank Sponsors." Fund managers' and bank sponsors' actions in recent months to preserve the safety of the funds have strained the profitability, liquidity, and capital of a few asset managers rated by Standard & Poor's, notably Legg Mason Inc. Others (Bank of America Corp., Barclays Bank PLC, Credit Suisse, and SunTrust Banks Inc.) have also provided billions of dollars in aggregate support to their sponsored money-market funds. "With credit markets still shaky, we believe that the potential for further deterioration in market values--particularly for enhanced-cash funds--may lead to more investor redemptions and require fund managers and bank sponsors to continue to support their funds," said Standard & Poor's credit analyst Francoise Nichols. "This could result in Standard & Poor's taking negative rating actions on some issuer ratings in certain cases. We do not expect potential rating actions to be widespread across the sector, however." The market typically perceived money-market and certain enhanced-cash funds as low risk based on the market's implicit belief that a dollar invested nets, at minimum, a dollar returned. This belief has been shaken with the turmoil in global credit markets, leading fund managers and sponsors to shore up their funds to restore investor confidence, while also protecting their reputation. In the past 18 months, managers and sponsors have taken measures—at times costly—to either maintain the liquidity of their enhanced-cash funds (which seek a higher yield than standard money-market funds), to avoid freezing investors' assets, or to otherwise preserve the safety of their money-market funds. Such measures have included making cash infusions, buying illiquid assets and bringing them on the balance sheet, and/or providing guarantees.
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