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FRB Minneapolis PPPLF Collateral Risk Management (2024)

Archived source: Board Ppplf Risk Management Processes Sep2024 Pdf E9c44749bd2aea0b. Captured from oig.federalreserve.gov.

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                                                            Evaluation Report
                                                            2024-FMIC-B-018
                                                          September 23, 2024
       Board of Governors of the Federal Reserve System


       FRB Minneapolis Followed Its Paycheck
       Protection Program Liquidity Facility
       Collateral Risk Management Processes and
       Can Enhance Monitoring and Collection
       Processes




2024-FMIC-B-018                                                                 1 of 21
Executive Summary, 2024-FMIC-B-018, September 23, 2024
FRB Minneapolis Followed Its Paycheck Protection Program Liquidity
Facility Collateral Risk Management Processes and Can Enhance
Monitoring and Collection Processes
Finding                                                                        Purpose
The Paycheck Protection Program Liquidity Facility (PPPLF) followed its        The purpose of this evaluation was to
collateral risk management processes for at‐risk, unresolved, and              assess the effectiveness of the System
potentially fraudulent collateral for the pledged Paycheck Protection          PPPLF’s processes for (1) identifying
                                                                               and managing at-risk and unresolved
Program (PPP) loans we reviewed. However, the PPPLF did not fully
                                                                               collateral, (2) addressing
develop and document measures to address the risk of nonpayment.               nonpayment, and (3) detecting and
Federal Reserve System representatives determined that it was unlikely         mitigating fraudulent collateral. The
that both (1) PPPLF participants would become insolvent and (2) the            scope of our evaluation included PPP
U.S. Small Business Administration (SBA) would deny guarantee                  loans pledged to the PPPLF as
purchase payment. As of March 31, 2024, the System has charged off a           collateral from February 2022 to
de minimis dollar amount of unpaid PPPLF advances; however, the                December 2023.
amount of charge-offs may increase if the SBA denies guarantee
purchase payment for pledged PPP loans and PPPLF participants                  Background
responsible for repayment of those advances are insolvent.                     The COVID-19 pandemic disrupted
                                                                               economic activity in the United
In response to the evolving economic impacts of the COVID-19                   States, which heightened the need for
pandemic, the Board of Governors of the Federal Reserve System                 businesses to obtain credit to manage
quickly authorized the PPPLF and designated the Federal Reserve Bank           cash flows and sustain operations
of Minneapolis (FRB Minneapolis) as the program administrator. The             until economic conditions normalized.
PPPLF is no longer issuing advances; however, to reduce financial risk         To support lenders that originated
                                                                               SBA PPP loans to small businesses, the
should the Board need to establish a similar lending facility in the future,
                                                                               Board authorized the PPPLF using
Reserve Banks should establish as soon as practical processes to               section 13(3) of the Federal Reserve
(1) identify data needs during a facility’s design phase and work with         Act, with prior approval of the
partner agencies to explore options for facilitating information sharing       secretary of the U.S. Department of
and (2) independently verify nondepository institution solvency and that       the Treasury. FRB Minneapolis
pledged loans are funded in a manner consistent with facility                  administers the PPPLF, which includes
requirements.                                                                  servicing the remaining PPPLF
                                                                               portfolio. As of March 31, 2024, the
                                                                               PPPLF had 145,971 outstanding PPP
Recommendation                                                                 loans pledged as collateral to the
Our report contains one recommendation designed to help FRB                    PPPLF against advances totaling over
Minneapolis strengthen its processes related to repayment of                   $3 billion—approximately
outstanding advances. In its response to our draft report, FRB                 $550 million held by depository
Minneapolis concurs with our recommendation and outlines actions to            institutions and $2.5 billion held by
address it. We will follow up to ensure that the recommendation is fully       nondepository institutions.
addressed.




2024-FMIC-B-018                                                                                              2 of 21
Recommendation, 2024-FMIC-B-018, September 23, 2024
FRB Minneapolis Followed Its Paycheck Protection Program Liquidity
Facility Collateral Risk Management Processes and Can Enhance
Monitoring and Collection Processes
Finding: The PPPLF Followed Its Collateral Risk Management Processes and Should Strengthen Some
Processes to Identify and Respond to Financial Risk
 Number           Recommendation                                                Responsible office

 1                Develop and implement formal procedures that monitor NDI      FRB Minneapolis Supervision,
                  participants and address at-risk and unresolved collateral.   Regulation, and Credit




2024-FMIC-B-018                                                                                                3 of 21
MEMORANDUM
DATE:             September 23, 2024

TO:               Ken Heinecke
                  Senior Vice President, Supervision, Regulation, and Credit
                  Federal Reserve Bank of Minneapolis

FROM:             Cynthia Gray
                  Deputy Associate Inspector General for Audits and Evaluations

SUBJECT:          OIG Report 2024-FMIC-B-018: FRB Minneapolis Followed Its Paycheck Protection Program
                  Liquidity Facility Collateral Risk Management Processes and Can Enhance Monitoring and
                  Collection Processes

We have completed our report on the subject evaluation. We conducted this evaluation to assess the
effectiveness of the Federal Reserve System Paycheck Protection Program Liquidity Facility’s processes
for (1) identifying and managing at‐risk and unresolved collateral, (2) addressing nonpayment, and
(3) detecting and mitigating fraudulent collateral.

We provided you with a draft of our report for review and comment. In your response, you concur with
our recommendation and outline actions to address it. We have included your response as appendix B to
our report.

We appreciate the cooperation that we received from the Board of Governors of the Federal Reserve
System and the Federal Reserve Bank of Minneapolis during our evaluation. Please contact me if you
would like to discuss this report or any related issues.

cc:   Mark E. Van Der Weide
      Ron Feldman
      Matthew J. Eichner
      Andreas Lehnert
      Michael S. Gibson
      Jason Gonzalez
      Bernard Kim
      Melissa Ku
      Brian Phillips
      Jeffrey Walker
      Casey Clark



2024-FMIC-B-018                                                                                    4 of 21
     Jason Hinkle
     Shannon Hulsandra
     Zineb York
     Amy Kytonen
     Tavis Morello
     Tim Devaney
     Patrick J. McClanahan
     Stephen J. Bernard
     Craig Delaney




2024-FMIC-B-018              5 of 21
Contents
Introduction                                                                               7
   Objective                                                                               7
   Background                                                                              7
      PPP Overview                                                                         7
      PPPLF Overview                                                                       9
      The PPPLF’s Eligibility Requirements                                                11
      PPPLF Collateral Risk Management Processes                                          11

Finding: The PPPLF Followed Its Collateral Risk Management Processes and Should
Strengthen Some Processes to Identify and Respond to Financial Risk                      13
   The PPPLF’s Processes Should Include Additional Measures Related to Repayment of
     Outstanding Advances                                                                 13
   Recommendation                                                                         14
   Management Response                                                                    14
   OIG Comment                                                                            14

Matter for Management Consideration: Program Design Factors if the Board
Establishes a Similar Liquidity Facility in the Future                                   15

Appendix A: Scope and Methodology                                                        17

Appendix B: Management Response                                                          19

Abbreviations                                                                            20




2024-FMIC-B-018                                                                       6 of 21
Introduction

Objective
The COVID-19 pandemic disrupted economic activity in the United States, which heightened the need for
businesses to obtain credit to manage cash flows and sustain operations until economic conditions
normalized. To support lending to small businesses, under section 13(3) of the Federal Reserve Act and
with prior approval by the secretary of the U.S. Department of the Treasury, the Board of Governors of
the Federal Reserve System authorized the Paycheck Protection Program Liquidity Facility (PPPLF) to
provide liquidity to financial institution lenders that made loans to small businesses through the
U.S. Small Business Administration’s (SBA) Paycheck Protection Program (PPP). The PPPLF advanced
approximately $200 billion to eligible lenders and had approximately $3.05 billion in outstanding
advances as of March 31, 2024.

The objective of this evaluation was to assess the effectiveness of the PPPLF’s processes for (1) identifying
and managing at-risk and unresolved collateral, (2) addressing nonpayment, and (3) detecting and
mitigating fraudulent collateral.1 To accomplish our objective, we interviewed Federal Reserve System
representatives and reviewed 15 PPP loans that went through PPPLF processes for identifying and
managing at-risk and unresolved collateral, nonpayment, and fraudulent collateral from February 2022
through December 2023. We reviewed PPP loan data, including current repayment status and
communications between the PPPLF and participants. Details on our scope and methodology are in
appendix A.


Background
PPP Overview
The Coronavirus Aid, Relief, and Economic Security (CARES) Act created the PPP to support lending to
small businesses affected by the COVID-19 pandemic. Under the PPP, depository institution (DI) and
nondepository institution (NDI) lenders made forgivable loans to small businesses for payroll and certain
other purposes specified in the CARES Act (figure 1).2




1 At-risk collateral includes pledged PPP loans that may be unlikely to receive SBA forgiveness or guarantee repurchase payments

because they do not meet the requirements of the PPP and are unlikely to be repaid in full by the PPP borrower, who may be
insolvent. Unresolved collateral includes pledged PPP loans for which the Federal Reserve System has not received a participant’s
expected payment or confirmation that the PPP loan meets the SBA guarantee purchase requirements.
2 DIs include banks, credit unions, or other savings associations that accept deposits and extend credit for business or for

personal expenditure purposes. NDIs include companies that do not accept deposits and primarily finance investments and
business and personal expenditures.




2024-FMIC-B-018                                                                                                                7 of 21
Figure 1. PPP Loan Funding Process




Source: OIG adaptation of a Federal Reserve Bank of Minneapolis graphic.


PPP borrowers can apply for loan forgiveness, and the SBA will pay the eligible calculated forgiveness
amount to the PPP lender. In addition, the SBA provides a conditional guarantee of 100 percent of the
outstanding PPP loan to protect lenders against borrower defaults provided the lender complies with
certain requirements, including that they (1) complied with all PPP loan program requirements, including
the lenders’ underwriting requirements and the document collection and retention requirements;
(2) request guarantee purchase within 180 days after loan maturity, after a forgiveness decision, or after
completion of liquidation; (3) disclose accurate material facts to the SBA; and (4) make, close, service, or
liquidate the loan in a prudent manner. If a PPP borrower defaults and the SBA approves the loan for
guarantee purchase, the SBA pays the lender. If the SBA denies the PPP loan for guarantee purchase,




2024-FMIC-B-018                                                                                       8 of 21
lenders can seek to collect the outstanding balance of the PPP loans from the borrowers. Lenders can
request reconsideration of initial PPP loan guarantee purchase denials with the SBA.3


PPPLF Overview
Section 13(3) of the Federal Reserve Act permits the Board of Governors, in “unusual and exigent
circumstances,” to authorize the Federal Reserve Banks to extend credit to participants in any program or
facility with broad-based eligibility, with the prior approval of the secretary of the U.S. Department of the
Treasury. To provide liquidity support to the PPP program, the Board used this authority to create the
PPPLF, which authorized the Reserve Banks to advance funds to both DI and NDI PPP lenders that pledged
PPP loans as collateral; these lenders became PPPLF participants. Once a PPP participating lender
received payment from the borrower, the SBA forgiveness amount, or the SBA guarantee purchase
payment for a pledged PPP loan, the participating lender was required by the PPPLF to pay the PPPLF for
that portion of the outstanding PPPLF advance plus interest (figure 2).4




3 The guarantee purchase denial reconsideration process is an SBA-specific process. Therefore, we did not assess it.

4 The PPPLF charged participants an interest rate of 0.35 percent and did not charge fees.




2024-FMIC-B-018                                                                                                        9 of 21
Figure 2. How the PPPLF Advanced Funds




Source: OIG adaptation of a Federal Reserve Bank of Minneapolis graphic.
a A PPPLF participant is a lender that pledged PPP loans as collateral.



The Board authorized the 12 Reserve Banks to make PPPLF advances and designated the Federal Reserve
Bank of Minneapolis (FRB Minneapolis) as the PPPLF program manager to foster consistency in its
processes and tools. Individual Reserve Banks administered their own PPPLF advances until January 2022,
when FRB Minneapolis assumed centralized administration responsibilities for the System’s remaining
PPPLF portfolio pursuant to a memorandum of understanding among the Reserve Banks.5

The PPPLF advanced approximately $200 billion, including approximately $110 billion to DIs and
$90 billion to NDIs. As of March 31, 2024, outstanding PPPLF advances totaled approximately
$3.05 billion, including approximately $550 million to DIs and $2.5 billion to NDIs. The outstanding



5 The Board’s Legal Division also consults with FRB Minneapolis and other System participants on the PPPLF’s policy and process

decisions for managing the portfolio and any necessary deviations from policy.




2024-FMIC-B-018                                                                                                        10 of 21
advances included 145,971 PPP loans pledged as collateral to the PPPLF. As of March 31, 2024, the
System has received $460 million in interest income from participating lenders.

Further, as of March 2024, the SBA has preliminarily denied guarantee payment for thousands of PPP
loans pledged as collateral to the PPPLF. Some of the pledged loans denied guarantee are pending SBA
reconsideration.6


The PPPLF’s Eligibility Requirements
The PPPLF’s terms and conditions allowed all lenders eligible to originate PPP loans to participate in the
PPPLF, and the PPPLF accepted only SBA–conditionally guaranteed PPP loans as qualifying collateral. 7

To become a PPPLF participant, PPP lenders had to certify their solvency and commit to funding PPP loans
before submitting them to the PPPLF as collateral and commit to

    •    service pledged PPP loans and apply for SBA guarantee payments in the event of borrower
         default or bankruptcy before or upon maturity
    •    remit as prepayment to the Reserve Bank any amounts received from borrowers or the SBA for
         collateralized PPP loans
    •    direct that SBA payments be wired directly to the lending Reserve Bank upon request
NDI participants further agreed to

    •    provide Reserve Banks with additional financial and operational information upon request,
         including about their financial condition
    •    obtain a correspondent banking relationship with a DI that has a master account at the
         designated Reserve Bank for the purposes of credit or debit entries for the PPPLF
If participants fail to adhere to PPP or PPPLF requirements, their PPPLF advances become recourse
obligations, which would allow the PPPLF to pursue other participant assets for a full recovery. Such a
failure could also result in the PPPLF requiring participants to repay PPPLF advances before maturity or
transfer outstanding collateral to the System.


PPPLF Collateral Risk Management Processes
The PPPLF identifies potential at-risk and unresolved collateral using SBA data and reviews the
U.S. Department of Justice’s (DOJ) COVID-19 fraud cases and other reliable sources to identify potentially
fraudulent PPP collateral. For each identified PPP loan pledged as collateral, PPPLF policies state that the
program will contact participants and request supporting documentation or a paydown of the identified




6 The number and dollar value of at-risk loans or loans with preliminary denials of guarantee purchase payment may be

incomplete, as FRB Minneapolis relies on SBA or participant reporting.
7 The SBA has preliminarily denied guarantee purchase payment of loans in the PPPLF portfolio because lenders did not meet the

SBA’s requirements for PPP loan origination. Lenders may request reconsideration.




2024-FMIC-B-018                                                                                                         11 of 21
loans, debit the relevant master account if the participant is nonresponsive, and notify program
leadership for further guidance on unresolved exceptions.8

For matured PPPLF advances that have not received SBA guarantee purchase payments, the PPPLF will
(1) request participant confirmation that they have requested guarantee purchase from the SBA and
(2) remind participants of the requirement to apply for guarantee purchase within 180 days after
maturity.




8 When debiting a master account, the PPPLF can debit a DI’s master account or an NDI’s correspondent master account.

However, unlike a DI with a master account, a correspondent bank can decline or reverse the PPPLF’s debit if the correspondent
bank has not received the funds due from an NDI participant.




2024-FMIC-B-018                                                                                                       12 of 21
Finding: The PPPLF Followed Its Collateral
Risk Management Processes and Should
Strengthen Some Processes to Identify and
Respond to Financial Risk
The PPPLF followed its collateral risk management processes for at‐risk, unresolved, and potentially
fraudulent collateral for the loans we reviewed. However, the PPPLF’s documented procedures did not
include all available measures, such as monitoring the financial condition of NDIs, taking control of
collateral, directing SBA guarantee purchase payments to the PPPLF, or seeking repayments from
participants for loans with a preliminary or final SBA guarantee denial. The PPPLF did not fully develop
and document these processes because System representatives determined that it was unlikely that both
(1) PPPLF participants would become insolvent and (2) the SBA would deny guarantee purchase. The
PPPLF’s current charge-offs are de minimis in relation to actual and anticipated revenue; however, if the
SBA does not ultimately approve guarantee purchase payments and PPPLF participants cannot repay their
advances, charge-offs could increase.


The PPPLF’s Processes Should Include Additional
Measures Related to Repayment of Outstanding
Advances
The PPPLF followed its collateral risk management processes for at‐risk, unresolved, and potentially
fraudulent collateral for the loans we reviewed. However, the PPPLF’s documented procedures do not
include the following measures to assess the likelihood of repayment and to address nonpayment:

    •   Monitoring NDI financial condition: While Reserve Banks have established processes for
        monitoring the financial condition of DIs as part of their safety and soundness supervisory
        oversight processes for financial institutions, the Reserve Banks do not have insight into the
        financial condition of NDIs. As a result, Reserve Banks may have little or no advance notice of
        potential NDI default or insolvency. Reserve Banks can request and obtain NDI financial
        information; however, the PPPLF does not proactively monitor the financial condition of NDIs and
        has requested NDI financial information only after becoming aware of a potential decline in an
        NDI’s financial condition.
    •   Taking control of collateral or payments: The PPPLF has relied on participants to service PPP
        loans, provide requested information, apply for SBA guarantees, and repay advances. The PPPLF
        did not establish specific processes to take control of collateral or payments.
    •   Seeking repayment for loans denied SBA guarantee: A PPPLF representative stated that the PPPLF
        did not have a documented process to seek repayment for PPPLF advances secured by PPP loans
        with known guarantee purchase denials that were scheduled to mature in 2025 or 2026. During




2024-FMIC-B-018                                                                                  13 of 21
        our review, the PPPLF developed a new process to seek repayment of such PPPLF advances, but
        this process does not include mechanisms to enforce repayment.
Internal control standards highlight the importance of reviewing policies and procedures for effectiveness
in achieving entity objectives or addressing related risks.

The PPPLF has not fully developed processes to monitor the financial condition of NDI participants,
manage at-risk and unresolved collateral, or address nonpayment because System representatives
determined that it was unlikely that both (1) participants would become insolvent and (2) the SBA would
deny guarantee purchase. Instead, the PPPLF manages these scenarios on a case-by-case basis. Further,
System officials expected that the SBA would protect Reserve Banks from credit losses, although this
expectation was not formalized with the SBA in a written agreement.

As of March 31, 2024, the PPPLF has charged off approximately $332,000 for unpaid and nonguaranteed
PPP loan collateral held by insolvent participants, which is a de minimis amount in relation to the PPPLF’s
actual and anticipated revenue. However, these charge-offs could increase if the SBA ultimately denies
guarantee purchase payments and PPPLF participants cannot repay their advances. The System can more
effectively identify and respond to financial risks by (1) proactively monitoring NDI participants’ financial
condition and (2) formalizing procedures on how and when to take control of collateral or payments
when needed.


Recommendation
We recommend that the senior vice president, FRB Minneapolis Supervision, Regulation, and Credit

    1. Develop and implement formal procedures that monitor NDI participants and address at-risk and
       unresolved collateral.


Management Response
In the response to our draft report, the senior vice president, FRB Minneapolis Supervision, Regulation,
and Credit, concurs with our recommendation. FRB Minneapolis will document the suggested process
enhancements and implement the processes when appropriate. FRB Minneapolis anticipates completing
this process documentation by June 2025.


OIG Comment
The actions described by FRB Minneapolis appear to be responsive to our recommendation. We will
follow up to ensure that the recommendation is fully addressed.




2024-FMIC-B-018                                                                                       14 of 21
Matter for Management Consideration:
Program Design Factors to Consider Should
the Board Establish a Similar Liquidity
Facility in the Future
The PPPLF responded to the evolving economic impacts of the pandemic and quickly supplied liquidity to
financial institutions participating in the PPP program. From April 2020 through May 2020, the Board
authorized the PPPLF and established program terms, and Reserve Banks began issuing advances. While
the PPPLF was able to leverage existing risk management practices, the System had minimal
documentation of experiences and lessons learned from prior lending facilities to leverage in designing
processes for certain unique aspects of the PPPLF. These aspects included (1) relying on another federal
agency and its lending program requirements and (2) advancing funds to NDI participants.

Section 13(3) of the Federal Reserve Act authorizes the Board to implement emergency liquidity facilities
similar to the PPPLF in the future with the prior approval of the secretary of the U.S. Department of the
Treasury. Because the PPPLF issued its last advance in July 2021, our observations below are forward
looking. Should the Board need to consider a liquidity facility with similar features or risks in the future,
we encourage consideration of the design factors described below to help reduce financial risk.

    •   Enhance data coordination with partner agencies: The System did not have an agreement with
        the SBA to obtain relevant data until 5 months after the PPPLF’s implementation. During this
        5-month interval, the PPPLF advanced funds without confirming collateral approval by the SBA
        and delayed identification of canceled or invalid PPP loans. In addition, the data sharing
        agreement eventually implemented does not provide complete loan-level data, which requires
        the System to conduct additional outreach to the SBA for relevant information needed to monitor
        guarantee status. Not having full access to these data limits the PPPLF’s ability to effectively
        manage collateral risk, contributing to the issues outlined in the finding. The System should
        identify data needs during the design phase and work with partner agencies to explore options
        for facilitating enhanced and timely information sharing.
    •   Verify key program requirements: The PPPLF required participants to be solvent and pledge only
        fully funded PPP loans to the facility. PPPLF representatives stated that the PPPLF relied solely on
        attestations for these requirements. Independent verification of the following elements would
        help limit or avoid extending credit to participants that present additional financial risk through
        noncompliance with facility requirements:
            ▪     NDI solvency—Reserve Banks have financial condition information and existing processes
                  for interacting with DIs. Regulators also have established robust processes to resolve and
                  transfer assets of failed DIs. Reserve Banks have little to no insight into NDI financial
                  condition information, and other financial regulators do not have established processes
                  to resolve NDI insolvency. Reserve Banks should establish as soon as practical a process
                  to verify the financial condition of NDIs.




2024-FMIC-B-018                                                                                       15 of 21
               ▪    Fully-funded PPP loan collateral—The PPPLF’s procedures required that collateral be fully
                    funded before providing any advances to program participants. Despite having an
                    attestation from lenders that the underlying PPP loans had been fully funded in advance,
                    we observed two PPP loans for over $830,000 that participants funded after receiving
                    PPPLF advances.9 Reserve Banks should establish as soon as practical a process to verify
                    that pledged loans are funded in a manner consistent with facility requirements.




9 We identified these instances in the course of our review of at-risk and unresolved PPPLF collateral. We did not review the

entire population of PPPLF collateral, so we cannot determine whether there are additional advances that were not fully funded
at the time of the PPPLF advance.




2024-FMIC-B-018                                                                                                          16 of 21
Appendix A: Scope and Methodology
Our objective was to assess the effectiveness of the System PPPLF’s processes for (1) identifying and
managing at-risk and unresolved collateral, (2) addressing nonpayment, and (3) detecting and mitigating
fraudulent collateral. The scope of our evaluation included PPP loans pledged as collateral to the PPPLF
that went through oversight processes from February 2022 to December 2023.

To understand the design, implementation, and effectiveness of these processes, we reviewed applicable
laws; PPPLF internal documentation; and publicly available information, such as the PPPLF’s frequently
asked questions and term sheets. We also conducted interviews with relevant officials from the Board’s
Legal Division, the Division of Reserve Bank Operations and Payment Systems, and the PPPLF team.
Further, we reached out to SBA officials regarding data sharing availability with the PPPLF. The SBA did
not provide the requested information, but we did not pursue the matter further because it was not
substantive to our finding and recommendation.

We also reviewed 15 PPP loans that went through processes related to either (1) collateral due diligence
for at-risk, unresolved, or potentially fraudulent collateral; (2) PPP loans past maturity; or (3) PPP loans
with preliminarily denied guarantee purchase payment from February 2022 through December 2023. We
used PPPLF-provided reports to identify PPP loans that went through these processes and contained
certain factors, such as dollar value, participant type (DI or NDI), and PPPLF resolution of the issue. We
then selected PPP loans to provide coverage of participants for each process. Because this is a
nonstatistical sample, we are unable to project the results to the population of outstanding PPPLF
advances.

Our sample included 8 PPP loans that went through the PPPLF’s collateral due diligence processes to
identify canceled or invalid loans, loans that received SBA payment, and potentially fraudulent loans. The
sample included 4 loans that were paid off and 4 that remained unpaid at the time of our selection. The
selection covered the 2 participants (100 percent) identified as having canceled loans or loans not
matching SBA data, 4 of 10 participants (40 percent) identified as having received SBA payment without
remission to the PPPLF, and 2 of 8 participants (25 percent) with loans identified as potentially fraudulent
through review of the DOJ’s PPP fraud website. For each collateral due diligence sample, we determined
whether the PPPLF (1) contacted authorized individuals, (2) followed communication time frames,
(3) maintained appropriate documentation of the collateral due diligence process and communications,
and (4) attempted to resolve the issue and receive payment.

The sample also included 4 loans past maturity, which covered all 3 participants (100 percent) with loans
past maturity. For each loan past maturity sample, we determined whether the PPPLF (1) contacted
participants to try and resolve matured collateral, (2) obtained participants’ plans to pay down matured
collateral or apply for SBA guarantee purchase, (3) directed participants to pay down matured collateral
past the SBA guarantee deadline, and (4) attempted to debit participant accounts that did not pay down
matured collateral past the SBA guarantee deadline.




2024-FMIC-B-018                                                                                      17 of 21
Finally, the sample included 3 loans preliminarily denied guarantee purchase payment, which covered
3 of 8 participants (37.5 percent) with preliminarily denied guarantees.10 For each loan preliminarily
denied guarantee purchase payment, we determined whether the PPPLF (1) contacted participants to pay
down the PPPLF advance for the amount of the preliminarily denied SBA guarantee purchase payment
and (2) attempted to debit participant accounts for the amount of the preliminarily denied SBA guarantee
purchase payment if the participant did not pay off the PPPLF advance.

To identify collateral not funded before the PPPLF issued an advance, we reviewed PPPLF-provided
records of PPP loan collateral identified as fraudulent and compared the advance issuance dates with PPP
loan funding dates listed in DOJ criminal complaints.

We assessed the PPPLF’s processes administered by FRB Minneapolis because the Board authorized the
lending facilities and reports to Congress and the public in accordance with section 13(3) of the Federal
Reserve Act. Moreover, the Board authorized FRB Minneapolis to operate the PPPLF, and as such, the
lending facilities, including the PPPLF, are subject to the limitations, restrictions, and regulations of the
Board.

We conducted this evaluation in accordance with the Council of the Inspectors General on Integrity and
Efficiency’s Quality Standards for Inspection and Evaluation. We conducted our work from May 2023 to
June 2024.




10 We selected these samples from a January 2023 PPPLF report that listed 19 total PPPLF advances preliminarily denied

guarantee purchase payment. PPPLF management affirmed that these were all known denials through December 2023. For the
3 sampled loans, we do not know whether participants requested reconsideration of guarantee denial decisions from the SBA.
Two participants paid off the advances, and one participant’s PPP loan collateral has not yet matured.




2024-FMIC-B-018                                                                                                          18 of 21
Appendix B: Management Response




2024-FMIC-B-018                   19 of 21
Abbreviations
CARES Act         Coronavirus Aid, Relief, and Economic Security Act
DI                depository institution
DOJ               U.S. Department of Justice
FRB Minneapolis   Federal Reserve Bank of Minneapolis
NDI               nondepository institution
PPP               Paycheck Protection Program
PPPLF             Paycheck Protection Program Liquidity Facility
SBA               U.S. Small Business Administration




2024-FMIC-B-018                                                        20 of 21
Report Contributors
Eric Barker, Project Lead
Brad Booth, Auditor
Bladen Vickery, Auditor
Neha Davaluri, Audit Intern
Megan Taylor, OIG Manager, Financial Management and Internal Controls
Jackie Ogle, Senior OIG Manager for Financial Management and Internal Controls
Cynthia Gray, Deputy Associate Inspector General for Audits and Evaluations
Michael VanHuysen, Associate Inspector General for Audits and Evaluations


Contact Information
General                                                   Media and Congressional
Office of Inspector General                               OIG.Media@frb.gov
Board of Governors of the Federal Reserve System
20th Street and Constitution Avenue NW
Mail Center I-2322
Washington, DC 20551

Phone: 202-973-5000
Fax: 202-973-5044

OIG Hotline




          Hotline                                   OIG Hotline
                                                    Board of Governors of the Federal Reserve System
          Report fraud, waste, and abuse.           20th Street and Constitution Avenue NW
          Those suspecting possible                 Mail Center I-2322
                                                    Washington, DC 20551
          wrongdoing may contact the
          OIG Hotline by mail,                      Phone: 800-827-3340
          web form, phone, or fax.                  Fax: 202-973-5044




2024-FMIC-B-018                                                                                   21 of 21


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board-ppplf-risk-management-processes-sep2024-pdf_e9c44749bd2aea0b.pdf
Original
oig.federalreserve.gov
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