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ARCHIVE | Criteria | Financial Institutions | Request for Comment: Standard & Poor's Risk-Adjusted Capital Framework For Financial Institutions Jul 08
Standard & Poors, July 2008
Abstract
Standard & Poor's Ratings Services is updating the way it evaluates the capital adequacy of financial institutions worldwide. So far, we've published information on our general framework for risk-adjusted capital analysis and methodology for refining the computation of capital. This report provides further details on the approach, calibration methodology, and risk parameters we're using to construct our global risk-adjusted capital framework (RACF). Additional information can be found in 'Credit FAQ: Standard & Poor's Addresses Frequently Asked Questions About Its Risk-Adjusted Capital Ratio,' and 'Trading Losses At Financial Institutions Underscore Need For Greater Market Risk Capital,' both published April 15, 2008, on RatingsDirect. The RACF will allow calculation of the Standard & Poor's risk-adjusted capital ratio (RAC), which will provide a...
Standard and Poors RatingsXpress Credit Research provides in-depth coverage of international corporates, financial institutions, insurance companies, utilities, sovereigns and structured finance programs. RatingsXpress Credit Research lets users determine the credit rating of holdings and identify key factors underlying an issuer's creditworthiness, distinguishes the different risk exposures for new and existing deals, and provides an understanding of how their analysts interpret key regulatory, political and environmental events and their economic impact.
Research Type: Commentary
Criteria articles describe the thought process and methodology Standard & Poor's analysts use in determining ratings. These commentary pieces discuss both the quantitative (economic and financial) and qualitative (business analysis and caliber of management) aspects of the analysis, as well as legal issues.
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