Research And Markets Research And Markets

Determining Credit Loss Assumptions For German Banks Aug 09

  • ID: 1711569
  • August 2009
  • Region: Germany
  • Standard & Poors
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  • Bayerische Landesbank
  • Commerzbank AG
  • Deutsche Bank AG
  • Deutsche Postbank AG
  • DVB Bank SE
  • Grenke AG
  • MORE

Standard & Poor's Ratings Services is publishing for the first time its loss assumptions for the key asset classes within the Federal Republic of Germany (see "Assumptions For Credit Stress Testing German Banks," published on Aug. 21, 2009, on RatingsDirect). Here, we provide the analytical context for our assumptions. We are publishing our loss assumptions for the domestic loan book of Germany. These assumptions are not designed to constitute precise forecasts but rather to express scenarios in quantitative terms in order for us to form an opinion on an institution's ability to withstand such losses. At the same time, we will continue to reflect other rating factors that build into the ratings and stand-alone credit profiles on German banks. We...

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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- Deutsche Bank AG
- Landesbank Hessen-Thueringen Girozentrale
- Portigon AG
- Bayerische Landesbank
- Germany (Federal Republic of)
- Commerzbank AG
- DekaBank Deutsche Girozentrale
- DZ BANK AG Deutsche Zentral-Genossenschaftsbank
- Deutsche Pfandbriefbank AG
- UniCredit Bank AG
- BHW Bausparkasse AG Hameln
- Deutsche Genossenschafts-Hypothekenbank AG
- Deutsche Apotheker- und Aerztebank eG
- WL BANK AG Westfaelische Landschaft Bodenkreditbank
- DVB Bank SE
- VR Leasing AG
- Deutsche Postbank AG
- Hypothekenbank Frankfurt AG
- Westdeutsche ImmobilienBank
- Grenke AG
- HSH Nordbank AG
- Deutsche Bausparkasse Badenia AG

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