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ARCHIVE | Criteria | Financial Institutions | General: Methodology And Assumptions: Risk-Adjusted Capital Framework For Financial Institutions Apr 09
Standard & Poors, April 2009
Abstract
Standard & Poor's Ratings Services is refining and adapting its methodology and assumptions for assessing the risk-adjusted capital adequacy of financial institutions. We are publishing this article to help market participants better understand our approach to reviewing banks' risk-adjusted capital base. This article amends the existing criteria for assessing the financial profiles of financial institutions, published in 'FI Criteria: Bank Rating Analysis Methodology Profile,' dated March 18, 2004, as well as in 'Financial Institutions Group Provides More Transparency Into Adjustments Made To Bank Data,' published April 26, 2007, and in the articles listed in Appendix 5 'Related Articles' at the end of this report. This article follows and supersedes our request for comment 'Standard & Poor's Risk-Adjusted Capital Framework For...
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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