Fitch Ratings has updated its criteria for rating banks in response to recent developments in the banking industry, the ratings agency said Wednesday.
While Fitch has not significantly changed its methodology for rating banks, it has adapted its criteria to address developments in the banking market over recent years, the rating agency said. “As risks in the banking business and the systems developed by banks to manage them have evolved in recent years, Fitch has adapted its assessment of risk management,” it said.
Also, while Fitch has not materially changed its way of analyzing funding and liquidity, the focus on both has intensified as recent events have confirmed that lack of liquidity alone can cause a bank to fail, it noted.
Fitch has also introduced its own standard quantitative measures of capital adequacy taht it applies to all banks, notably based on a bank’s “core” and “eligible” capital.
It has published two reports that aim to provide insight into the rating methodology. One outlines the key areas of the agency’s analysis of banks, which are based on a number of qualitative and quantitative factors. The other report considers the evolution of Fitch’s rating universe in recent years, including the innovation of its recovery rating scale and the publication of support rating floors that are intended to improve the transparency of Fitch’s analytical process and the rationale of its ratings.
IE
Fitch updates methodology for rating banks
- By: James Langton
- November 19, 2008 November 19, 2008
- 15:10