Solutions for Bank Credit Risk

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1 Solutions for Bank Credit Risk

2 Fitch Solutions delivers a comprehensive suite of data, analytical tools and risk services to provide organizations with a more efficient way to analyze and address exposure to bank credit risk. Our Solutions for Bank Credit Risk help companies improve their ability to manage risk with ratings data, insightful research, unique bank-appropriate models and the most comprehensive coverage of bank credit information in the industry. Through Fitch Learning, a member of the Fitch Group, we also provide global technical training at all levels to the financial community.

3 Solutions for Managing Exposure to Bank Credit Risk The financial crisis and regulatory forces like Basel III and Dodd-Frank have increasingly required organizations to enhance and use their own credit risk assessments. As a result, risk managers and analysts must source a different, broader and more diverse set of credit information that includes the stand-alone credit quality of banks. To help firms manage their exposure to bank credit risk, Fitch Solutions provides the most comprehensive financial data available in the market. Customizable Data Feeds that Provide a Holistic View of Credit Information Solution Features Credit Rating Data Fitch Ratings proprietary ratings watches and outlooks on 3,500 banks as well as 35 years of historical rating actions on 9,500 banks Fundamental Financial Data annual and interim financial data covering more than 10,000 U.S. banks and 17,500 global banks in over 200 countries Financial Implied Ratings (FIR) one-year forward assessments of the stand-alone financial strength of over 13,000 banks, based on a 19-point scale in order to provide the most granularity CDS Pricing consensus CDS prices from the top market makers delivered daily for nearly 250 banks CDS Liquidity Scores a measure for identifying liquidity risk in the CDS market for the consensus CDS universe CDS Indices a set of granular, independent and datadriven corporate and sovereign indices CDS Implied Ratings daily market-based indicators of credit quality covering the consensus CDS universe Benefits Reduces workload, resource costs and operational risk Provides ratings predictions and unique insights into the credit risk dynamics of financial institutions over time Saves time by providing risk analysts several types of content in one place Helps market participants manage bank credit risk while meeting regulatory and capital-adequacy requirements Research and Analytical Tools to Evaluate Data and Inform Decision-Making Solution Features Comprehensive coverage of bank research, providing insight into global banks across multiple geographies Unique granular insight on individual banks and the banking sector, including detailed explanations of intrinsic credit quality, such as viability ratings factors Insight into unrated banks across countries and specialties, plus additional tools to enhance peer comparison Leading bank ratings methodologies, including the assessment of credit quality Benefits Addresses the challenge of accessing large amounts of bank data for both rated and un-rated banks Reduces costs and time by offering organizations a standardized way to gather data across regions eliminating the costs and operational risks associated with manually obtaining content Provides increased transparency into bank rating methodologies Data Delivery Using common identifiers to link disparate data formats, our Solutions for Bank Credit Risk bring together comprehensive and unique market intelligence and deliver it via a single data feed that can easily integrate with a client s internal legacy applications.

4 Solutions for Internal Modeling Risk managers and credit analysts need a wide range of credit data in order to create internal models that inform and validate their own bank credit risk assessments and benchmarks. Often, companies face operational risks and miss critical data elements because they have limited information or ineffective Merton-based models that are not suited for assessing bank risk. To facilitate better model-building, Fitch Solutions offers stand-alone bank credit data that is historical, comparable, in-depth and tailored to evaluate a bank s intrinsic credit quality. Data to Support Internal Modeling Alternatives to Merton-based Models for Banks Solution Features Solution Features Extensive database of Fitch s history, including transitions and defaults Unique database of banks stand-alone financial strength history, transitions and failures Leading coverage of banks and insurance fundamental financials, including over 20 years of historical data Global coverage of leading independent market-consensus CDS spreads CDS pricing data, beginning as early as 1999, covering business cycles across industries and regions Recovery Ratings and historical database for issues CDS-consensus Recovery Rates, reflecting the market view on actual recovery prospects instead of standard recovery rates Comprehensive data foundation that includes Fitch s historical stand-alone financial strength rating and fundamental financials database encompassing more than 12,000 financial statements from Relevant input data that has been tested and selected for its financial and statistical significance as well as low oneto-one co-linearity and predictive power Regression analysis that uses a simple and intuitive logistic ordinal regression model (Logit function), to ensure maximum transparency and performance of the FIRs FIRs that are a consistent indicator of stand-alone financial strength and expressed on the Viability Ratings aaa scale Benefits Enhances internal rating model calibration by accounting for Issuer Default Ratings Fine-tunes counterparty models by accounting for banks stand-alone viability Improves model cross-border consistency with standardized fundamental financials Incorporates CDS market signals and early warnings into ratings models Maintains solid historical correlations of credit spreads to better forecast potential counterparty exposure distributions Enriches estimates of Loss Given Default (LGD) that relate to Fitch historical Recovery Ratings across the business cycle Includes market consensus on actual recovery for estimates of market-implied LGDs Benefits Provides wide global coverage and strong performance through the business cycle to enhance client-side bank credit risk management Calibrates to regional classifications to ensure that different legal environments and region-wide events only affect the relevant population subsamples Maximizes transparency by providing FIRs along the model inputs and other relevant reference data Ensures a standardized output with comparability across borders and against viability and default ratings

5 Training Solutions Fitch Learning is a leading global provider of learning and development solutions for the worldwide financial services industry. Providing a range of interactive workshops in Bank Credit Risk, all trainers are experienced practitioners who teach through current, relevant examples to ensure participants can apply the skills they have learned as soon as they are back at their desks. Additional training on Insurance and Corporate Credit Analysis, Management and Professional Development and Technical Skills is also available. Training and Development to Deepen Your Understanding of Bank Credit Risk Fundamentals of Bank Financial Statement Analysis This two-day course explores the basics of financial statement analysis for banks using the CAMELS framework. Intensive Bank Analysis This three-day workshop provides an in-depth analytic approach to the credit analysis of both local and international commercial banks. The course gives participants the skills to make an independent assessment of the strengths and weaknesses of a bank. Emerging Market Bank Analysis This three-day course offers a structured approach to the credit analysis of emerging market banks. As with Intensive Bank Analysis, participants gain the framework and tools to make and support independent credit judgments. Liquidity Risk Management in Banks This two-day workshop explores and analyzes liquidity challenges in banks, incorporating both lessons learned from the crisis and Basel guidelines for sound liquidity management. Sovereign & Country Risk This two-day course offers a structured approach to the analysis of country and sovereign risk in both emerging and mature markets. For more information on Fitch Learning s range of courses, visit

6 Contact Us For more information about Fitch Solutions offerings, visit us at New York One State Street Plaza New York, NY FITCH London 30 North Colonnade Canary Wharf London E14 5GN

7 About Fitch Solutions Fitch Solutions delivers credit market data, analytical tools and risk services to the global financial community. In addition to offering proprietary market-based content, Fitch Solutions distributes the ratings, research and financial data of Fitch Ratings through a variety of flexible platforms. With innovation and experience behind every solution, Fitch Solutions helps financial professionals meet the diverse and evolving needs of today s global markets. Fitch Group is a global leader in financial information services with operations in more than 30 countries. In addition to Fitch Solutions, the group includes Fitch Ratings, a world-renowned credit rating agency, and Fitch Learning, a preeminent training and professional development firm. Fitch Group is jointly owned by Paris-based Fimalac, S.A. and New York-based Hearst Corporation.

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