criteri per individuare le banche a rischio

[monostatos]

Dal gruppo di ricerca di Nouriel Roubini, una raccolta di criteri. Gli articoli da cui sono presi e riassunti sono indicati al termine della lista, al link indicato.
http://www.rgemonitor.com/


Texas Ratio = early-warning system for spotting future trouble at banks: Ratio is calculated by dividing a bank's non-performing loans, including those 90 days delinquent, by the company's tangible equity capital plus money set aside for future loan losses (100% is flahing red sign)

Sovereign Bancorp Inc., Gateway Financial Holdings Inc. and other lenders with ``significant'' stakes in Fannie/Freddie in percent of capital are at risk.

Mauldin (InvestorsInsight): Recipe for 'dead men walking':
- Common stock too low to issue new shares (dilution increases with share volume);
- Preferred stock yield too high to issue new shares economically (cost of capital above 10% is limit for profitability);
- Issuing debt is uneconomic;
- More write-offs coming in days to come;
- Business trends are awful;
- Denial
--> examples named in article.
Joseph Mason (RGE FinanceMonitor): CDARS products, which split up large investment balances into pieces below $100,000 so as to be covered by deposit insurance, are again flowing into the industry, creating a classic Thrift-crisis hot-money signal indicating which banks are next to fail.
August 26: Federal regulators have increased the number of struggling banks on probation to 117 from 90, --> Total assets of troubled banks jumped from $26 billion to $78 billion in Q2 (incl. $36bn IndyMac). On average, 13% of banks that make the list fail. IndyMac's failure and others in the quarter reduced the federal deposit insurance fund from $53 billion to $45 billion.
July 28: First National Bank of Nevada and First Heritage Bank NA in California were taken over by the FDIC after running short of money
TruthaboutMortgage.com: ABC obtained a list of 10 banks with Texas Ratio above 100%
ReggieMiddleton compiles a list of 32 banks he indicates as more at risk than others based on several indicators among which Texas Ratio.
In May IndyMac had a Texas Ratio of 140% according to RBC analysts.
RBC (via MarketWatch), May 27: If U.S. slips into recession on the scale of those from the 1980s and early 1990's, the number of failures will be probably as high as 300.
Chris Whalen (RGE FinanceMonitor/IRA): number of US banks likely to fail by the year ended July 2009 (110) and total assets of said failed banks ($800 billion). Based on our work, four buckets seem to be visible: 1) large banks, 2) large regional banks, 3) specialized institutions and 4) community banks.
further RGE Coverage: FDIC Q2 Quarterly Banking Profile: Regional Bank Indicators Deteriorate Further, Number of Troubled Banks Increases
Sep 26, 2008

[roscano]

e io che pensavo che i suffissi "bank banca o banco" fossero più che sufficienti!!!