Institutional Risk Analytics has released The IRA Compendium of Bank Risk, a reference library of PDF documents containing IRA's lending operations performance and economic capital figures of merit for thousands of US banks and bank holding companies. The Compendium includes 2007 Economic Capital profiles for all US banks in a new format designed for users who need to benchmark a large numbers of US banking institutions.
IRA's analyses are designed specifically to enable transparency into the fundamental strengths and weaknesses of banks using techniques that do not rely on pricing or statistical modeling. These ratings provide insight into the safety and soundness of banking institutions and their business practices. Proprietary measures derived from The IRA Bank Monitor include:
** Estimated Target Default Rating
** Default Experience
** Loss Given Default (LGD)
** Weighted Average Maturity (WAM)
** Exposure At Default (EAD)
** Economic Capital (EC)
** Risk Adjusted Return on Capital (RAROC)
** Counterparty Stress Rating
The IRA Compendium of Bank Risk features historical data back to 2003, is updated quarterly and provides users the opportunity to participate in IRA’s quarterly roundtable on bank industry conditions and analyst needs.