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The amounts of loss for each type of produce were calculated by multiplying per capita quantities available at each level by the corresponding food loss assumptions and by the US population on July 1, 2008 (304.06 million).
However, the rating agency notes that the bank's current capitalisation is pressured by low loan loss reserves (LLRs) coverage and further provisioning needs, resulting in a projected decline in the bank's capital adequacy metrics by around 8%-9% applying Moody's expected loss assumptions under central stress-test scenario.
Also, a sovereign downgrade may result in increased loss assumptions used for modelling, the agency added.
The bank financial strength ratings (BFSRs) of ACBA-Credit Agricole and Ardshininvestbank are unaffected as Moody's believes that their adequate capitalisation enables them to absorb a level of stress in line with current loss assumptions.
The underlying assumptions used to calculate the net present value (NPV) of residual assets include credit and loss assumptions, prepayment assumptions and an appropriate discount rate.
in expected loss assumptions, particularly for Slovak banks' junior
An unexpected increase in the delinquency or default rate as well as significant downward revision of Fitch's assumption of cash flow from the underlying properties may lead to higher loss assumptions, which may, in turn, affect the rating of the TBIs.
has revised the expected loss assumptions for non-real estate corporate
The resultant 'AAAsf' expected net loss assumptions for this review are 18.8% for both series, virtually unchanged from closing levels.
Hence, Fitch conducts sensitivity analyses by increasing the transaction's initial base case RV and credit loss assumptions and examining the rating implications on all classes of issued notes.