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Lessons of the crisis prompt Moody's to overhaul bank ratings

Published 09/09/2014, 10:49
Updated 09/09/2014, 10:50
Lessons of the crisis prompt Moody's to overhaul bank ratings
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By Laura Noonan

LONDON (Reuters) - Lessons learned in the financial crisis have prompted rating agency Moody's (N:MCO) to overhaul the way it assesses banks - but most of the banks and debt it covers will have the same credit ratings after the review as before.

Many banks who encountered problems in the financial crisis had previously been given glowing ratings, and countries across the globe have been looking at the way ratings agencies work and how much they're relied upon.

Moody's said on Tuesday it had devised a new ratings methodology giving a central role to the "resolution regimes" which various countries created in the aftermath of the 2007-2009 financial crisis to pave the way for the orderly wind-down of banks.

The way resolution regimes work will have a greater impact on the way bonds and deposits are rated, while the new methodology will also pay more attention to the "big picture" economic scenarios of countries.

"The proposed changes to the bank methodology are fairly fundamental," said Frederic Drevon, managing director global banking at Moody's, adding they would likely be finalised at the start of 2015 after industry consultation.

Drevon said it was impossible to say if the new methodology would have led to a different outcome through the financial crisis. But he said it reflected experience gained.

"The development of the methodology comes on the back of lessons learned from the financial crisis," Drevon said, adding that the new approach had been back-tested against recent developments and had proved itself to be a good predictor of stress.

Even though the methodology for rating banks will change, Moody's expects 95 percent of its standalone bank ratings to remain unchanged after the new process comes in.

Of the others - who will first be placed under review for a period of between a few weeks and three months - 1 percent are expected to be downgraded by a notch and 4 percent are expected to rise by one notch or more.

Bigger changes are expected among local currency deposit ratings, where 34 percent are expected to be upgraded and 7 percent are expected to be downgraded, and local currency senior unsecured debt, where 30 percent are expected to be upgraded and 21 percent downgraded.

Drevon said debt and deposit ratings were most affected because the resolution regimes bring in more nuanced treatment for how depositors and debt holders are treated when banks fail.

Moody's is not giving guidance as yet on how other instruments it rates, including junior bonds, are likely to be affected.

(Editing by David Holmes)

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