Invictus Sustainability Reports

The Invictus Sustainability reports are created by running publicly available data for 6000+ FDIC-insured banks through our ICAM™ and LoanLayering™ stress-test models. There is a detail report per bank, and a summary report for comparisons between banks.

The Invictus Examiner Workbook

The Examiner Workbook is a detailed stress test for a single bank and shows:

  • The Invictus Capitalization Score -- a measure of the four post-stress capital ratios based on the Adverse stress scenario.
  • The contribution to decline in tier one capital by loan portfolio;
  • Post-stress, bank capital changes, over time;
  • The variance between reported and projected capital levels under several scenarios;
  • A comparison of the bank's projected activity in its largest loan categories to the total activity in those categories in the state;
  • A comparison of the bank's projected performance to its peers, selected by geography and similiarity in loan portfolio and asset structure;
  • A pro forma balance sheet and income statement projected forward two years (under stress);
  • Reserves and earnings changes, post-stress;
  • The relative risk of the bank's liability structure;
  • Real estate and maturities exposure;
  • Post stress pre-provision earnings.

The Invictus Triage Report

Triage (n) The sorting of and allocation of treatment to patients according to a system of priorities based on urgency.

The Invictus Triage Report is a summary report for all the banks in a state or geographic region.

For each bank presented the report shows:

  • The Invictus Capitalization Score,
  • Post-stress capital ratios under several stress-testing scenarios
  • The important Invictus Return on Required Capital Ratio;
  • The effects of secondary factors such as bank size, accounting changes, ownership and access to capital (public vs. privately held), equity distributions, market liquidity and management control.

The power of the Invictus Triage Report is that it gives you the ability to compare bank to bank, to sort banks on a criteria, and therefore to highlight banks of interest or requiring attention - whether you are a regulator, acquisitive bank, investor or insurer.

Customised Invictus Triage Reports can also be created or banks of particular characteristics, such as asset size, Invictus Return on Required Capital Ratio, ownership structure (public vs. private), and other factors.

Detail on any one bank is available on the Invictus Examiner Workbook.

Contact Us to order reports.