S&P launches new ratings tool for Pfandbrief banks

German Pfandbrief banks can now better assess the default probabilities of bank, sovereign and local and regional government counterparties using new credit risk assessment templates from Standard & Poor’s.

The templates, which S&P’s Risk Solutions group produced as part of a project for the Association of German Pfandbrief Banks (Verband Deutscher Pfandbriefbanken, VdP) will help German banks gauge the amount of capital they have to set aside for loans to these counterparts under Basel II.

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