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BankAtlas Introduces Proprietary U.S. Bank Equity Index Family

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Eighteen rules-based benchmarks translate BankAtlas's proprietary bank-risk signals into systematic U.S. bank-equity indices, with prospective tracking scheduled to begin September 30, 2026.

WEST PALM BEACH, Fla. - TelAve -- BankAtlas today introduced the BankAtlas U.S. Bank Equity Indices, a family of 18 rules-based indices that translate the firm's proprietary bank-risk signals — including its composite bank-risk grade and Run-Vulnerability Index — into systematic U.S. bank-equity benchmarks. The family includes 36 series across Equal-Weight and Capped Float-Market-Cap classes. Prospective tracking is scheduled to begin September 30, 2026.

The indices span flagship, category, exposure, and geographic tiers and sort U.S.-listed banks using BankAtlas measures of financial quality and funding resilience.

Institutionally constructed. Each index follows a published, rules-based methodology using a point-in-time universe; a reporting lag designed to eliminate look-ahead; survivorship-bias controls; free-float and liquidity screens; quarterly reconstitution; and total-return calculation.

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Historical failures remain in the record. The methodology is designed to retain failed, acquired, and delisted institutions when selected under the rules. Signature Bank, for example, remained in the Grade (A/B) Index into the quarter of its March 2023 failure, and its approximately 99.8% collapse remains in the historical return series.

All historical index results are backtested (simulated) and do not reflect actual trading. All history prior to September 30, 2026 is backtested. No investment product currently references the indices.

Institutional users may evaluate the index family for potential benchmarking, research, model-portfolio research, separately managed strategies, structured and index-linked products, and data applications, subject to applicable licensing and regulatory requirements. BankAtlas is accepting inquiries regarding potential institutional licensing and data use.

"Traditional bank-equity benchmarks often begin with market capitalization or sector membership. BankAtlas begins with the underlying fundamentals," said Jonnathan Wong-Coronel, Founder of BankAtlas. "These indices translate the same proprietary signals we use to measure bank quality and funding vulnerability into systematic benchmarks."

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The indices are part of BankAtlas's broader quantitative bank-intelligence platform, which includes proprietary bank-risk grades, run-vulnerability measures, peer analytics, credit benchmarks, and AI-assisted analysis.

For more information:
http://bankatlas.com/indices/equity

About BankAtlas

BankAtlas is a quantitative U.S. bank-intelligence platform built on more than two decades of regulatory data, serving professional users with proprietary risk measures, peer analytics, benchmarks, and AI-assisted bank analysis.

Important disclosures: BankAtlas grades and scores are proprietary analytical measures and are not presented as credit ratings. Its indices are rules-based analytical benchmarks. Nothing herein constitutes investment advice, an offer, or a recommendation regarding any institution, security, or index-linked product. Historical results are backtested and do not reflect actual trading. Past performance does not indicate future results.

Full announcement:
http://bankatlas.com/press/equity-indices

Contact
BankAtlas Media Relations
West Palm Beach, Florida
***@bankatlas.com


Source: BankAtlas

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