BankAtlas U.S. Bank Equity Indices

A proprietary U.S. bank-equity index family.

A family of 18 rules-based U.S. bank-equity indices (36 series) that express BankAtlas's proprietary bank-risk signals — grades and the Run-Vulnerability Index — across two weighting classes. Point-in-time construction; survivorship-bias controls; quarterly reconstitution; liquidity-screened.

Institutional licensing & data inquiries → View historical index research →
18
indices · 36 series
4
tiers
2
weighting classes
30 Sep 2026
prospective tracking scheduled
The family

Eighteen indices, four tiers, two classes

Each index selects U.S.-listed banks on a defined rule, and publishes both an Equal-Weight class (the purest expression of the signal) and a Capped Float-Market-Cap class (market-cap-weighted, 15% single-name cap).

TierIndicesSelection basis
FlagshipGrade (A/B) · Prime Grade (A) · Resilience · Fragility · Distressed Grade (D/E) · VulnerabilityComposite grade band (A/B; A only; D/E) or Run-Vulnerability quantile (lowest = Resilience, highest = Vulnerability); Fragility = highest-quintile troubled-loan and securities mark-to-market stress
Category gradeAsset Quality · Earnings · Capital Strength · Liquidity · Concentration DisciplineTop-tercile score on the named category grade
ExposureCRE-Exposure · NDFI-ExposureHighest-quintile commercial-real-estate or nondepository-financial exposure
GeographicNortheast · Southeast · Midwest · Texas & Southwest · WestHeadquarters-state region membership

Exposure and geographic baskets are characteristic baskets, not quality grades. Constituent selection is deterministic and follows the published methodology. Historical (backtested) results and statistics for every index are presented, with methodology and limitations, in the Equity Index Research section.

Institutionally constructed

Construction & coverage

Each series follows the same published construction framework, with point-in-time membership, defined eligibility screens, rules-based selection, and quarterly reconstitution.

Point-in-time membership Survivorship-bias controls No look-ahead (3-mo lag) Total return $250M float floor · $1M/day ADV Rules-based constituent selection Quarterly reconstituted Hysteresis turnover control

Rules-based selection

Membership is a defined grade band or quantile with an add/keep hysteresis buffer — deterministic and reproducible from the same inputs.

Two weighting classes

Equal-Weight expresses the pure signal; Capped Float-Market-Cap (15% single-name cap) is the market-cap-weighted class designed to improve replicability.

Published methodology

A published, versioned methodology specifies the universe, selection, weighting, reconstitution, and corporate-action rules.

Potential applications

How institutional users may evaluate the family

Third-party institutional users may evaluate the indices for potential use in:

Benchmarking & research — a rules-based, signal-based reference for U.S. bank equities.
Portfolio & factor analysis — a systematic read on quality and funding-resilience factors.
Model-portfolio research — a point-in-time input for allocation and factor work.
Separately managed strategies — potential third-party applications using a defined, periodically reconstituted index methodology.
Structured & index-linked products — potential third-party applications of the rules-based indices, subject to applicable licensing and regulatory requirements.
Data & analytical applications — potential institutional licensing of index levels, constituent data, and analytical exposures.
No current product. BankAtlas does not currently sponsor, manage, offer, or advise any investment product or separately managed account based on the indices. No investment product currently references the BankAtlas Equity Indices.
Historical index research
See the method, the backtested results (winners and losers), third-party comparators, and the limitations — presented as index research.
View index research →

Turn proprietary bank-risk signals into systematic benchmarks.

Important disclosures. The BankAtlas U.S. Bank Equity Indices are rules-based analytical benchmarks designed to reflect proprietary BankAtlas risk signals. Historical index results are backtested (simulated) and are presented, with methodology and limitations, in the Equity Index Research section; prospective tracking is scheduled to begin September 30, 2026. Past performance does not indicate future results. BankAtlas grades and scores are proprietary analytical measures and are not presented as credit ratings.

Nothing on this page constitutes investment advice, an offer, solicitation, or recommendation regarding any security, investment strategy, or index-linked product. BankAtlas does not currently sponsor, manage, offer, or advise any investment product or separately managed account based on these indices, and no investment product currently references them. Institutional licensing and data availability are subject to applicable licensing and regulatory requirements.