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., August 17, 2026 — BankAtlas today introduced the BankAtlas U.S. Bank Equity Indices, a family of 18 rules-based indices that express the firm’s proprietary bank-risk signals — including its proprietary composite bank-risk grade and Run-Vulnerability Index — as systematic bank-equity benchmarks. BankAtlas is accepting inquiries regarding potential institutional licensing and data use; prospective tracking of the indices is scheduled to begin September 30, 2026.
Each index sorts U.S.-listed banks on BankAtlas’s measures of fundamental quality and funding resilience, published in two weighting classes — Equal-Weight and Capped Float-Market-Cap — across flagship, category, exposure, and geographic tiers (36 total series). The family answers a single question in benchmark form: does sorting banks on proprietary bank-risk signals separate their equity outcomes?
Institutionally constructed. Every index follows a published, rules-based methodology using a point-in-time universe reconstructed each quarter from regulatory and market information available at the time; a reporting lag designed to eliminate look-ahead; survivorship-bias controls designed to retain historical banks that later failed, were acquired, or were delisted; free-float size and liquidity screens; turnover controls; and total-return calculation. The methodology is published, versioned, and reproducible. Historical-universe limitations are disclosed in the methodology.
Historical failures remain in the record. The methodology is designed not to erase failed institutions from history. Signature Bank, for example, remained in the Grade (A/B) Index under the rules into the quarter of its March 2023 failure, and its approximately 99.8% collapse is retained in the historical return series. The methodology is therefore designed to retain failed, acquired, and delisted institutions when selected under the rules, rather than removing them retrospectively.
All historical index results are backtested (simulated) and do not reflect actual trading. Prospective tracking is scheduled to begin September 30, 2026; all history prior to that date is backtested. BankAtlas publishes methodology and supporting index materials describing the construction, historical results, assumptions, and limitations of the series.
Potential institutional applications. Third-party institutional users may evaluate the index family for potential use in benchmarking, research, model-portfolio research, separately managed strategies, structured and index-linked products, and data and analytical applications, subject to applicable licensing and regulatory requirements. BankAtlas is accepting inquiries regarding potential institutional licensing and data use; no investment product currently references the indices.
Part of a broader platform. The indices are one expression of BankAtlas’s proprietary bank-intelligence system. The platform also provides an agentic AI analyst that investigates institutions, compares peers, monitors user-selected bank watchlists for emerging risk, and produces committee-ready analysis grounded in BankAtlas’s measures and public regulatory information.
“Traditional bank-equity benchmarks often begin with market capitalization or sector membership. BankAtlas begins with the underlying fundamentals. These indices translate the same proprietary signals we use to measure bank quality and funding vulnerability into systematic benchmarks. Just as important, the history is constructed on a point-in-time basis, so institutions that were later acquired, delisted, or failed are not simply erased from the record.”
— Jonnathan Wong-Coronel, Founder of BankAtlas
Institutional licensing and data inquiries: info@bankatlas.com. The index family is described at BankAtlas.com/indices/equity, with historical index research at BankAtlas.com/indices/equity/research.