Built by practitioners — not a rating agency
BankAtlas began with a problem the market wasn’t solving: bank risk that wasn’t being measured until it was too late.
It started before 2008. In the years leading up to the financial crisis, our founder — a veteran investor and portfolio manager — was analyzing U.S. banks and saw what the market was missing — risk that the established players weren’t effectively measuring or pricing. The crisis proved the point. So the work began: building a dataset, quarter by quarter, that didn’t exist anywhere else.
Over nearly two decades, that dataset grew into a quantitative engine for gauging the risk of every U.S. bank — individually and across the system — through proprietary grades and scores. It was refined across real market cycles, from 2008 to the regional-bank failures of 2023, and built to answer the questions that actually matter about a bank’s profile.
2023 was the proof. When the regional-bank crisis hit, the system was already flagging the trouble. First Republic had carried a bottom-tier composite grade since 2021 — more than two years before it failed — and its run-vulnerability had climbed to the top of its peer group by early 2023. Silicon Valley Bank, whose composite looked healthy to the end, was caught by the second lens: a run-vulnerability signal pointing to the funding fragility the headline grade missed. The same models that flagged them then are the ones that run on every bank today.
BankAtlas is a fintech, not a rating agency. We don’t issue credit ratings, and we don’t give investment advice — we provide quantitative, data-driven bank intelligence, now enhanced with AI that makes our proprietary grades queryable and interpretable. Built by practitioners, for the analysts, investors, and bankers who ask the same questions we do.