Fitch Upgrades Banamex's IDRs to 'A' Following Sovereign Action; Outlook Stable

MONTERREY, Mexico--()--Fitch Ratings has upgraded the foreign and local currency Issuer Default Ratings (IDRs) of Banco Nacional de Mexico (Banamex) to 'A' from 'A-'. A full list of rating actions follows at the end of this release.

Rating Drivers

The upgrade of Banamex's IDRs was triggered by a recent rating action that upgraded Mexico's sovereign long-term IDR to 'BBB+' and the Country Ceiling to 'A'. Banamex is considered by Fitch a 'core' subsidiary of Citigroup Inc. (IDRs 'A'; VR 'a-'; Outlook Stable) and as such, according to Fitch's rating criteria, there is an extremely high probability of support from its parent. Banamex's IDRs are now aligned with those of Citigroup. Banamex's support and national-scale ratings are also driven by the potential support of Citigroup.

In turn, Banamex's VR of 'a-', not reviewed in this action, is driven by its ample loss absorption capacity, strong and resilient earnings, robust franchise, and sound liquidity and funding. However, this rating also factors in the lower than pre-crisis core profitability, above average credit costs, and somewhat volatile trading revenues.

Rating Sensitivities

While Banamex's remains a core subsidiary of Citigroup, its IDRs will likely remain aligned to its parent's IDRs, therefore mirroring any potential upgrade of Citigroup's IDRs. However, upside potential in Banamex's IDRs would remain capped to two notches above the sovereign rating (local currency) and to Mexico's country ceiling in the case of the foreign currency IDRs, according to Fitch's rating criteria.

Although not a baseline scenario, Banamex's IDRs could be downgraded if Fitch perceives a diminished strategic importance to Citigroup. In this unlikely scenario, or in the event of a downgrade of Citigroup's IDRs, Banamex's IDRs would not be downgraded lower than the level indicated by its VR.

In Fitch's opinion, a sustained recovery of core profitability, coupled with the maintenance of its robust franchise, capital metrics, and liquidity, could potentially result in an upgrade of Banamex's VR of 'a-'.

In turn, weaker financials could pressure downward Banamex's VR. In Fitch's opinion, impairment ratios above 3%, and/or credit costs (provisions and charge-offs) above 6% of average assets, could trigger a revision of Banamex's 'a-' VR, depending on the robustness and trends in its base of loan loss reserves. A Fitch core capital ratio below 12% of risk weighted assets could also negatively affect the VR, if not accompanied by an improved internal capital generation capacity (higher earnings).

Even if Banamex's VR were eventually downgraded, its IDRs will likely remain aligned to Citigroup's IDRs, unless Fitch's perception of Banamex as a core subsidiary of Citigroup changes. This also underpins the affirmation of Banamex's support rating at '1'.

Fitch has upgraded the following ratings:

Banamex:

--Long-term foreign and local currency IDRs to 'A' from 'A-'; Outlook Stable.

Fitch has affirmed the following ratings:

Banamex:

--Short-term foreign and local currency IDR at 'F1';

--Support rating at '1';

--Long-term national-scale rating at 'AAA(mex)'; Outlook Stable;

--Short-term national-scale rating at 'F1+(mex)';

--Long-term national-scale rating for local senior debt issues at 'AAA(mex)'.

The Rating Outlook is Stable.

Additional information is available on www.fitchratings.com

Applicable Criteria and Related Research:

--Global Financial Institutions Rating Criteria (Aug. 15, 2012);

--Rating Financial Institutions above the Sovereign (Dec. 12, 2012);

--Rating FI Subsidiaries and Holding Companies (Aug. 10, 2012);

--National Ratings Criteria (Jan. 19, 2011).

Applicable Criteria and Related Research

Global Financial Institutions Rating Criteria

http://www.fitchratings.com/creditdesk/reports/report_frame.cfm?rpt_id=686181

Rating Financial Institutions Above the Sovereign

http://www.fitchratings.com/creditdesk/reports/report_frame.cfm?rpt_id=696373

Rating FI Subsidiaries and Holding Companies

http://www.fitchratings.com/creditdesk/reports/report_frame.cfm?rpt_id=679209

National Ratings Criteria

http://www.fitchratings.com/creditdesk/reports/report_frame.cfm?rpt_id=595885

Additional Disclosure

Solicitation Status

http://www.fitchratings.com/gws/en/disclosure/solicitation?pr_id=791025

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Contacts

Fitch Ratings
Primary Analyst
Alejandro Tapia, +52 81 8399 9156
Associate Director
Fitch Mexico SA de CV
Prol. Alfonso Reyes 2612, Edificio Connexity Piso 8
Col. Del Paseo Residencial
64920 Monterrey, N.L., Mexico
or
Secondary Analyst
Alejandro Garcia, CFA, +52 81 8399 9146
Senior Director
or
Committee Chairperson
Franklin Santarelli, +1 212-908-0739
Managing Director
or
Media Relations:
Elizabeth Fogerty, +1 212-908-0526
elizabeth.fogerty@fitchratings.com

Contacts

Fitch Ratings
Primary Analyst
Alejandro Tapia, +52 81 8399 9156
Associate Director
Fitch Mexico SA de CV
Prol. Alfonso Reyes 2612, Edificio Connexity Piso 8
Col. Del Paseo Residencial
64920 Monterrey, N.L., Mexico
or
Secondary Analyst
Alejandro Garcia, CFA, +52 81 8399 9146
Senior Director
or
Committee Chairperson
Franklin Santarelli, +1 212-908-0739
Managing Director
or
Media Relations:
Elizabeth Fogerty, +1 212-908-0526
elizabeth.fogerty@fitchratings.com