Fitch Affirms Banco del Bajio's VR at 'bb+' and IDR at 'BB+'; Outlook Stable

MONTERREY, Mexico--()--Fitch Ratings has today affirmed Banco del Bajio, S.A.'s (Bajio) viability rating at 'bb+' and its Long- and Short-term Issuer Default Ratings (IDRs) at 'BB+' and 'B', respectively. The national scale ratings were affirmed at 'A+(mex)' and 'F1(mex)'. The Rating Outlook on the long-term international and/or national scale issuer ratings of Bajio remains Stable. A full list of rating actions follows at the end of this release.

KEY RATING DRIVERS

Bajio's viability rating was affirmed at 'bb+' and its Long- and Short-term IDRs at 'BB+' and 'B', respectively. The latter considers Bajio's solid franchise in its core region (mainly western region of central Mexico), its resilient net interest margin; and the bank's stable funding profile as it has proven stable over the past few years, relying primary on customer deposits (mostly term deposits). The ratings are also driven by its contained and stable asset quality metrics, in view of the recent deteriorated sector of home builders, in which Bajio has a relatively low exposure; the bank's liquidity profile, challenged by important asset-liability mismatches, and a moderate loss absorption capacity; even though its core capital stands at comfortable levels, its cushion of loan reserves is relatively tight.

Bajio's national scale Long-and-Short-term ratings were also affirmed at 'A+(mex)' and 'F1(mex)', respectively; and are driven by the bank's financial strength. Bajio's support rating and support rating floor were affirmed at '5' and 'NF', reflecting that, although possible, external support cannot be relied upon; given the low systemic importance of the bank.

RATING SENSITIVITIES

Bajio's viability rating and IDRs could be upgraded over the medium term if the bank achieves the consolidation of its grown asset base, a recovery of its profitability and costs to previous averages; as an operating ROA above 1.5% and loan impairment charges around 30% of pre-impairment operating profit; with proven stability, as well as a significant improvement in its assets and liabilities maturities mismatches. Otherwise, Bajio's ratings could be pressured downwards if there is a further deterioration of the bank's already challenged liquidity (higher asset liability mismatches), and/or a sustained Fitch core capital ratio below 13%.

A potential upgrade of Bajio's support rating and support rating floor is limited, since external support cannot be relied upon, although it's possible.

Bajio's National scale Long-and-Short-term ratings will likely mirror any change in its VR, as this is expected to maintain the same relativity to its credit rating.

Fitch affirms the following:

Bajio:
--Long-term foreign and local currency IDRs at 'BB+';
--Short-term foreign and local currency IDRs at 'B';
--Viability rating at 'bb+';
--Support rating at '5';
--Support rating floor at 'NF';
--National-scale long-term rating at 'A+(mex)';
--National-scale short-term rating at 'F1(mex)'.

Additional information is available on www.fitchratings.com

Applicable Criteria and Related Research:
--'Global Financial Institutions Rating Criteria' (Aug. 15, 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
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=799484
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Contacts

Fitch Ratings
Primary Analyst
Monica Ibarra, +52 818 8399 9150
Director
Fitch Mexico SA de CV
Prol. Alfonso Reyes 2612, Edificio Conexity Piso 8
Col. Del paseo Residencial
64920 Monterrey, N.L., Mexico
or
Secondary Analyst
Alejandro Garcia, CFA, +52 818 8399 9146
Senior Director
or
Committee Chairperson
Franklin Santarelli, +1 212-908-0739
Managing Director
or
Media Relations
Elizabeth Fogerty, New York, +1 212-908-0526
elizabeth.fogerty@fitchratings.com

Contacts

Fitch Ratings
Primary Analyst
Monica Ibarra, +52 818 8399 9150
Director
Fitch Mexico SA de CV
Prol. Alfonso Reyes 2612, Edificio Conexity Piso 8
Col. Del paseo Residencial
64920 Monterrey, N.L., Mexico
or
Secondary Analyst
Alejandro Garcia, CFA, +52 818 8399 9146
Senior Director
or
Committee Chairperson
Franklin Santarelli, +1 212-908-0739
Managing Director
or
Media Relations
Elizabeth Fogerty, New York, +1 212-908-0526
elizabeth.fogerty@fitchratings.com