Goldman ha echado mano del Texas ratio, para ver que bancos europeos podrían presentar mayor peligro de más ampliaciones de capital.
 
Aquí va la definición de la Wikipedia para quien no lo conozca:
 
The Texas ratio is a measure of a bank's credit troubles. The higher the Texas ratio, the more severe the credit troubles.
Developed by Gerard Cassidy and others at RBC Capital Markets, it is calculated by dividing the value of the lender's non-performing assets (Non performing loans + Real Estate Owned) by the sum of its tangible common equity capital and loan loss reserves.
In analyzing Texas banks during the early 1980s recession, Cassidy noted that banks tended to fail when this ratio reached 1:1, or 100%. He noted a similar pattern among New England banks during the recession of the early 1990s.
 
 
 
Los más expuestos según Goldman serían:
 
Monte dei Paschi di Siena.
 
BCP Mileniun
 
Popolare de Milano y Popolare
 
Popolare Emilia Romagna
 
Bank of Ireland
 
UBI
 
Otros que cita con fuerte peligro son:
 
Unicredit
 
Intesa
 
Y Banco de Sabadell.
 
Como vemos los mayores problemas se concentran en la banca italiana con mucha diferencia.