Institutional Risk Analytics

Bank Industry Facts Sheet
Institutional Risk Analytics
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Industry Stress Benchmarks
Where is the population of U.S. banks headed?

IRA Bank Stress Grade Distributions

Period	A+	A	B	C	D	F
201109	3,698	1,640	419	389	46	1,199
201106	3,669	1,606	482	414	79	1,216
201103	3,738	1,550	501	457	72	1,209
201012	3,232	1,641	545	444	83	1,659
201009	3,493	1,592	519	400	67	1,638
201006	3,551	1,575	480	463	77	1,632
201003	3,676	1,592	504	480	93	1,534
200912	2,978	1,539	480	432	85	2,441
200909	3,308	1,481	410	429	77	2,337
200906	3,518	1,449	417	421	72	2,256
200903	3,959	1,431	452	437	88	1,820
200812	3,918	1,448	376	390	98	2,003

The most complete ratings coverage in the industry.
IRA coverage is over 8,000 FDIC certiticate holders and 4,800 bank holding companies. There's a detailed report on each of them.

IRA Bank Assets Stress Distributions

Period	A+	A	B	C	D	F
201109	$2,755	$6,895	$941	$2,637	$13	$547
201106	$2,560	$5,060	$2,654	$2,569	$21	$723
201103	$2,507	$6,336	$1,124	$2,723	$39	$672
201012	$2,192	$3,289	$4,909	$1,037	$535	$1,340
201009	$2,218	$3,185	$4,985	$1,173	$336	$1,464
201006	$2,164	$2,837	$4,942	$1,337	$465	$1,458
201003	$2,109	$1,295	$6,622	$1,088	$381	$1,843
200912	$1,457	$1,826	$3,072	$1,839	$295	$4,601
200909	$1,756	$1,938	$4,316	$584	$94	$4,535
200906	$2,005	$2,097	$4,132	$518	$68	$4,458
200903	$3,202	$3,131	$3,587	$729	$86	$2,784
200812	$2,366	$5,398	$403	$694	$46	$4,033

Amounts in $ Billions.

IRA correctly tracked the degradation of 97% of bank failures in 2010 as measured independently by Credit Risk Monitor. They liked it so much they licensed it to use in their ratings service. See IRA's Failed Bank Forensics page for more information.

Deposits Report
How are consumers moving their money? Track it here.

Deposits in Larger Banks Over $65 Billion Assets

Period	Total Deposits	Transaction (Core)	Savings (Core)	Time (Core)	Brokered Deposits	Uninsured Deposits (est.)
201109	$6,486,282,735	$780,675,885	$3,669,995,300	$683,160,811	$346,989,013	$1,196,811,768
201106	$6,204,092,816	$674,945,578	$3,483,945,628	$656,706,696	$287,246,250	$1,141,250,164
201103	$6,033,488,818	$595,858,211	$3,312,791,200	$664,429,243	$269,003,321	$1,034,065,282
201012	$5,887,021,752	$562,164,265	$3,246,548,297	$683,257,147	$270,905,546	$1,088,126,548
201009	$5,759,717,071	$495,075,307	$3,114,579,966	$755,320,415	$265,781,695	$1,642,814,402
201006	$5,678,461,858	$496,448,680	$3,059,305,161	$790,745,066	$260,136,609	$1,603,306,721
201003	$5,668,940,017	$472,769,533	$3,026,222,829	$827,242,135	$250,470,885	$1,576,459,376
200912	$5,724,006,203	$518,889,070	$2,905,644,086	$920,346,337	$257,992,872	$1,638,013,059
200909	$5,556,518,508	$476,922,716	$2,719,608,005	$990,149,370	$243,156,725	$1,609,437,575
200906	$5,340,861,643	$478,695,991	$2,553,136,985	$1,031,487,681	$273,838,745	$1,814,191,523
200903	$5,417,458,011	$438,283,301	$2,540,724,984	$1,138,665,978	$315,899,803	$1,822,845,684
200812	$5,539,857,044	$511,562,173	$2,387,983,220	$1,227,023,141	$259,112,301	$1,903,790,943

amounts in $1000's unless specified.

Deposits in Banks Under $65 Billion Assets

Period	Total Deposits	Transaction (Core)	Savings (Core)	Time (Core)	Brokered Deposits	Uninsured Deposits (est.)
201109	$3,564,152,970	$509,976,814	$1,964,245,020	$1,165,040,290	$273,642,401	$485,998,221
201106	$3,621,332,711	$502,221,116	$1,953,210,587	$1,227,566,984	$276,876,409	$494,033,881
201103	$3,621,176,284	$488,649,080	$1,942,075,106	$1,260,601,554	$293,314,778	$493,172,953
201012	$3,588,298,430	$484,652,197	$1,879,705,798	$1,295,020,494	$300,815,635	$491,797,172
201009	$3,573,605,310	$456,018,895	$1,832,079,890	$1,336,583,728	$308,807,679	$564,842,464
201006	$3,521,266,217	$444,160,416	$1,752,230,839	$1,374,531,533	$329,630,391	$528,063,486
201003	$3,609,562,782	$447,735,432	$1,738,656,691	$1,421,441,112	$359,257,617	$536,953,409
200912	$3,580,448,145	$467,089,501	$1,708,563,684	$1,444,392,930	$360,894,160	$547,194,874
200909	$3,610,129,412	$425,846,004	$1,667,993,088	$1,514,936,982	$419,078,270	$539,739,314
200906	$3,754,046,750	$438,556,247	$1,686,401,157	$1,610,142,520	$454,630,394	$714,698,193
200903	$3,620,696,761	$420,841,100	$1,600,881,064	$1,612,601,927	$458,361,919	$692,457,972
200812	$3,587,647,183	$417,204,460	$1,575,852,445	$1,594,986,275	$505,863,219	$642,496,968

amounts in $1000's unless specified.

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Overall Lending + C&I and Credit Cards
Where is lending headed? Are there any emerging areas of concern?

Total Banking Industry Lending

Period	Nationwide Loans	Annualized Gross Defaults	Loss Given Default, %	Unused Commitments
201109	$7,374,819,363	185.6 bp	85.48%	$5,745,655,050
201106	$7,350,209,754	196.8 bp	85.98%	$5,725,365,655
201103	$7,284,722,449	210.9 bp	86.80%	$5,802,286,368
201012	$7,408,915,017	278.1 bp	90.86%	$5,681,964,121
201009	$7,417,394,681	282.6 bp	91.09%	$6,066,361,787
201006	$7,422,911,144	297.1 bp	91.39%	$6,029,882,904
201003	$7,529,435,038	302.8 bp	92.01%	$6,127,237,066
200912	$7,311,351,498	272.1 bp	93.90%	$5,991,456,821
200909	$7,439,451,827	258.7 bp	94.13%	$6,148,014,762
200906	$7,649,275,186	240.5 bp	94.00%	$6,334,220,944
200903	$7,760,078,744	208.9 bp	93.46%	$6,659,335,026
200812	$7,902,181,525	137.7 bp	91.40%	$7,184,327,549

amounts in $1000's unless specified.

Large Bank Commercial and Industrial Lending
Over $10B Assets Size Bank Units

Period	Nationwide C&I	Annualized Gross Defaults	Loss Given Default, %	Unused Commercial LOC Commitments
201109	$1,043,298,367	106.7 bp	77.74%	$43,168,059
201106	$996,374,583	119.2 bp	78.10%	$41,727,530
201103	$963,895,418	140.0 bp	80.29%	$40,552,789
201012	$940,004,273	206.5 bp	86.16%	$39,769,997
201009	$927,148,826	220.7 bp	87.05%	$18,844,855
201006	$920,691,762	235.6 bp	86.74%	$41,111,771
201003	$927,939,945	247.6 bp	88.30%	$46,087,124
200912	$952,948,634	294.9 bp	93.34%	$49,844,326
200909	$1,001,535,254	278.2 bp	94.80%	$38,966,968
200906	$1,085,826,244	247.2 bp	95.08%	$39,927,264
200903	$1,148,674,897	209.3 bp	94.99%	$44,276,430
200812	$1,200,944,017	113.1 bp	89.56%	$46,778,734

amounts in $1000's unless specified.

Mid/Small Bank Commercial and Industrial Lending
Below $10B Assets Size Bank Units

Period	Nationwide C&I	Annualized Gross Defaults	Loss Given Default, %	Unused Commercial LOC Commitments
201109	$259,413,766	126.4 bp	83.20%	$5,156,312
201106	$260,472,158	129.8 bp	82.99%	$5,310,611
201103	$258,307,828	128.9 bp	84.54%	$5,700,813
201012	$262,605,152	175.0 bp	88.35%	$5,961,906
201009	$260,752,369	167.2 bp	87.82%	$5,668,984
201006	$267,297,024	164.4 bp	87.90%	$5,968,659
201003	$272,319,304	155.1 bp	88.11%	$6,869,815
200912	$281,117,202	213.0 bp	92.98%	$8,862,279
200909	$288,218,698	191.8 bp	93.30%	$9,309,090
200906	$293,702,800	179.2 bp	93.49%	$10,464,279
200903	$300,971,742	136.4 bp	91.91%	$14,032,172
200812	$310,795,158	98.8 bp	89.52%	$17,303,094

amounts in $1000's unless specified.

Credit Cards in Larger Banks Over $65 Billion Assets

Period	# of Issuers	Unsecured CRCD Balance	Annualized Gross Defaults	Loss Given Default, %	Unused Commitments
201109	21	$545,508,002	744.6 bp	85.39%	$2,158,631,514
201106	20	$504,864,817	774.7 bp	85.95%	$2,044,870,967
201103	19	$506,240,936	859.2 bp	87.07%	$2,060,922,727
201012	19	$537,849,217	1,108.8 bp	91.31%	$2,018,078,947
201009	19	$530,399,616	1,201.2 bp	91.28%	$2,029,993,631
201006	19	$549,384,334	1,259.5 bp	91.72%	$2,046,297,233
201003	18	$566,567,629	1,212.0 bp	91.87%	$2,087,087,812
200912	18	$314,892,351	982.4 bp	92.86%	$2,178,802,512
200909	20	$268,088,996	1,070.4 bp	93.19%	$2,094,538,588
200906	17	$269,898,120	1,005.4 bp	93.04%	$2,166,232,535
200903	20	$271,633,757	897.5 bp	92.65%	$2,248,489,873
200812	21	$295,786,978	550.3 bp	87.51%	$2,573,530,573

amounts in $1000's unless specified.

Credit Cards in Banks Under $65 Billion Assets

Period	# of Issuers	Unsecured CRCD Balance	Annualized Gross Defaults	Loss Given Default, %	Unused Commitments
201109	1,381	$120,968,619	472.0 bp	81.02%	$859,658,346
201106	1,403	$163,476,513	545.8 bp	81.22%	$1,022,192,327
201103	1,424	$156,952,629	603.8 bp	81.98%	$1,012,360,451
201012	1,455	$164,166,787	711.6 bp	88.26%	$1,007,074,104
201009	1,469	$153,511,566	771.0 bp	88.58%	$1,015,803,847
201006	1,486	$150,020,036	819.8 bp	89.15%	$1,006,538,421
201003	1,510	$150,427,044	866.4 bp	89.56%	$1,036,013,526
200912	1,550	$107,202,281	907.7 bp	89.93%	$1,009,351,658
200909	1,578	$124,884,999	957.8 bp	90.27%	$1,189,494,534
200906	1,615	$128,334,669	964.7 bp	90.31%	$1,228,448,716
200903	1,651	$131,437,787	885.8 bp	89.53%	$1,287,714,460
200812	1,684	$148,849,786	602.1 bp	87.41%	$1,359,010,188

amounts in $1000's unless specified.

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Real Estate Lending
Is the real estate market recovering?

Residential Real Estate Lending

Period	Nationwide R.E. Loans	Annualized Gross Defaults	Loss Given Default, %	# of Active Bank Units
201109	$4,117,634,036	149.3 bp	91.48%	7956
201106	$4,126,090,653	159.1 bp	91.67%	8018
201103	$4,161,870,569	159.1 bp	92.49%	8101
201012	$4,269,928,854	209.1 bp	95.25%	8204
201009	$4,304,637,503	202.9 bp	95.61%	8276
201006	$4,336,824,713	207.4 bp	95.88%	8376
201003	$4,400,501,493	212.7 bp	96.64%	8462
200912	$4,464,360,515	210.0 bp	97.51%	8550
200909	$4,528,009,302	194.3 bp	97.66%	8647
200906	$4,652,603,880	177.9 bp	97.63%	8709
200903	$4,701,665,266	147.9 bp	97.47%	8768
200812	$4,706,196,317	99.4 bp	97.49%	8850

amounts in $1000's unless specified.

Residential 1-4 Lines of Credit

Period	Nationwide HELOC	Annualized Gross Defaults	Loss Given Default, %	Unused Commitments
201109	$608,261,520	231.2 bp	93.30%	$467,923,746
201106	$615,537,778	235.7 bp	93.87%	$477,634,016
201103	$624,003,396	237.8 bp	93.82%	$484,456,837
201012	$636,911,524	281.6 bp	95.95%	$482,078,538
201009	$647,953,817	287.8 bp	96.07%	$497,239,271
201006	$654,450,492	301.8 bp	96.17%	$505,446,154
201003	$659,603,297	323.2 bp	96.79%	$514,335,285
200912	$661,453,138	300.6 bp	97.11%	$522,409,665
200909	$667,468,222	290.2 bp	97.32%	$538,797,666
200906	$672,893,181	276.6 bp	97.31%	$559,528,522
200903	$674,342,639	240.4 bp	97.74%	$587,334,138
200812	$667,505,945	148.1 bp	97.27%	$627,202,235

amounts in $1000's unless specified.

Commercial Real Estate Lending

Period	Commercial R.E. Loans	Secured Commitments	Unsecured Commitments	Distressed Loans (Defaults)	Distressed as % of Loans
201109	$55,068,629	$106,805,940	$33,638,961	$1,295,998	2.35%
201106	$52,097,378	$103,729,826	$33,182,827	$1,331,744	2.56%
201103	$51,417,958	$100,196,360	$31,031,348	$1,528,821	2.97%
201012	$49,054,026	$99,866,487	$32,489,906	$2,628,485	5.36%
201009	$50,598,442	$106,081,180	$30,025,122	$2,443,890	4.83%
201006	$52,056,650	$106,805,999	$29,590,975	$2,148,332	4.13%
201003	$54,446,059	$112,836,837	$30,411,920	$2,238,844	4.11%
200912	$57,864,588	$117,400,420	$32,400,980	$3,716,422	6.42%
200909	$64,593,736	$133,711,164	$33,820,361	$2,658,777	4.12%
200906	$66,756,203	$150,385,700	$35,673,817	$2,221,312	3.33%
200903	$68,943,814	$177,423,145	$36,882,667	$1,943,599	2.82%
200812	$70,363,810	$209,103,140	$39,604,199	$1,134,862	1.61%

amounts in $1000's unless specified.

Degraded Real Estate

Period	30-89 Day Real Estate	Over 90 Days Real Estate	Non-Accrual Real Estate	Real Estate Owned (REO)
201109	$70,752,224	$104,221,101	$163,002,547	$50,485,178
201106	$70,348,893	$102,823,096	$172,509,027	$51,317,996
201103	$78,284,820	$105,530,477	$186,171,801	$52,375,975
201012	$82,608,788	$105,946,964	$194,271,805	$52,821,340
201009	$84,820,835	$107,420,299	$205,717,925	$53,213,799
201006	$85,100,564	$106,798,707	$210,489,671	$49,300,811
201003	$97,946,774	$111,676,473	$220,541,282	$46,291,580
200912	$99,029,912	$102,286,883	$214,664,852	$41,393,042
200909	$100,856,205	$88,018,516	$202,055,893	$37,195,367
200906	$100,375,844	$76,495,030	$185,883,964	$33,993,271
200903	$114,608,188	$67,151,570	$162,649,102	$29,707,448
200812	$111,706,897	$53,910,529	$124,695,444	$26,661,687

amounts in $1000's unless specified.

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Securities
Where are the banks investing? How much of these securities are at the big banks?

Industry Securities Holdings
Source: Institutional Risk Analytics

Period	Treasury	Agency	Muni	Agy PASS	Agy CMO	1-4 PMBS	ABS	Debt	Equities	CMBS/SFP	Total
201109	$173,934	$212,230	$204,651	$883,314	$479,472	$170,002	$133,674	$361,873	$17,329	$158,397	$2,794,877
201106	$163,467	$235,126	$192,866	$856,714	$456,922	$177,674	$125,614	$358,846	$15,609	$144,929	$2,727,767
201103	$179,722	$252,888	$186,795	$861,679	$423,541	$182,413	$127,099	$355,721	$16,932	$143,799	$2,730,590
201012	$188,365	$243,114	$182,322	$847,214	$395,126	$189,047	$129,659	$341,221	$19,583	$138,746	$2,674,396
201009	$191,852	$250,525	$176,291	$820,882	$367,809	$199,924	$135,596	$345,422	$16,941	$143,212	$2,648,453
201006	$166,798	$257,738	$168,312	$793,772	$339,754	$197,201	$130,706	$320,828	$18,949	$140,461	$2,534,519
201003	$158,492	$248,306	$166,038	$819,721	$318,453	$196,651	$129,282	$342,533	$19,607	$139,354	$2,538,437
200912	$104,333	$246,506	$163,652	$854,381	$271,092	$220,282	$154,943	$330,023	$26,684	$135,194	$2,507,090
200909	$89,326	$225,954	$165,034	$823,143	$248,800	$227,839	$152,519	$310,256	$30,568	$131,016	$2,404,455
200906	$60,479	$207,275	$163,915	$869,049	$229,052	$218,968	$143,780	$294,163	$43,337	$114,447	$2,344,465
200903	$47,138	$198,008	$154,386	$841,210	$216,517	$255,327	$140,320	$292,176	$45,037	$31,379	$2,221,497
200812	$37,206	$182,986	$152,051	$821,697	$200,475	$278,327	$129,333	$193,061	$27,740	$22,480	$2,045,357

amounts in $millions unless specified.
Agency = U.S. Government Obligations Excluding MBS
1-4 PMBS = Residential 1-4 Private Mortgage Backed Securities
Debt = Structured Debt Instruments, Domestic and Foreign
Equities = Mutual Funds and Equity Instruments
CMBS = Commercial Mortgage Backed Securities including Pass-Thru's
SFP = Structured Finance Products

Securities Holdings of the 25 Largest BHC's
Source: Institutional Risk Analytics

Period	Treasury	Agency	Muni	Agy PASS	Agy CMO	1-4 PMBS	ABS	Debt	Equities	CMBS/SFP	Total
201109	$149,849	$68,545	$73,303	$578,120	$253,295	$135,057	$122,780	$305,639	$9,353	$98,010	$1,793,950
201106	$135,763	$79,071	$65,929	$561,047	$241,704	$140,093	$114,435	$303,087	$8,256	$80,723	$1,730,108
201103	$150,370	$92,348	$63,725	$571,617	$220,264	$141,158	$115,230	$297,044	$8,603	$77,192	$1,737,550
201012	$157,562	$86,460	$61,968	$561,878	$203,193	$145,758	$118,243	$282,160	$10,806	$77,051	$1,705,079
201009	$160,300	$99,604	$61,624	$553,708	$190,943	$155,104	$122,442	$286,543	$10,134	$79,634	$1,720,037
201006	$138,027	$98,441	$60,316	$527,197	$179,332	$149,600	$119,099	$264,155	$12,307	$75,476	$1,623,950
201003	$129,869	$92,134	$60,045	$548,207	$163,399	$147,142	$119,493	$284,675	$12,230	$80,753	$1,637,946
200912	$77,671	$95,126	$57,932	$578,470	$123,464	$167,241	$143,747	$274,002	$13,662	$79,714	$1,611,029
200909	$64,261	$84,865	$58,637	$549,729	$108,154	$172,439	$138,165	$254,441	$13,469	$77,469	$1,521,630
200906	$39,733	$76,034	$61,068	$585,606	$99,903	$161,858	$132,736	$234,392	$15,043	$74,190	$1,480,563
200903	$22,555	$64,489	$55,868	$552,560	$96,907	$191,049	$131,160	$235,486	$13,310	$4,542	$1,367,927
200812	$21,061	$45,429	$57,118	$544,337	$85,527	$190,845	$120,495	$166,525	$9,891	$3,529	$1,244,758