Industry Stress Benchmarks
Where is the population of U.S. banks headed?
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IRA Bank Stress Grade Distributions
| Period | A+
| A
| B
| C
| D
| F
| | 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 | | 200809 | 4,498 | 1,293 | 315 | 356 | 63 | 1,793 | | 200806 | 4,884 | 1,323 | 329 | 326 | 66 | 1,458 | | 200803 | 5,167 | 1,271 | 349 | 334 | 68 | 1,233 | | 200712 | 5,556 | 1,196 | 298 | 315 | 70 | 1,029 |
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IRA Bank Assets Stress Distributions
| Period | A+
| A
| B
| C
| D
| F
| | 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 | | 200809 | $2,907 | $5,504 | $525 | $704 | $144 | $3,772 | | 200806 | $2,897 | $5,256 | $400 | $695 | $51 | $3,983 | | 200803 | $3,461 | $5,119 | $384 | $630 | $36 | $3,719 | | 200712 | $7,613 | $1,719 | $1,629 | $1,248 | $107 | $705 |
Amounts in $ Billions.
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IRA computes "Shadow CAMELS" rating and Counterparty Quality Scores (CQS) computed using public data to our professional and regulatory clients. Call 310.676.3300 for more information.
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Deposits Report
How are consumers moving their money? Track it here.
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Deposits in Larger Banks Over $65 Billion Assets
| Period | Total
Deposits
| Transaction
(Core) | Savings
(Core) | Time
(Core) | | 201009 | $5,759,717,071 | $495,075,307 | $3,114,579,966 | $755,320,415 | | 201006 | $5,678,461,858 | $496,448,680 | $3,059,305,161 | $790,745,066 | | 201003 | $5,668,940,017 | $472,769,533 | $3,026,222,829 | $827,242,135 | | 200912 | $5,724,006,203 | $518,889,070 | $2,905,644,086 | $920,346,337 | | 200909 | $5,556,518,508 | $476,922,716 | $2,719,608,005 | $990,149,370 | | 200906 | $5,340,861,643 | $478,695,991 | $2,553,136,985 | $1,031,487,681 | | 200903 | $5,417,458,011 | $438,283,301 | $2,540,724,984 | $1,138,665,978 | | 200812 | $5,539,857,044 | $511,562,173 | $2,387,983,220 | $1,227,023,141 | | 200809 | $5,179,436,505 | $393,986,915 | $2,192,697,269 | $1,210,760,358 | | 200806 | $5,101,010,978 | $362,364,854 | $2,247,830,106 | $1,075,485,582 | | 200803 | $5,004,552,868 | $364,675,480 | $2,160,512,781 | $1,115,182,981 | | 200712 | $4,822,898,476 | $354,075,717 | $2,072,245,759 | $1,074,305,029 |
amounts in $1000's unless specified.
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Deposits in Banks Under $65 Billion Assets
| Period | Total
Deposits
| Transaction
(Core) | Savings
(Core) | Time
(Core) | | 201009 | $3,573,605,310 | $456,018,895 | $1,832,079,890 | $1,336,583,728 | | 201006 | $3,521,266,217 | $444,160,416 | $1,752,230,839 | $1,374,531,533 | | 201003 | $3,609,562,782 | $447,735,432 | $1,738,656,691 | $1,421,441,112 | | 200912 | $3,580,448,145 | $467,089,501 | $1,708,563,684 | $1,444,392,930 | | 200909 | $3,610,129,412 | $425,846,004 | $1,667,993,088 | $1,514,936,982 | | 200906 | $3,754,046,750 | $438,556,247 | $1,686,401,157 | $1,610,142,520 | | 200903 | $3,620,696,761 | $420,841,100 | $1,600,881,064 | $1,612,601,927 | | 200812 | $3,587,647,183 | $417,204,460 | $1,575,852,445 | $1,594,986,275 | | 200809 | $3,631,280,661 | $416,926,812 | $1,642,496,048 | $1,562,444,646 | | 200806 | $3,542,037,742 | $411,247,643 | $1,637,186,473 | $1,498,168,963 | | 200803 | $3,621,416,754 | $415,182,197 | $1,708,726,813 | $1,509,223,040 | | 200712 | $3,640,562,537 | $434,717,370 | $1,658,022,009 | $1,524,073,484 |
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?
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Total Banking Industry Lending
| Period | Nationwide
Loans | Annualized
Gross Defaults | Loss Given
Default, % | Unused
Commitments | | 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 | | 200809 | $8,015,022,672 | 126.9 bp | 90.01% | $7,890,357,898 | | 200806 | $8,018,068,683 | 128.7 bp | 89.06% | $8,212,223,424 | | 200803 | $7,987,346,049 | 111.3 bp | 88.25% | $8,349,687,499 | | 200712 | $7,923,926,086 | 67.3 bp | 82.35% | $8,388,698,435 |
amounts in $1000's unless specified.
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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 | | 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 | | 200809 | $1,205,557,080 | 99.8 bp | 87.07% | $50,661,134 | | 200806 | $1,193,024,150 | 93.2 bp | 84.31% | $64,879,475 | | 200803 | $1,193,271,237 | 79.2 bp | 87.59% | $71,592,787 | | 200712 | $1,151,020,300 | 59.7 bp | 82.39% | $85,039,277 |
amounts in $1000's unless specified.
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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 | | 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 | | 200809 | $312,557,706 | 80.7 bp | 87.31% | $18,486,458 | | 200806 | $313,392,711 | 74.8 bp | 85.57% | $9,096,183 | | 200803 | $305,280,290 | 63.2 bp | 82.38% | $8,152,163 | | 200712 | $299,997,525 | 59.5 bp | 81.18% | $7,393,833 |
amounts in $1000's unless specified.
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Credit Cards in Larger Banks Over $65 Billion Assets
| Period | # of
Issuers | Unsecured
CRCD Balance | Annualized
Gross Defaults | Loss Given
Default, % | Unused
Commitments | | 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 | | 200809 | 19 | $281,226,426 | 552.1 bp | 86.41% | $2,848,660,449 | | 200806 | 20 | $270,393,711 | 582.1 bp | 85.46% | $2,910,749,620 | | 200803 | 18 | $263,837,123 | 568.2 bp | 83.98% | $2,887,563,170 | | 200712 | 17 | $285,303,358 | 457.0 bp | 84.45% | $2,839,759,737 |
amounts in $1000's unless specified.
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Credit Cards in Banks Under $65 Billion Assets
| Period | # of
Issuers | Unsecured
CRCD Balance | Annualized
Gross Defaults | Loss Given
Default, % | Unused
Commitments | | 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 | | 200809 | 1,720 | $130,400,688 | 650.7 bp | 86.58% | $1,538,427,906 | | 200806 | 1,755 | $125,653,541 | 651.8 bp | 86.27% | $1,594,781,178 | | 200803 | 1,793 | $123,016,716 | 647.1 bp | 86.00% | $1,610,728,070 | | 200712 | 1,812 | $137,177,888 | 417.8 bp | 79.83% | $1,628,411,008 |
amounts in $1000's unless specified.
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IRA data is available online via the web. We also deliver XML datastreams and Excel downloaders to feed your internal analytics processes. Call us about your data needs.
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Real Estate Lending
Is the real estate market recovering?
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Residential Real Estate Lending
| Period | Nationwide
R.E. Loans | Annualized
Gross Defaults | Loss Given
Default, % | # of Active
Bank Units | | 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 | | 200809 | $4,750,985,035 | 91.2 bp | 96.96% | 8929 | | 200806 | $4,795,311,010 | 97.8 bp | 96.15% | 8974 | | 200803 | $4,803,232,899 | 75.4 bp | 95.94% | 9034 | | 200712 | $4,781,759,019 | 24.4 bp | 90.72% | 9087 |
amounts in $1000's unless specified.
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Residential 1-4 Lines of Credit
| Period | Nationwide
HELOC | Annualized
Gross Defaults | Loss Given
Default, % | Unused
Commitments | | 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 | | 200809 | $652,118,875 | 145.0 bp | 97.17% | $651,412,492 | | 200806 | $646,889,542 | 181.7 bp | 95.46% | $677,631,317 | | 200803 | $625,215,834 | 159.8 bp | 95.37% | $708,171,120 | | 200712 | $607,396,079 | 48.0 bp | 93.25% | $718,550,984 |
amounts in $1000's unless specified.
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Commercial Real Estate Lending
| Period | Commercial
R.E. Loans | Secured
Commitments | Unsecured
Commitments | Distressed Loans
(Defaults) | Distressed
as % of Loans | | 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% | | 200809 | $67,090,067 | $244,287,357 | $45,160,552 | $1,119,697 | 1.67% | | 200806 | $65,219,296 | $270,908,741 | $52,036,249 | $1,030,932 | 1.58% | | 200803 | $65,978,737 | $287,243,993 | $54,721,516 | $744,111 | 1.13% | | 200712 | $65,992,904 | $305,918,957 | $53,153,289 | $601,755 | 0.91% |
amounts in $1000's unless specified.
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Degraded Real Estate
| Period | 30-89 Day
Real Estate
| Over 90 Days
Real Estate | Non-Accrual
Real Estate | Real Estate Owned
(REO) | | 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 | | 200809 | $84,607,077 | $23,579,856 | $124,603,494 | $22,989,692 | | 200806 | $76,128,198 | $19,209,778 | $110,463,566 | $18,931,460 | | 200803 | $77,158,528 | $18,518,012 | $86,706,105 | $15,695,788 | | 200712 | $75,623,649 | $16,805,040 | $64,933,044 | $12,157,893 |
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?
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Industry Securities Holdings
Source: Institutional Risk Analytics
| Period | Treasury
| Agency
| Muni | Agy PASS | Agy CMO | 1-4 PMBS | ABS | Debt | Equities | CMBS/SFP | Total
| | 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 | | 200809 | $36,429 | $168,771 | $145,089 | $760,545 | $185,475 | $315,280 | $210,695 | $165,491 | $22,703 | $22,268 | $2,032,748 | | 200806 | $23,689 | $185,644 | $149,666 | $769,975 | $190,348 | $362,134 | $110,438 | $178,296 | $27,806 | $26,604 | $2,024,599 | | 200803 | $23,697 | $190,761 | $152,020 | $725,283 | $177,043 | $381,547 | $93,888 | $159,542 | $29,963 | $29,548 | $1,963,293 | | 200712 | $31,536 | $225,438 | $153,431 | $678,172 | $174,255 | $386,831 | $85,327 | $162,695 | $29,647 | $37,474 | $1,964,805 |
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
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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
| | 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 | | 200809 | $24,971 | $24,666 | $52,539 | $496,285 | $82,811 | $209,387 | $201,575 | $137,697 | $8,864 | $2,234 | $1,241,029 | | 200806 | $12,057 | $35,015 | $53,005 | $503,826 | $80,201 | $217,371 | $99,847 | $141,541 | $12,153 | $29 | $1,155,045 | | 200803 | $11,387 | $29,213 | $55,342 | $463,188 | $80,415 | $222,785 | $82,202 | $119,163 | $12,080 | $149 | $1,075,925 | | 200712 | $16,409 | $35,469 | $57,377 | $438,120 | $76,219 | $207,936 | $65,805 | $125,726 | $13,163 | $306 | $1,036,529 |
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
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