All metrics are computed from the FDIC BankFind Suite API endpoint https://api.fdic.gov/banks/financials, which publishes quarterly Call Report (FFIEC 031/041/051) data for every FDIC-insured institution. FDIC dollar fields are in thousands of USD. Outputs ending in _usd are converted to USD. Ratios are percentages.
Every API response includes inputs_thousands_usd (the exact FDIC fields used), provenance.source_url (a BankFind query that returns those same fields for that bank and quarter), provenance.fdic_index (the FDIC data build), provenance.retrieved_at, provenance.methodology_version and provenance.inputs_sha256. That makes every number independently checkable.
| Metric | Formula (FDIC field codes) | Notes |
|---|---|---|
| --- | --- | --- |
uninsured_deposit_share | DEPUNINS / DEPDOM × 100 | Estimated uninsured deposits (RC-O Memo 2) over domestic-office deposits. Values outside 0–100 are nulled and flagged in quality_flags. |
cre_concentration | (LNRECONS + LNREMULT + LNRENROT + LNCOMRE) / capital × 100 | Follows the 2006 interagency CRE guidance: construction & land development, multifamily, non-owner-occupied nonfarm nonresidential, and CRE loans not secured by real estate. Supervisory attention threshold: 300%. |
construction_concentration | LNRECONS / capital × 100 | Supervisory threshold: 100%. |
| capital (denominator) | RBC (total risk-based capital) | For community bank leverage ratio (CBLR) banks that do not report total RBC: RBCT1 + LNATRES (Tier 1 + allowance), shown in capital_basis. |
unrealized_loss_htm_usd | (SCHA − SCHF) × 1000 | Held-to-maturity amortized cost minus fair value. Not reflected in equity. |
unrealized_loss_afs_usd | (SCAA − SCAF) × 1000 | Available-for-sale. Already in equity through AOCI. |
unrealized_loss_to_tangible_equity | ((SCHA − SCHF) + (SCAA − SCAF)) / (EQTOT − INTAN) × 100 | Negative = net unrealized gains. |
htm_adjusted_tangible_equity_ratio | (EQTOT − INTAN − (SCHA − SCHF)) / (ASSET − INTAN) × 100 | Tangible equity if HTM securities were marked to market. |
loan_to_deposit | LNLSNET / DEP × 100 | Reconciled against FDIC's LNLSDEPR on every refresh. |
noncurrent_loan_ratio | NCLNLS / LNLSGR × 100 | Loans 90+ days past due plus nonaccrual. Reconciled against FDIC's NCLNLSR. |
npa_to_assets | (NCLNLS + ORE) / ASSET × 100 | Noncurrent loans plus other real estate owned. |
nim | NIMY | FDIC-published net interest margin, year-to-date annualized. |
roa | ROA | FDIC-published return on assets, year-to-date annualized. |
total_rbc_ratio | RBCRWAJ | FDIC-published. Null for CBLR banks. Reconciled against RBC / RWAJT. |
leverage_ratio | RBC1AAJ | FDIC-published Tier 1 leverage ratio. |
For each quarter, each component is converted to a percentile rank (0–100) among all banks with a value for it (ties get the midpoint rank). ROA and leverage are inverted, so a low value counts as riskier. The score is the weighted mean of the available components. If components with less than 0.5 of the total weight are available, the score is null. Weights:
| --- | --- |
|---|---|
| cre_concentration | 0.20 |
| unrealized_loss_to_tangible_equity | 0.20 |
| uninsured_deposit_share | 0.15 |
| noncurrent_loan_ratio | 0.15 |
| loan_to_deposit | 0.10 |
| roa (inverted) | 0.10 |
| leverage_ratio (inverted) | 0.10 |
The score is a relative ranking among US banks in the same quarter. It is not a probability of failure and not a rating.
On every refresh we recompute three ratios FDIC publishes itself (loan-to-deposit, noncurrent ratio, total RBC ratio) for every bank and compare them within ±0.05 percentage points. We also run spot checks on well-known banks. Results are at /validation.
provenance.report_date.quality_flags and the raw inputs.Formulas are versioned with semantic versioning. Any change to a formula bumps the version and is logged in the changelog. The API path /v1/ stays stable. Breaking response changes would go to /v2/.
Source code for all computations: see the README at /docs.
Data: FDIC BankFind Suite (public Call Report data). Derived metrics are informational only and are not investment, credit or legal advice. Open methodology v1.0.0. Terms & refunds · llms.txt · OpenAPI · x402