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Home > Industry Analysis > Research & Analysis > FDIC Banking Review |
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FDIC Banking Review |
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| Table 5 Kendall Tau Correlation Coefficients |
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| One Year before | At PCA Date | |
|---|---|---|
| PRE-FAILURE ITEMS VERSUS TOTAL LOSS RATE | ||
| Number of Institutions | 45 | 45 |
| Median Total Assets ($MM) | (0.07) | (0.06) |
| Median Asset Growth | (0.08) | 0.01 |
| Median Balance Sheet Percentages | ||
| Investment Securities | (0.28)*** | (0.27)*** |
| 1-4 Family Mortgages | (0.24)** | (0.26)** |
| Commercial Real Estate | (0.07) | (0.09) |
| Multifamily Real Estate | 0.00 | (0.07) |
| Commercial & Industrial Loans | (0.02) | (0.02) |
| Deposits | 0.12 | 0.22** |
| Median Rolling Four-Quarter Performance Ratios | ||
| Return on Assets | (0.10) | (0.26)** |
| Return on Equity | (0.11) | (0.18)* |
| Yield on Earning Assets | 0.24** | 0.18* |
| Cost of Funding Earning Assets | 0.06 | 0.20* |
| Net Interest Margin | 0.23** | 0.07 |
| Noninterest Income to Earning Assets | 0.09 | 0.15 |
| Noninterest Expense to Earning Assets | 0.14 | 0.21** |
| Net Operating Income to Assets | (0.04) | (0.27)*** |
| Net Charge-offs to Loans | 0.23** | 0.09 |
| Loss Provision to Average Assets | 0.14 | 0.15 |
| Loss Provision to Net Charge-offs | (0.07) | 0.07 |
| Efficiency Ratio | 0.00 | 0.12 |
| Median Condition Ratios | ||
| Loss Allowance to Loans | 0.10 | 0.01 |
| Loss Allowance to Noncurrent (Coverage Ratio) | (0.19)* | (0.12) |
| Noncurrent & OREO to Assets | 0.26** | 0.33*** |
| OREO to Assets | 0.26** | 0.28*** |
| Noncurrent RE Loans to RE Loans | 0.09 | 0.20* |
| Noncurrent Loans & Leases to Loans & Leases | 0.07 | 0.16 |
| Noncurrent Loan Growth | (0.21)* | 0.08 |
| Equity Capital Ratio | 0.01 | (0.15) |
| Core Capital (Leverage) Ratio | (0.01) | (0.15) |
| Equity Capital plus Reserves to Assets | (0.01) | (0.14) |
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*Significant at the 10% level **Significant at the 5% level ***Significant at the 1% level |
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| Last Updated 7/25/2003 | Questions, Suggestions & Requests |