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FDIC Working Papers Series

Table 12
Severity
Mean, Standard Deviation, and Number of Observations
Asset Size Group 1986–1998 1990–1998 1986–1989 1990–1993 1986–1989 and
1990–1993
Less than $100 Million 24.18%
(1378)
n = 967		 20.30%
(12.17)
n = 339		 26.28%
(14.15)
n = 628		 20.37%
(12.21)
n = 322		 24.28%
(13.81)
n = 950
$100 Mil–$500 Mil 22.39%
(12.97)
n = 120		 20.23%
(12.33)
n = 80		 26.70%
(13.29)
n = 40		 20.67%
(12.21)
n = 69		 22.89%
(12.85)
n = 109
$500 Mil–$1 Bil 16.46%
(1059)
n = 15		 17.96%
(10.18)
n = 9		 14.21%
(11.76)
n = 6		 17.96%
(10.18)
n = 9		 16.46%
(10.59)
n = 15
$1–$5 Billion 12.79%
(8.45)
n = 22		 12.20%
(8.19)
n = 17		 14.81%
(10.02)
n = 5		 12.20%
(8.19)
n = 17		 12.79%
(8.45)
n = 22
Larger than $5 Billion 8.75%
(6.93)
n = 9		 4.43%
(4.91)
n = 5		 14.15%
(5.10)
n = 4<		 4.43%
(4.91)
n = 5		 8.75%
(6.93)
n = 9
All Size Groups 23.55%
(1371)
n = 1,133		 19.75%
(12.15)
n = 450		 26.05%
(14.11)
n = 683		 19.85%
(12.16)
n = 422		 23.68%
(13.73)
n = 1,105

Source: FDIC, Failed Bank Cost Analysis, 1986–1998

Note: Severity is defined as the loss to the FDIC as a percentage of total assets at failure

Last Updated 02/15/2002 insurance-research@fdic.gov