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FDIC Banking Review

Table 4
Continuous Pricing Distribution of Well-Capitalized and Highly-Rated Institutions Based on Projected Failure Probabilities
  Projected Range of Failure Probability
<= 0.5 0.51.0 1.01.5 1.52.0 2.02.5 2.53.0 3.03.5 3.54.0 4.04.5 > 4.5
2002 42.3%a 28.1% 12.7% 5.8% 3.0% 2.0% 1.3% 0.9% 0.7% 3.2%
2000 42.5 27.4 12.6 5.6 3.5 2.3 1.3 0.9 0.7 3.3
1995 55.5 27.2 8.5 3.0 1.8 1.0 0.7 0.4 0.3 1.6
1990 36.5 29.7 12.8 6.6 3.9 2.2 1.7 1.1 0.9 4.7
1985 28.6 27.4 14.1 7.4 5.2 3.0 2.2 1.7 1.4 8.9

Note: Data are as of year-end.

aThe percentages are those of 1A institutions in each group of the failure-probability ranges. These percentages are based on the model shown in table 3.

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