Table 5
SCOR Weights for a Hypothetical Bank |
| Variable |
Median-2 Bank |
Hypothetical Bank |
| Ratio |
Ratio |
Weight |
| Equity |
9.31 |
13.59 |
–7.16 |
| Loan-Loss Reserves |
0.80 |
1.31 |
0 |
| Loans Past Due 30–89 Days |
0.75 |
2.23 |
18.56 |
| Loans Past Due 90+ Days |
0.1 |
0.89 |
10.27 |
| Nonaccrual Loans |
0.23 |
1.51 |
28.05 |
| Other Real Estate |
0 |
0.45 |
9.31 |
| Charge-offs |
0.13 |
1.18 |
4.66 |
| Provisions for Loan Losses and Transfer Risk |
0.18 |
1.28 |
0 |
| Income before Taxes and Extraordinary Charges |
1.38 |
0.1 |
29.13 |
| Volatile Liabilities |
14.13 |
25.31 |
5.24 |
| Liquid Assets |
32.34 |
28.16 |
1.95 |
| Loans and Long-Term Securities |
71.29 |
68.79 |
0 |
| SCOR Rating |
1.6 |
2.44 |
|
