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FDIC Banking Review

Figure 3
Expected Default Trends as a Broad Measure of Risk in U.S. Commercial Banks
Date Median 1-year EDF (percent)
Dec-96 0.15
Mar-97 0.14
Jun-97 0.12
Sep-97 0.11
Dec-97 0.10
Mar-98 0.11
Jun-98 0.14
Sep-98 0.30
Dec-98 0.34
Mar-99 0.38
Jun-99 0.44
Sep-99 0.49
Dec-99 0.50
Mar-00 0.75
Jun-00 0.95
Sep-00 0.77
Dec-00 0.82
Mar-01 0.55
Jun-01 0.53
Sep-01 0.38
Dec-01 0.44
Mar-02 0.34
Jun-02 0.25
Sep-02 0.27
Dec-02 0.29
Mar-03 0.27
Jun-03 0.21
Sep-03 0.17
Dec-03 0.15
Source: Moody's KMV



Last Updated 05/15/2005 Questions, Suggestions & Requests