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FDIC Banking Review

Figure 4
Use of Market Measures to Develop a Risk Index for Large Depositories
Quarterly Credit Equity Mkt Default Debt Overall
3Q93 21.82 50.77 24.96 32.91 32.62
4Q93 20.04 56.13 20.64 21.80 29.65
1Q94 16.91 69.31 23.73 20.42 32.59
2Q94 14.81 50.93 27.67 20.42 28.46
3Q94 14.52 49.41 34.71 20.42 29.76
4Q94 15.03 69.69 25.95 21.80 33.12
1Q95 11.44 49.57 21.89 21.80 26.18
2Q95 13.58 17.60 17.10 21.80 17.52
3Q95 14.19 10.00 15.94 20.42 15.14
4Q95 20.32 24.85 15.03 20.42 20.15
1Q96 19.62 33.70 14.35 17.64 21.33
2Q96 15.76 41.72 13.57 16.25 21.83
3Q96 14.02 40.73 10.20 15.55 20.13
4Q96 14.23 20.28 10.00 14.86 14.84
1Q97 13.38 29.00 11.44 15.55 17.34
2Q97 12.99 29.34 10.46 11.39 16.04
3Q97 13.71 15.69 11.09 11.39 12.97
4Q97 15.30 26.78 10.64 10.00 15.68
1Q98 15.60 28.93 13.09 14.62 18.06
2Q98 18.38 35.82 21.92 12.65 22.19
3Q98 24.97 90.00 25.39 16.58 39.24
4Q98 30.10 57.18 26.27 20.50 33.51
1Q99 31.36 14.39 30.51 17.23 23.37
2Q99 33.70 38.09 25.29 16.58 28.42
3Q99 37.86 71.81 37.22 26.12 43.25
4Q99 36.64 75.72 41.05 27.36 45.19
1Q00 35.96 41.37 52.17 28.59 39.53
2Q00 40.87 58.48 74.12 29.21 50.67
3Q00 43.49 35.55 50.19 31.06 40.07
4Q00 53.84 21.53 37.34 30.44 35.79
1Q01 57.46 59.45 38.54 30.44 46.47
2Q01 56.03 53.50 35.03 30.44 43.75
3Q01 67.35 67.34 46.98 35.38 54.26
4Q01 67.16 63.47 53.73 41.55 56.48
1Q02 67.44 35.67 47.08 42.79 48.24
2Q02 64.87 60.59 45.29 41.55 53.07
3Q02 66.01 92.84 57.86 44.02 65.18
4Q02 58.38 69.25 51.39 41.55 55.14
1Q03 50.94 52.75 47.01 40.32 47.75
2Q03 42.76 33.57 29.80 39.09 36.30
3Q03 39.95 21.37 25.57 36.62 30.88
4Q03 34.64 35.68 16.98 31.68 29.75
1Q04 28.21 34.35 12.42 29.21 26.05
2Q04 24.85 57.00 17.02 27.98 31.63
3Q04 21.68 60.64 10.18 26.74 29.81



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