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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 |
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