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FDIC Working Papers Series

Table 1
Summary Statistics

The data are from Call Report financial data reported to regulators or reported on the CRSP tapes during the quarter in which the CAMEL rating of the institution was downgraded. Market capitalization equals equity price times number of shares at the end of the quarter of the downgrade.
  A) At Time of Downgrade to 3 B) At Time of Downgrade to 4 or 5
  Number Minimum Median Maximum Number Minimum Median Maximum
Call Report Financial Data
Total assets ($000s) 122 55,277 466,233 9,416,623 148 61,833 409,272 6,854,757
Book equity/Asset ratio (%) 122 2.44 7.07 21.36 148 -2.49 5.85 16.34
Net income/Asset ratio (%) 122 -7.40 0.28 3.14 148 -28.58 -0.26 1.53
CRSP Market Data
Market price ($ per share) 122 1.89 8.29 56.01 148 0.31 5.23 21.94
Market capitalization ($000s) 122 2,796 218,110 656,355 148 970 18,802 453,149
Book/Market equity ratio 122 0.09 1.54 10.72 148 -3.31 1.98 23.68
  At Rating
Change
Later
Upgraded
Later
Downgraded
At Rating
Change
Later
Upgraded
Later
Downgraded
Total Sample 122 54 68 148 94 54
  Number with Assets <= $1 Billion 92 43 49 119 76 43
  Number with Assets $1-5 Billion 25 10 15 23 15 8
  Number with Assets > $5 Billion 5 1 4 6 3 3
Number of Banks 85 36 49 89 56 33
Number of Thrifts 37 18 19 59 38 21

Last Updated 03/01/2002 insurance-research@fdic.gov