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FDIC Working Papers Series

Table 13
Comparison of Severity
BIF Only
  Baseline 1990–1998 FBCA Loss 1986–1989 FBCA Loss 1990–1993 FBCA Loss 1986–1989, 1990–1993 FBCA
Expected Loss (EL) $1,029,281 $831,740 $1,304,806 $838,685 $1,037,303
Unexpected Loss (UL) $2,964,964 $2,043,576 $4,097,239 $2,054,773 $2,976,544
Solvency ($30 Billion) 99.82% 99.94% 99.63% 99.93% 99.81%
Solvency ($40 Billion) 99.91% 99.98% 99.78% 99.98% 99.91%
A Rating Solvency $44,730,823 $29,088,866 $68,411,002 $29,267,814 $44,890,290
A- Rating Solvency $40,281,094 $26,273,941 $61,286,866 $26,469,106 $40,302,622
BBB+ Rating Solvency $33,966,695 $22,930,585 $51,332,350 $23,005,923 $34,148,599
BBB Rating Solvency $30,126,141 $19,322,538 $43,805,777 $19,489,892 $30,189,626
BIF Balance 12/31/2000 $29,893,000 $29,893,000 $29,893,000 $29,893,000 $29,893,000
Mean of Severity 22.67% 19.67% 25.38% 19.86% 22.90%
Standard Deviation of Severity 0.0302 0.0244 0.034 0.0249 0.0304
BIF and SAIF Merged
  Baseline 1990–1998
FBCA Loss Rates		 1986–1989
FBCA Loss Rates		 1990–1993
FBCA Loss Rates		 1986–1989, 1990–1993
FBCA Loss Rates
Expected Loss (EL) $1,348,092 $1,088,398 $1,698,828 $1,096,962 $1,357,969
Unexpected Loss (UL) $3,967,074 $2,770,582 $5,185,556 $2,783,737 $3,980,995
Solvency ($30 Billion) 99.74% 99.89% 99.52% 99.89% 99.74%
Solvency ($40 Billion) 99.85% 99.94% 99.71% 99.94% 99.85%
A Rating Solvency $55,106,919 $36,864,877 $80,947,302 $37,071,417.38 $55,197,745
A- Rating Solvency $50,532,935 $33,439,131 $67,808,472 $33,504,511.09 $50,812,284
BBB+ Rating Solvency $42,725,025 $28,069,456 $57,599,839 $28,284,784.95 $42,855,240
BBB Rating Solvency $35,584,250 $24,261,820 $49,431,794 $24,403,095.26 $35,650,181
BIF and SAIF Balance 12/31/2000 $40,591,000 $40,591,000 $40,591,000 $40,591,000 $40,591,000
Mean of Severity 22.57% 19.62% 25.29% 19.81% 22.80%
Standard Deviation of Severity 0.0312 0.0251 0.0354 0.0256 0.0318

Last Updated 02/15/2002 insurance-research@fdic.gov

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